American Century Small Cap Growth I (ANONX)
18.16
-0.47 (-2.52%)
USD |
Aug 09 2022
ANONX Max Drawdown (5Y): 39.03% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 39.03% |
June 30, 2022 | 39.03% |
May 31, 2022 | 39.03% |
April 30, 2022 | 39.03% |
March 31, 2022 | 39.03% |
February 28, 2022 | 39.03% |
January 31, 2022 | 39.03% |
December 31, 2021 | 39.03% |
November 30, 2021 | 39.03% |
October 31, 2021 | 39.03% |
September 30, 2021 | 39.03% |
August 31, 2021 | 39.03% |
July 31, 2021 | 39.03% |
June 30, 2021 | 39.03% |
May 31, 2021 | 39.03% |
April 30, 2021 | 39.03% |
March 31, 2021 | 39.03% |
February 28, 2021 | 39.03% |
January 31, 2021 | 39.03% |
December 31, 2020 | 39.03% |
November 30, 2020 | 39.03% |
October 31, 2020 | 39.03% |
September 30, 2020 | 39.03% |
August 31, 2020 | 39.03% |
July 31, 2020 | 39.03% |
Date | Value |
---|---|
June 30, 2020 | 39.03% |
May 31, 2020 | 39.03% |
April 30, 2020 | 39.03% |
March 31, 2020 | 39.03% |
February 29, 2020 | 32.12% |
January 31, 2020 | 32.12% |
December 31, 2019 | 32.12% |
November 30, 2019 | 32.12% |
October 31, 2019 | 32.12% |
September 30, 2019 | 32.12% |
August 31, 2019 | 32.12% |
July 31, 2019 | 32.12% |
June 30, 2019 | 32.12% |
May 31, 2019 | 32.12% |
April 30, 2019 | 32.12% |
March 31, 2019 | 32.12% |
February 28, 2019 | 32.12% |
January 31, 2019 | 32.12% |
December 31, 2018 | 32.12% |
November 30, 2018 | 32.12% |
October 31, 2018 | 32.12% |
September 30, 2018 | 32.12% |
August 31, 2018 | 32.12% |
July 31, 2018 | 32.12% |
June 30, 2018 | 32.12% |
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
32.12%
Minimum
Aug 2017
39.03%
Maximum
Mar 2020
35.46%
Average
32.12%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.390 |
Beta (5Y) | 1.127 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.00% |
Historical Sharpe Ratio (5Y) | 0.5881 |
Historical Sortino (5Y) | 0.7028 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.92% |