American Century Small Cap Growth R (ANORX)
13.95
-0.11 (-0.78%)
USD |
Jul 06 2022
ANORX Max Drawdown (5Y): 39.11% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 39.11% |
May 31, 2022 | 39.11% |
April 30, 2022 | 39.11% |
March 31, 2022 | 39.11% |
February 28, 2022 | 39.11% |
January 31, 2022 | 39.11% |
December 31, 2021 | 39.11% |
November 30, 2021 | 39.11% |
October 31, 2021 | 39.11% |
September 30, 2021 | 39.11% |
August 31, 2021 | 39.11% |
July 31, 2021 | 39.11% |
June 30, 2021 | 39.11% |
May 31, 2021 | 39.11% |
April 30, 2021 | 39.11% |
March 31, 2021 | 39.11% |
February 28, 2021 | 39.11% |
January 31, 2021 | 39.11% |
December 31, 2020 | 39.11% |
November 30, 2020 | 39.11% |
October 31, 2020 | 39.11% |
September 30, 2020 | 39.11% |
August 31, 2020 | 39.11% |
July 31, 2020 | 39.11% |
June 30, 2020 | 39.11% |
Date | Value |
---|---|
May 31, 2020 | 39.11% |
April 30, 2020 | 39.11% |
March 31, 2020 | 39.11% |
February 29, 2020 | 32.37% |
January 31, 2020 | 32.37% |
December 31, 2019 | 32.37% |
November 30, 2019 | 32.37% |
October 31, 2019 | 32.37% |
September 30, 2019 | 32.37% |
August 31, 2019 | 32.37% |
July 31, 2019 | 32.37% |
June 30, 2019 | 32.37% |
May 31, 2019 | 32.37% |
April 30, 2019 | 32.37% |
March 31, 2019 | 32.37% |
February 28, 2019 | 32.37% |
January 31, 2019 | 32.37% |
December 31, 2018 | 32.37% |
November 30, 2018 | 32.37% |
October 31, 2018 | 32.37% |
September 30, 2018 | 32.37% |
August 31, 2018 | 32.37% |
July 31, 2018 | 32.37% |
June 30, 2018 | 32.37% |
May 31, 2018 | 32.37% |
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
32.37%
Minimum
Jul 2017
39.11%
Maximum
Mar 2020
35.52%
Average
32.37%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.222 |
Beta (5Y) | 1.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.92% |
Historical Sharpe Ratio (5Y) | 0.4841 |
Historical Sortino (5Y) | 0.573 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.96% |