Alger Small Cap Growth Z (ASCZX)
8.83
0.00 (0.00%)
USD |
Mar 24 2023
ASCZX Max Drawdown (5Y): 49.95% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 49.95% |
| January 31, 2023 | 49.95% |
| December 31, 2022 | 49.95% |
| November 30, 2022 | 49.95% |
| October 31, 2022 | 49.95% |
| September 30, 2022 | 49.95% |
| August 31, 2022 | 49.95% |
| July 31, 2022 | 49.95% |
| June 30, 2022 | 49.95% |
| May 31, 2022 | 49.00% |
| April 30, 2022 | 40.03% |
| March 31, 2022 | 37.95% |
| February 28, 2022 | 34.33% |
| January 31, 2022 | 34.33% |
| December 31, 2021 | 30.89% |
| November 30, 2021 | 30.89% |
| October 31, 2021 | 30.89% |
| September 30, 2021 | 30.89% |
| August 31, 2021 | 30.89% |
| July 31, 2021 | 30.89% |
| June 30, 2021 | 30.89% |
| May 31, 2021 | 30.89% |
| April 30, 2021 | 30.89% |
| March 31, 2021 | 30.89% |
| February 28, 2021 | 30.89% |
| Date | Value |
|---|---|
| January 31, 2021 | 30.89% |
| December 31, 2020 | 30.89% |
| November 30, 2020 | 30.89% |
| October 31, 2020 | 30.89% |
| September 30, 2020 | 30.89% |
| August 31, 2020 | 30.89% |
| July 31, 2020 | 30.89% |
| June 30, 2020 | 30.89% |
| May 31, 2020 | 30.89% |
| April 30, 2020 | 30.89% |
| March 31, 2020 | 30.89% |
| February 29, 2020 | 30.52% |
| January 31, 2020 | 30.52% |
| December 31, 2019 | 30.52% |
| November 30, 2019 | 30.52% |
| October 31, 2019 | 30.52% |
| September 30, 2019 | 30.52% |
| August 31, 2019 | 30.52% |
| July 31, 2019 | 30.52% |
| June 30, 2019 | 30.52% |
| May 31, 2019 | 30.52% |
| April 30, 2019 | 30.52% |
| March 31, 2019 | 30.52% |
| February 28, 2019 | 30.52% |
| January 31, 2019 | 30.52% |
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
30.52%
Minimum
Mar 2018
49.95%
Maximum
Jun 2022
34.29%
Average
30.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alger Small Cap Growth I-2 | 51.63% |
| Alger Small Cap Focus Y | 56.69% |
| Alger Small Cap Growth Institutional I | 51.29% |
| Invesco Small Cap Growth Y | 46.97% |
| Putnam Small Cap Growth Y | 38.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.812 |
| Beta (5Y) | 1.048 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1824 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8797 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.55% |
| Historical Sharpe Ratio (5Y) | 0.301 |
| Historical Sortino (5Y) | 0.4504 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.79% |