American Century Small Company Inv (ASQIX)
13.06
-0.05 (-0.38%)
USD |
May 20 2022
ASQIX Max Drawdown (5Y): 45.59% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 45.59% |
| March 31, 2022 | 45.59% |
| February 28, 2022 | 45.59% |
| January 31, 2022 | 45.59% |
| December 31, 2021 | 45.59% |
| November 30, 2021 | 45.59% |
| October 31, 2021 | 45.59% |
| September 30, 2021 | 45.59% |
| August 31, 2021 | 45.59% |
| July 31, 2021 | 45.59% |
| June 30, 2021 | 45.59% |
| May 31, 2021 | 45.59% |
| April 30, 2021 | 45.59% |
| March 31, 2021 | 45.59% |
| February 28, 2021 | 45.59% |
| January 31, 2021 | 45.59% |
| December 31, 2020 | 45.59% |
| November 30, 2020 | 45.59% |
| October 31, 2020 | 45.59% |
| September 30, 2020 | 45.59% |
| August 31, 2020 | 45.59% |
| July 31, 2020 | 45.59% |
| June 30, 2020 | 45.59% |
| May 31, 2020 | 45.59% |
| April 30, 2020 | 45.59% |
| Date | Value |
|---|---|
| March 31, 2020 | 45.59% |
| February 29, 2020 | 27.89% |
| January 31, 2020 | 27.89% |
| December 31, 2019 | 27.89% |
| November 30, 2019 | 27.89% |
| October 31, 2019 | 27.89% |
| September 30, 2019 | 27.89% |
| August 31, 2019 | 27.89% |
| July 31, 2019 | 27.89% |
| June 30, 2019 | 27.89% |
| May 31, 2019 | 27.89% |
| April 30, 2019 | 27.89% |
| March 31, 2019 | 27.89% |
| February 28, 2019 | 27.89% |
| January 31, 2019 | 27.89% |
| December 31, 2018 | 27.89% |
| November 30, 2018 | 25.17% |
| October 31, 2018 | 25.17% |
| September 30, 2018 | 25.17% |
| August 31, 2018 | 25.17% |
| July 31, 2018 | 25.17% |
| June 30, 2018 | 25.17% |
| May 31, 2018 | 25.17% |
| April 30, 2018 | 25.17% |
| March 31, 2018 | 25.17% |
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
25.17%
Minimum
May 2017
45.59%
Maximum
Mar 2020
34.70%
Average
27.89%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Vanguard Small Cap Index Inv | 41.80% |
| BNY Mellon Opportunistic Small Cap Inv | 49.73% |
| Homestead Small Company Stock | 44.06% |
| Royce Micro-Cap Invmt | 44.79% |
| Goldman Sachs Small Cap Value Inv | 45.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.33 |
| Beta (5Y) | 1.156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.54% |
| Historical Sharpe Ratio (5Y) | 0.2874 |
| Historical Sortino (5Y) | 0.3123 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.19% |