AMG River Road Small-Mid Cap Value I (ARIMX)
9.07
-0.06 (-0.66%)
USD |
May 24 2022
ARIMX Max Drawdown (5Y): 42.96% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.96% |
| March 31, 2022 | 42.96% |
| February 28, 2022 | 42.96% |
| January 31, 2022 | 42.96% |
| December 31, 2021 | 42.96% |
| November 30, 2021 | 42.96% |
| October 31, 2021 | 42.96% |
| September 30, 2021 | 42.96% |
| August 31, 2021 | 42.96% |
| July 31, 2021 | 42.96% |
| June 30, 2021 | 42.96% |
| May 31, 2021 | 42.96% |
| April 30, 2021 | 42.96% |
| March 31, 2021 | 42.96% |
| February 28, 2021 | 42.96% |
| January 31, 2021 | 42.96% |
| December 31, 2020 | 42.96% |
| November 30, 2020 | 42.96% |
| October 31, 2020 | 42.96% |
| September 30, 2020 | 42.96% |
| August 31, 2020 | 42.96% |
| July 31, 2020 | 42.96% |
| June 30, 2020 | 42.96% |
| May 31, 2020 | 42.96% |
| April 30, 2020 | 42.96% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.96% |
| February 29, 2020 | 21.16% |
| January 31, 2020 | 21.16% |
| December 31, 2019 | 21.16% |
| November 30, 2019 | 21.16% |
| October 31, 2019 | 21.16% |
| September 30, 2019 | 21.16% |
| August 31, 2019 | 21.16% |
| July 31, 2019 | 21.16% |
| June 30, 2019 | 21.16% |
| May 31, 2019 | 21.16% |
| April 30, 2019 | 21.16% |
| March 31, 2019 | 21.16% |
| February 28, 2019 | 21.16% |
| January 31, 2019 | 21.16% |
| December 31, 2018 | 21.16% |
| November 30, 2018 | 18.29% |
| October 31, 2018 | 18.29% |
| September 30, 2018 | 18.29% |
| August 31, 2018 | 18.29% |
| July 31, 2018 | 18.29% |
| June 30, 2018 | 18.29% |
| May 31, 2018 | 18.29% |
| April 30, 2018 | 18.29% |
| March 31, 2018 | 18.29% |
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
18.29%
Minimum
May 2017
42.96%
Maximum
Mar 2020
29.70%
Average
21.16%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| DFA US Sustainability Targeted Val Instl | -- |
| Columbia Small Cap Value II Inst3 | 48.19% |
| Aegis Value I | 48.36% |
| AB Discovery Value I | 48.75% |
| AMG River Road Small Cap Value I | 40.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.156 |
| Beta (5Y) | 1.057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.58% |
| Historical Sharpe Ratio (5Y) | 0.4785 |
| Historical Sortino (5Y) | 0.4817 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.71% |