Brown Advisory Small-Cap Fdmtl Val Inv (BIAUX)
25.65
-0.73 (-2.77%)
USD |
Mar 22 2023
BIAUX Max Drawdown (5Y): 45.68% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 45.68% |
January 31, 2023 | 45.68% |
December 31, 2022 | 45.68% |
November 30, 2022 | 45.68% |
October 31, 2022 | 45.68% |
September 30, 2022 | 45.68% |
August 31, 2022 | 45.68% |
July 31, 2022 | 45.68% |
June 30, 2022 | 45.68% |
May 31, 2022 | 45.68% |
April 30, 2022 | 45.68% |
March 31, 2022 | 45.68% |
February 28, 2022 | 45.68% |
January 31, 2022 | 45.68% |
December 31, 2021 | 45.68% |
November 30, 2021 | 45.68% |
October 31, 2021 | 45.68% |
September 30, 2021 | 45.68% |
August 31, 2021 | 45.68% |
July 31, 2021 | 45.68% |
June 30, 2021 | 45.68% |
May 31, 2021 | 45.68% |
April 30, 2021 | 45.68% |
March 31, 2021 | 45.68% |
February 28, 2021 | 45.68% |
Date | Value |
---|---|
January 31, 2021 | 45.68% |
December 31, 2020 | 45.68% |
November 30, 2020 | 45.68% |
October 31, 2020 | 45.68% |
September 30, 2020 | 45.68% |
August 31, 2020 | 45.68% |
July 31, 2020 | 45.68% |
June 30, 2020 | 45.68% |
May 31, 2020 | 45.68% |
April 30, 2020 | 45.68% |
March 31, 2020 | 45.68% |
February 29, 2020 | 24.67% |
January 31, 2020 | 24.67% |
December 31, 2019 | 24.67% |
November 30, 2019 | 24.67% |
October 31, 2019 | 24.67% |
September 30, 2019 | 24.67% |
August 31, 2019 | 24.67% |
July 31, 2019 | 24.67% |
June 30, 2019 | 24.67% |
May 31, 2019 | 24.67% |
April 30, 2019 | 24.67% |
March 31, 2019 | 24.67% |
February 28, 2019 | 24.67% |
January 31, 2019 | 24.67% |
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
19.77%
Minimum
Mar 2018
45.68%
Maximum
Mar 2020
36.54%
Average
45.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.841 |
Beta (5Y) | 1.104 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6335 |
Beta (vs YCharts Benchmark) (5Y) | 0.9084 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.84% |
Historical Sharpe Ratio (5Y) | 0.3013 |
Historical Sortino (5Y) | 0.3268 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.27% |