American Century Mid Cap Value R (AMVRX)
14.90
+0.16 (+1.09%)
USD |
Mar 24 2023
AMVRX Max Drawdown (5Y): 39.23% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 39.23% |
| January 31, 2023 | 39.23% |
| December 31, 2022 | 39.23% |
| November 30, 2022 | 39.23% |
| October 31, 2022 | 39.23% |
| September 30, 2022 | 39.23% |
| August 31, 2022 | 39.23% |
| July 31, 2022 | 39.23% |
| June 30, 2022 | 39.23% |
| May 31, 2022 | 39.23% |
| April 30, 2022 | 39.23% |
| March 31, 2022 | 39.23% |
| February 28, 2022 | 39.23% |
| January 31, 2022 | 39.23% |
| December 31, 2021 | 39.23% |
| November 30, 2021 | 39.23% |
| October 31, 2021 | 39.23% |
| September 30, 2021 | 39.23% |
| August 31, 2021 | 39.23% |
| July 31, 2021 | 39.23% |
| June 30, 2021 | 39.23% |
| May 31, 2021 | 39.23% |
| April 30, 2021 | 39.23% |
| March 31, 2021 | 39.23% |
| February 28, 2021 | 39.23% |
| Date | Value |
|---|---|
| January 31, 2021 | 39.23% |
| December 31, 2020 | 39.23% |
| November 30, 2020 | 39.23% |
| October 31, 2020 | 39.23% |
| September 30, 2020 | 39.23% |
| August 31, 2020 | 39.23% |
| July 31, 2020 | 39.23% |
| June 30, 2020 | 39.23% |
| May 31, 2020 | 39.23% |
| April 30, 2020 | 39.23% |
| March 31, 2020 | 39.23% |
| February 29, 2020 | 21.96% |
| January 31, 2020 | 21.96% |
| December 31, 2019 | 21.96% |
| November 30, 2019 | 21.96% |
| October 31, 2019 | 21.96% |
| September 30, 2019 | 21.96% |
| August 31, 2019 | 21.96% |
| July 31, 2019 | 21.96% |
| June 30, 2019 | 21.96% |
| May 31, 2019 | 21.96% |
| April 30, 2019 | 21.96% |
| March 31, 2019 | 21.96% |
| February 28, 2019 | 21.96% |
| January 31, 2019 | 21.96% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
13.97%
Minimum
Mar 2018
39.23%
Maximum
Mar 2020
31.13%
Average
39.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MassMutual Mid Cap Value R4 | 39.65% |
| BlackRock Mid-Cap Value R | 42.09% |
| PGIM Quant Solutions Mid-Cap Val R6 | 56.43% |
| Principal MidCap Value I R5 | 41.36% |
| Transamerica Mid Cap Value Opps R4 | 44.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.154 |
| Beta (5Y) | 0.9404 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.8184 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8601 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.23% |
| Historical Sharpe Ratio (5Y) | 0.3876 |
| Historical Sortino (5Y) | 0.3984 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.40% |