American Century Small Cap Growth R6 (ANODX)
18.53
-0.48 (-2.52%)
USD |
Aug 09 2022
ANODX Max Drawdown (5Y): 39.06% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 39.06% |
June 30, 2022 | 39.06% |
May 31, 2022 | 39.06% |
April 30, 2022 | 39.06% |
March 31, 2022 | 39.06% |
February 28, 2022 | 39.06% |
January 31, 2022 | 39.06% |
December 31, 2021 | 39.06% |
November 30, 2021 | 39.06% |
October 31, 2021 | 39.06% |
September 30, 2021 | 39.06% |
August 31, 2021 | 39.06% |
July 31, 2021 | 39.06% |
June 30, 2021 | 39.06% |
May 31, 2021 | 39.06% |
April 30, 2021 | 39.06% |
March 31, 2021 | 39.06% |
February 28, 2021 | 39.06% |
January 31, 2021 | 39.06% |
December 31, 2020 | 39.06% |
November 30, 2020 | 39.06% |
October 31, 2020 | 39.06% |
September 30, 2020 | 39.06% |
August 31, 2020 | 39.06% |
July 31, 2020 | 39.06% |
Date | Value |
---|---|
June 30, 2020 | 39.06% |
May 31, 2020 | 39.06% |
April 30, 2020 | 39.06% |
March 31, 2020 | 39.06% |
February 29, 2020 | 32.04% |
January 31, 2020 | 32.04% |
December 31, 2019 | 32.04% |
November 30, 2019 | 32.04% |
October 31, 2019 | 32.04% |
September 30, 2019 | 32.04% |
August 31, 2019 | 32.04% |
July 31, 2019 | 32.04% |
June 30, 2019 | 32.04% |
May 31, 2019 | 32.04% |
April 30, 2019 | 32.04% |
March 31, 2019 | 32.04% |
February 28, 2019 | 32.04% |
January 31, 2019 | 32.04% |
December 31, 2018 | 32.04% |
November 30, 2018 | 32.04% |
October 31, 2018 | 32.04% |
September 30, 2018 | 32.04% |
August 31, 2018 | 32.04% |
July 31, 2018 | 32.04% |
June 30, 2018 | 32.04% |
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
32.04%
Minimum
Aug 2017
39.06%
Maximum
Mar 2020
35.43%
Average
32.04%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
AB Small Cap Growth K | 47.54% |
Carillon Eagle Small Cap Growth R6 | 38.26% |
Baron Small Cap R6 | 39.57% |
Victory RS Small Cap Growth R6 | 52.39% |
Putnam Small Cap Growth R | 38.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.239 |
Beta (5Y) | 1.128 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.01% |
Historical Sharpe Ratio (5Y) | 0.5947 |
Historical Sortino (5Y) | 0.7106 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.94% |