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% |