AB Select US Long/Short C (ASCLX)
11.96
+0.01 (+0.08%)
USD |
Aug 05 2022
ASCLX Max Drawdown (5Y): 18.48% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 18.48% |
| June 30, 2022 | 18.48% |
| May 31, 2022 | 18.48% |
| April 30, 2022 | 18.48% |
| March 31, 2022 | 18.48% |
| February 28, 2022 | 18.48% |
| January 31, 2022 | 18.48% |
| December 31, 2021 | 18.48% |
| November 30, 2021 | 18.48% |
| October 31, 2021 | 18.48% |
| September 30, 2021 | 18.48% |
| August 31, 2021 | 18.48% |
| July 31, 2021 | 18.48% |
| June 30, 2021 | 18.48% |
| May 31, 2021 | 18.48% |
| April 30, 2021 | 18.48% |
| March 31, 2021 | 18.48% |
| February 28, 2021 | 18.48% |
| January 31, 2021 | 18.48% |
| December 31, 2020 | 18.48% |
| November 30, 2020 | 18.48% |
| October 31, 2020 | 18.48% |
| September 30, 2020 | 18.48% |
| August 31, 2020 | 18.48% |
| July 31, 2020 | 18.48% |
| Date | Value |
|---|---|
| June 30, 2020 | 18.48% |
| May 31, 2020 | 18.48% |
| April 30, 2020 | 18.48% |
| March 31, 2020 | 18.48% |
| February 29, 2020 | 11.71% |
| January 31, 2020 | 11.71% |
| December 31, 2019 | 11.71% |
| November 30, 2019 | 11.71% |
| October 31, 2019 | 11.71% |
| September 30, 2019 | 11.71% |
| August 31, 2019 | 11.71% |
| July 31, 2019 | 11.71% |
| June 30, 2019 | 11.71% |
| May 31, 2019 | 11.71% |
| April 30, 2019 | 11.71% |
| March 31, 2019 | 11.71% |
| February 28, 2019 | 11.71% |
| January 31, 2019 | 11.71% |
| December 31, 2018 | 11.71% |
| November 30, 2018 | 9.64% |
| October 31, 2018 | 9.64% |
| September 30, 2018 | 9.64% |
| August 31, 2018 | 9.64% |
| July 31, 2018 | 9.64% |
| June 30, 2018 | 9.64% |
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
9.64%
Minimum
Aug 2017
18.48%
Maximum
Mar 2020
14.43%
Average
11.71%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Neuberger Berman Long Short C | 14.86% |
| Persimmon Long/Short I | 19.93% |
| Clough Global Long/Short C | 29.74% |
| Calamos Phineus Long/Short C | 35.08% |
| Cromwell Marketfield L/S C | 33.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0368 |
| Beta (5Y) | 0.5304 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.78% |
| Historical Sharpe Ratio (5Y) | 0.6844 |
| Historical Sortino (5Y) | 0.7379 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.07% |