Alger Weatherbie Specialized Growth Z (ASMZX)
12.34
-0.08 (-0.64%)
USD |
May 20 2022
ASMZX Max Drawdown (5Y): 40.93% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 40.93% |
March 31, 2022 | 40.93% |
February 28, 2022 | 40.93% |
January 31, 2022 | 40.93% |
December 31, 2021 | 40.93% |
November 30, 2021 | 40.93% |
October 31, 2021 | 40.93% |
September 30, 2021 | 40.93% |
August 31, 2021 | 40.93% |
July 31, 2021 | 40.93% |
June 30, 2021 | 40.93% |
May 31, 2021 | 40.93% |
April 30, 2021 | 40.93% |
March 31, 2021 | 40.93% |
February 28, 2021 | 40.93% |
January 31, 2021 | 40.93% |
December 31, 2020 | 40.93% |
November 30, 2020 | 40.93% |
October 31, 2020 | 40.93% |
September 30, 2020 | 40.93% |
August 31, 2020 | 40.93% |
July 31, 2020 | 40.93% |
June 30, 2020 | 40.93% |
May 31, 2020 | 40.93% |
April 30, 2020 | 40.93% |
Date | Value |
---|---|
March 31, 2020 | 40.93% |
February 29, 2020 | 31.42% |
January 31, 2020 | 31.42% |
December 31, 2019 | 31.42% |
November 30, 2019 | 31.42% |
October 31, 2019 | 31.42% |
September 30, 2019 | 31.42% |
August 31, 2019 | 31.42% |
July 31, 2019 | 31.42% |
June 30, 2019 | 31.42% |
May 31, 2019 | 31.42% |
April 30, 2019 | 31.42% |
March 31, 2019 | 31.42% |
February 28, 2019 | 31.42% |
January 31, 2019 | 31.42% |
December 31, 2018 | 31.42% |
November 30, 2018 | 28.39% |
October 31, 2018 | 28.39% |
September 30, 2018 | 28.39% |
August 31, 2018 | 28.39% |
July 31, 2018 | 28.39% |
June 30, 2018 | 28.39% |
May 31, 2018 | 28.39% |
April 30, 2018 | 28.39% |
March 31, 2018 | 28.39% |
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
28.39%
Minimum
May 2017
40.93%
Maximum
Mar 2020
34.58%
Average
31.42%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Lord Abbett Developing Growth I | 42.80% |
Optimum Small-Mid Cap Growth Instl | 39.22% |
Emerald Growth Institutional | 41.48% |
Columbia Acorn USA Inst2 | 39.94% |
Allspring Emerging Growth Inst | 38.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.160 |
Beta (5Y) | 1.269 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.02% |
Historical Sharpe Ratio (5Y) | 0.633 |
Historical Sortino (5Y) | 0.795 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.08% |