Alger Spectra C (ASPCX)
12.83
+0.01 (+0.08%)
USD |
Mar 24 2023
ASPCX Max Drawdown (5Y): 46.65% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 46.65% |
January 31, 2023 | 46.65% |
December 31, 2022 | 46.61% |
November 30, 2022 | 45.81% |
October 31, 2022 | 45.81% |
September 30, 2022 | 44.23% |
August 31, 2022 | 44.23% |
July 31, 2022 | 44.23% |
June 30, 2022 | 44.23% |
May 31, 2022 | 40.98% |
April 30, 2022 | 34.30% |
March 31, 2022 | 33.72% |
February 28, 2022 | 31.43% |
January 31, 2022 | 31.43% |
December 31, 2021 | 31.43% |
November 30, 2021 | 31.43% |
October 31, 2021 | 31.43% |
September 30, 2021 | 31.43% |
August 31, 2021 | 31.43% |
July 31, 2021 | 31.43% |
June 30, 2021 | 31.43% |
May 31, 2021 | 31.43% |
April 30, 2021 | 31.43% |
March 31, 2021 | 31.43% |
February 28, 2021 | 31.43% |
Date | Value |
---|---|
January 31, 2021 | 31.43% |
December 31, 2020 | 31.43% |
November 30, 2020 | 31.43% |
October 31, 2020 | 31.43% |
September 30, 2020 | 31.43% |
August 31, 2020 | 31.43% |
July 31, 2020 | 31.43% |
June 30, 2020 | 31.43% |
May 31, 2020 | 31.43% |
April 30, 2020 | 31.43% |
March 31, 2020 | 31.43% |
February 29, 2020 | 22.77% |
January 31, 2020 | 22.77% |
December 31, 2019 | 22.77% |
November 30, 2019 | 22.77% |
October 31, 2019 | 22.77% |
September 30, 2019 | 22.77% |
August 31, 2019 | 22.77% |
July 31, 2019 | 22.77% |
June 30, 2019 | 22.77% |
May 31, 2019 | 22.77% |
April 30, 2019 | 22.77% |
March 31, 2019 | 22.77% |
February 28, 2019 | 22.77% |
January 31, 2019 | 22.77% |
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
18.24%
Minimum
Mar 2018
46.65%
Maximum
Jan 2023
29.63%
Average
31.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Invesco Capital Appreciation C | 35.94% |
ClearBridge Large Cap Growth C | 38.76% |
Principal Blue Chip C | 38.50% |
MFS Growth C | 36.69% |
Franklin Growth C | 32.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.028 |
Beta (5Y) | 1.076 |
Alpha (vs YCharts Benchmark) (5Y) | -7.882 |
Beta (vs YCharts Benchmark) (5Y) | 1.025 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.13% |
Historical Sharpe Ratio (5Y) | 0.2364 |
Historical Sortino (5Y) | 0.3149 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.88% |