American Century Value R6 (AVUDX)
8.95
+0.16 (+1.82%)
USD |
May 17 2022
AVUDX Max Drawdown (5Y): 39.81% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.81% |
| March 31, 2022 | 39.81% |
| February 28, 2022 | 39.81% |
| January 31, 2022 | 39.81% |
| December 31, 2021 | 39.81% |
| November 30, 2021 | 39.81% |
| October 31, 2021 | 39.81% |
| September 30, 2021 | 39.81% |
| August 31, 2021 | 39.81% |
| July 31, 2021 | 39.81% |
| June 30, 2021 | 39.81% |
| May 31, 2021 | 39.81% |
| April 30, 2021 | 39.81% |
| March 31, 2021 | 39.81% |
| February 28, 2021 | 39.81% |
| January 31, 2021 | 39.81% |
| December 31, 2020 | 39.81% |
| November 30, 2020 | 39.81% |
| October 31, 2020 | 39.81% |
| September 30, 2020 | 39.81% |
| August 31, 2020 | 39.81% |
| July 31, 2020 | 39.81% |
| June 30, 2020 | 39.81% |
| May 31, 2020 | 39.81% |
| April 30, 2020 | 39.81% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.81% |
| February 29, 2020 | 19.95% |
| January 31, 2020 | 19.95% |
| December 31, 2019 | 19.95% |
| November 30, 2019 | 19.95% |
| October 31, 2019 | 19.95% |
| September 30, 2019 | 19.95% |
| August 31, 2019 | 19.95% |
| July 31, 2019 | 19.95% |
| June 30, 2019 | 19.95% |
| May 31, 2019 | 19.95% |
| April 30, 2019 | 19.95% |
| March 31, 2019 | 19.95% |
| February 28, 2019 | 19.95% |
| January 31, 2019 | 19.95% |
| December 31, 2018 | 19.95% |
| November 30, 2018 | 15.46% |
| October 31, 2018 | 15.46% |
| September 30, 2018 | 15.46% |
| August 31, 2018 | 15.46% |
| July 31, 2018 | 15.46% |
| June 30, 2018 | 15.46% |
| May 31, 2018 | 15.46% |
| April 30, 2018 | 15.46% |
| March 31, 2018 | 15.46% |
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
15.46%
Minimum
May 2017
39.81%
Maximum
Mar 2020
27.13%
Average
19.95%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Calvert US Large Cap Value Rspnb Idx R6 | 36.91% |
| Fidelity® Value Discovery K | 37.71% |
| Transamerica Large Value Opps R | 37.99% |
| Hartford Quality Value R6 | 36.40% |
| Delaware Value® R | 37.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.547 |
| Beta (5Y) | 0.9927 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.88% |
| Historical Sharpe Ratio (5Y) | 0.4952 |
| Historical Sortino (5Y) | 0.5041 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.75% |