Alger Small Cap Focus I (AOFIX)
17.76
-0.32 (-1.77%)
USD |
Feb 03 2023
AOFIX Max Drawdown (5Y): 56.90% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 56.90% |
| December 31, 2022 | 56.90% |
| November 30, 2022 | 56.90% |
| October 31, 2022 | 56.90% |
| September 30, 2022 | 56.90% |
| August 31, 2022 | 56.90% |
| July 31, 2022 | 56.90% |
| June 30, 2022 | 56.90% |
| May 31, 2022 | 56.90% |
| April 30, 2022 | 49.19% |
| March 31, 2022 | 46.40% |
| February 28, 2022 | 43.26% |
| January 31, 2022 | 43.15% |
| December 31, 2021 | 32.14% |
| November 30, 2021 | 32.14% |
| October 31, 2021 | 32.14% |
| September 30, 2021 | 32.14% |
| August 31, 2021 | 32.14% |
| July 31, 2021 | 32.14% |
| June 30, 2021 | 32.14% |
| May 31, 2021 | 32.14% |
| April 30, 2021 | 32.14% |
| March 31, 2021 | 32.14% |
| February 28, 2021 | 32.14% |
| January 31, 2021 | 32.14% |
| Date | Value |
|---|---|
| December 31, 2020 | 32.14% |
| November 30, 2020 | 32.14% |
| October 31, 2020 | 32.14% |
| September 30, 2020 | 32.14% |
| August 31, 2020 | 32.14% |
| July 31, 2020 | 32.14% |
| June 30, 2020 | 32.14% |
| May 31, 2020 | 32.14% |
| April 30, 2020 | 32.14% |
| March 31, 2020 | 32.14% |
| February 29, 2020 | 29.56% |
| January 31, 2020 | 29.56% |
| December 31, 2019 | 29.56% |
| November 30, 2019 | 29.56% |
| October 31, 2019 | 29.56% |
| September 30, 2019 | 29.56% |
| August 31, 2019 | 29.56% |
| July 31, 2019 | 29.56% |
| June 30, 2019 | 29.56% |
| May 31, 2019 | 29.56% |
| April 30, 2019 | 29.56% |
| March 31, 2019 | 29.56% |
| February 28, 2019 | 29.56% |
| January 31, 2019 | 29.56% |
| December 31, 2018 | 29.56% |
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
28.57%
Minimum
Feb 2018
56.90%
Maximum
May 2022
35.50%
Average
32.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alger Small Cap Growth Z | 49.95% |
| Alger Small Cap Growth I-2 | 51.63% |
| Columbia Small Cap Growth Inst3 | 52.59% |
| Delaware Small Cap Growth Institutional | 59.10% |
| Victory RS Small Cap Growth Y | 52.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.319 |
| Beta (5Y) | 1.006 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.289 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8669 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.08% |
| Historical Sharpe Ratio (5Y) | 0.1865 |
| Historical Sortino (5Y) | 0.2713 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |