AB Large Cap Growth C (APGCX)
44.45
+0.22 (+0.50%)
USD |
Mar 24 2023
APGCX Max Drawdown (5Y): 34.44% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 34.44% |
January 31, 2023 | 34.44% |
December 31, 2022 | 34.44% |
November 30, 2022 | 34.44% |
October 31, 2022 | 34.44% |
September 30, 2022 | 33.38% |
August 31, 2022 | 32.40% |
July 31, 2022 | 32.40% |
June 30, 2022 | 32.40% |
May 31, 2022 | 28.96% |
April 30, 2022 | 28.04% |
March 31, 2022 | 28.04% |
February 28, 2022 | 28.04% |
January 31, 2022 | 28.04% |
December 31, 2021 | 28.04% |
November 30, 2021 | 28.04% |
October 31, 2021 | 28.04% |
September 30, 2021 | 28.04% |
August 31, 2021 | 28.04% |
July 31, 2021 | 28.04% |
June 30, 2021 | 28.04% |
May 31, 2021 | 28.04% |
April 30, 2021 | 28.04% |
March 31, 2021 | 28.04% |
February 28, 2021 | 28.04% |
Date | Value |
---|---|
January 31, 2021 | 28.04% |
December 31, 2020 | 28.04% |
November 30, 2020 | 28.04% |
October 31, 2020 | 28.04% |
September 30, 2020 | 28.04% |
August 31, 2020 | 28.04% |
July 31, 2020 | 28.04% |
June 30, 2020 | 28.04% |
May 31, 2020 | 28.04% |
April 30, 2020 | 28.04% |
March 31, 2020 | 28.04% |
February 29, 2020 | 17.81% |
January 31, 2020 | 17.81% |
December 31, 2019 | 17.81% |
November 30, 2019 | 17.81% |
October 31, 2019 | 17.81% |
September 30, 2019 | 17.81% |
August 31, 2019 | 17.81% |
July 31, 2019 | 17.81% |
June 30, 2019 | 17.81% |
May 31, 2019 | 17.81% |
April 30, 2019 | 17.81% |
March 31, 2019 | 17.81% |
February 28, 2019 | 17.81% |
January 31, 2019 | 17.81% |
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
15.14%
Minimum
Mar 2018
34.44%
Maximum
Oct 2022
24.40%
Average
28.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ClearBridge Large Cap Growth C | 38.76% |
MFS Growth C | 36.69% |
Franklin Growth C | 32.57% |
Principal Blue Chip C | 38.50% |
Invesco Capital Appreciation C | 35.94% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3973 |
Beta (5Y) | 0.9728 |
Alpha (vs YCharts Benchmark) (5Y) | -1.278 |
Beta (vs YCharts Benchmark) (5Y) | 0.8908 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.17% |
Historical Sharpe Ratio (5Y) | 0.5286 |
Historical Sortino (5Y) | 0.6954 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.63% |