Artisan Mid Cap Value Advisor (APDQX)
19.61
+0.22 (+1.13%)
USD |
May 25 2022
APDQX Max Drawdown (5Y): 44.42% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 44.42% |
| March 31, 2022 | 44.42% |
| February 28, 2022 | 44.42% |
| January 31, 2022 | 44.42% |
| December 31, 2021 | 44.42% |
| November 30, 2021 | 44.42% |
| October 31, 2021 | 44.42% |
| September 30, 2021 | 44.42% |
| August 31, 2021 | 44.42% |
| July 31, 2021 | 44.42% |
| June 30, 2021 | 44.42% |
| May 31, 2021 | 44.42% |
| April 30, 2021 | 44.42% |
| March 31, 2021 | 44.42% |
| February 28, 2021 | 44.42% |
| January 31, 2021 | 44.42% |
| December 31, 2020 | 44.42% |
| November 30, 2020 | 44.42% |
| October 31, 2020 | 44.42% |
| September 30, 2020 | 44.42% |
| August 31, 2020 | 44.42% |
| July 31, 2020 | 44.42% |
| June 30, 2020 | 44.42% |
| May 31, 2020 | 44.42% |
| April 30, 2020 | 44.42% |
| Date | Value |
|---|---|
| March 31, 2020 | 44.42% |
| February 29, 2020 | 23.37% |
| January 31, 2020 | 23.37% |
| December 31, 2019 | 23.37% |
| November 30, 2019 | 23.37% |
| October 31, 2019 | 23.37% |
| September 30, 2019 | 23.37% |
| August 31, 2019 | 23.37% |
| July 31, 2019 | 23.37% |
| June 30, 2019 | 23.37% |
| May 31, 2019 | 23.37% |
| April 30, 2019 | 23.37% |
| March 31, 2019 | 23.37% |
| February 28, 2019 | 23.37% |
| January 31, 2019 | 23.37% |
| December 31, 2018 | 23.37% |
| November 30, 2018 | 23.37% |
| October 31, 2018 | 23.37% |
| September 30, 2018 | 23.37% |
| August 31, 2018 | 23.37% |
| July 31, 2018 | 23.37% |
| June 30, 2018 | 23.37% |
| May 31, 2018 | 23.37% |
| April 30, 2018 | 23.37% |
| March 31, 2018 | 23.37% |
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
23.37%
Minimum
May 2017
44.42%
Maximum
Mar 2020
32.49%
Average
23.37%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Reinhart Mid Cap PMV Adv | 44.46% |
| VY® American Century Sm-Mid Cp Val A | 40.98% |
| T. Rowe Price Mid-Cap Value Adv | 39.43% |
| TIAA-CREF Mid-Cap Value Retail | 45.01% |
| VY® JPMorgan Mid Cap Value A | 43.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.331 |
| Beta (5Y) | 1.124 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.44% |
| Historical Sharpe Ratio (5Y) | 0.4149 |
| Historical Sortino (5Y) | 0.4022 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.57% |