American Century Heritage R5 (ATHGX)
19.99
+0.67 (+3.47%)
USD |
Jun 24 2022
ATHGX Max Drawdown (5Y): 37.64% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 37.64% |
| April 30, 2022 | 37.64% |
| March 31, 2022 | 37.64% |
| February 28, 2022 | 37.64% |
| January 31, 2022 | 37.64% |
| December 31, 2021 | 37.64% |
| November 30, 2021 | 37.64% |
| October 31, 2021 | 37.64% |
| September 30, 2021 | 37.64% |
| August 31, 2021 | 37.64% |
| July 31, 2021 | 37.64% |
| June 30, 2021 | 37.64% |
| May 31, 2021 | 37.64% |
| April 30, 2021 | 37.64% |
| March 31, 2021 | 37.64% |
| February 28, 2021 | 37.64% |
| January 31, 2021 | 37.64% |
| December 31, 2020 | 37.64% |
| November 30, 2020 | 37.64% |
| October 31, 2020 | 37.64% |
| September 30, 2020 | 37.64% |
| August 31, 2020 | 37.64% |
| July 31, 2020 | 37.64% |
| June 30, 2020 | 37.64% |
| May 31, 2020 | 37.64% |
| Date | Value |
|---|---|
| April 30, 2020 | 37.64% |
| March 31, 2020 | 37.64% |
| February 29, 2020 | 22.94% |
| January 31, 2020 | 22.94% |
| December 31, 2019 | 22.94% |
| November 30, 2019 | 22.94% |
| October 31, 2019 | 22.94% |
| September 30, 2019 | 22.94% |
| August 31, 2019 | 22.94% |
| July 31, 2019 | 22.94% |
| June 30, 2019 | 22.94% |
| May 31, 2019 | 22.94% |
| April 30, 2019 | 22.94% |
| March 31, 2019 | 22.94% |
| February 28, 2019 | 22.94% |
| January 31, 2019 | 22.94% |
| December 31, 2018 | 22.94% |
| November 30, 2018 | 22.94% |
| October 31, 2018 | 22.94% |
| September 30, 2018 | 22.94% |
| August 31, 2018 | 22.94% |
| July 31, 2018 | 22.94% |
| June 30, 2018 | 22.94% |
| May 31, 2018 | 22.94% |
| April 30, 2018 | 22.94% |
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
22.94%
Minimum
Jun 2017
37.64%
Maximum
Mar 2020
29.55%
Average
22.94%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| Voya MidCap Opportunities R | 35.80% |
| Lord Abbett Growth Opportunities R3 | 37.13% |
| Principal MidCap Growth III R1 | 35.83% |
| Victory RS Mid Cap Growth R | 39.48% |
| Pioneer Select Mid Cap Growth R | 37.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.905 |
| Beta (5Y) | 1.135 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.97% |
| Historical Sharpe Ratio (5Y) | 0.4815 |
| Historical Sortino (5Y) | 0.547 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.77% |