American Century Mid Cap Value Y (AMVYX)
16.20
+0.04 (+0.25%)
USD |
Jan 27 2023
AMVYX Max Drawdown (5Y): 39.25% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2022 | 39.25% |
| November 30, 2022 | 39.25% |
| October 31, 2022 | 39.25% |
| September 30, 2022 | 39.25% |
| August 31, 2022 | 39.25% |
| July 31, 2022 | 39.25% |
| June 30, 2022 | 39.25% |
| May 31, 2022 | 39.25% |
| April 30, 2022 | 39.25% |
| March 31, 2022 | 39.25% |
| February 28, 2022 | 39.25% |
| January 31, 2022 | 39.25% |
| December 31, 2021 | 39.25% |
| November 30, 2021 | 39.25% |
| October 31, 2021 | 39.25% |
| September 30, 2021 | 39.25% |
| August 31, 2021 | 39.25% |
| July 31, 2021 | 39.25% |
| June 30, 2021 | 39.25% |
| May 31, 2021 | 39.25% |
| April 30, 2021 | 39.25% |
| March 31, 2021 | 39.25% |
| February 28, 2021 | 39.25% |
| January 31, 2021 | 39.25% |
| December 31, 2020 | 39.25% |
| Date | Value |
|---|---|
| November 30, 2020 | 39.25% |
| October 31, 2020 | 39.25% |
| September 30, 2020 | 39.25% |
| August 31, 2020 | 39.25% |
| July 31, 2020 | 39.25% |
| June 30, 2020 | 39.25% |
| May 31, 2020 | 39.25% |
| April 30, 2020 | 39.25% |
| March 31, 2020 | 39.25% |
| February 29, 2020 | 21.36% |
| January 31, 2020 | 21.36% |
| December 31, 2019 | 21.36% |
| November 30, 2019 | 21.36% |
| October 31, 2019 | 21.36% |
| September 30, 2019 | 21.36% |
| August 31, 2019 | 21.36% |
| July 31, 2019 | 21.36% |
| June 30, 2019 | 21.36% |
| May 31, 2019 | 21.36% |
| April 30, 2019 | 21.36% |
| March 31, 2019 | 21.36% |
| February 28, 2019 | 21.36% |
| January 31, 2019 | 21.36% |
| December 31, 2018 | 21.36% |
| November 30, 2018 | 13.68% |
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
13.68%
Minimum
Jan 2018
39.25%
Maximum
Mar 2020
30.09%
Average
39.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| VY® American Century Sm-Mid Cp Val I | 40.85% |
| MassMutual Mid Cap Value I | 39.61% |
| Nuance Concentrated Value Institutional | 31.48% |
| Nuance Mid Cap Value Z | 30.91% |
| Keeley Mid Cap Dividend Value I | 46.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.682 |
| Beta (5Y) | 0.9356 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4939 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8651 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.24% |
| Historical Sharpe Ratio (5Y) | 0.3942 |
| Historical Sortino (5Y) | 0.4099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.19% |