American Century Small Company C (ASQCX)
12.19
+0.08 (+0.66%)
USD |
Aug 08 2022
ASQCX Max Drawdown (5Y): 46.38% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 46.38% |
| June 30, 2022 | 46.38% |
| May 31, 2022 | 46.38% |
| April 30, 2022 | 46.38% |
| March 31, 2022 | 46.38% |
| February 28, 2022 | 46.38% |
| January 31, 2022 | 46.38% |
| December 31, 2021 | 46.38% |
| November 30, 2021 | 46.38% |
| October 31, 2021 | 46.38% |
| September 30, 2021 | 46.38% |
| August 31, 2021 | 46.38% |
| July 31, 2021 | 46.38% |
| June 30, 2021 | 46.38% |
| May 31, 2021 | 46.38% |
| April 30, 2021 | 46.38% |
| March 31, 2021 | 46.38% |
| February 28, 2021 | 46.38% |
| January 31, 2021 | 46.38% |
| December 31, 2020 | 46.38% |
| November 30, 2020 | 46.38% |
| October 31, 2020 | 46.38% |
| September 30, 2020 | 46.38% |
| August 31, 2020 | 46.38% |
| July 31, 2020 | 46.38% |
| Date | Value |
|---|---|
| June 30, 2020 | 46.38% |
| May 31, 2020 | 46.38% |
| April 30, 2020 | 46.38% |
| March 31, 2020 | 46.38% |
| February 29, 2020 | 28.08% |
| January 31, 2020 | 28.08% |
| December 31, 2019 | 28.08% |
| November 30, 2019 | 28.08% |
| October 31, 2019 | 28.08% |
| September 30, 2019 | 28.08% |
| August 31, 2019 | 28.08% |
| July 31, 2019 | 28.08% |
| June 30, 2019 | 28.08% |
| May 31, 2019 | 28.08% |
| April 30, 2019 | 28.08% |
| March 31, 2019 | 28.08% |
| February 28, 2019 | 28.08% |
| January 31, 2019 | 28.08% |
| December 31, 2018 | 28.08% |
| November 30, 2018 | 25.75% |
| October 31, 2018 | 25.75% |
| September 30, 2018 | 25.75% |
| August 31, 2018 | 25.75% |
| July 31, 2018 | 25.75% |
| June 30, 2018 | 25.75% |
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
25.75%
Minimum
Aug 2017
46.38%
Maximum
Mar 2020
36.30%
Average
28.08%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Voya Small Company C | 44.06% |
| Goldman Sachs Small Cap Eq Insghts C | 46.05% |
| MainStay WMC Small Companies C | 49.05% |
| Virtus Small-Cap C | 40.83% |
| Pacific Funds Small-Cap C | 46.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.58 |
| Beta (5Y) | 1.154 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.16% |
| Historical Sharpe Ratio (5Y) | 0.2349 |
| Historical Sortino (5Y) | 0.2634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.35% |