AMG River Road Mid Cap Value N (CHTTX)
18.64
-0.13 (-0.69%)
USD |
Aug 17 2022
CHTTX Max Drawdown (5Y): 46.28% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 46.28% |
| June 30, 2022 | 46.28% |
| May 31, 2022 | 46.28% |
| April 30, 2022 | 46.28% |
| March 31, 2022 | 46.28% |
| February 28, 2022 | 46.28% |
| January 31, 2022 | 46.28% |
| December 31, 2021 | 46.28% |
| November 30, 2021 | 46.28% |
| October 31, 2021 | 46.28% |
| September 30, 2021 | 46.28% |
| August 31, 2021 | 46.28% |
| July 31, 2021 | 46.28% |
| June 30, 2021 | 46.28% |
| May 31, 2021 | 46.28% |
| April 30, 2021 | 46.28% |
| March 31, 2021 | 46.28% |
| February 28, 2021 | 46.28% |
| January 31, 2021 | 46.28% |
| December 31, 2020 | 46.28% |
| November 30, 2020 | 46.28% |
| October 31, 2020 | 46.28% |
| September 30, 2020 | 46.28% |
| August 31, 2020 | 46.28% |
| July 31, 2020 | 46.28% |
| Date | Value |
|---|---|
| June 30, 2020 | 46.28% |
| May 31, 2020 | 46.28% |
| April 30, 2020 | 46.28% |
| March 31, 2020 | 46.28% |
| February 29, 2020 | 28.09% |
| January 31, 2020 | 28.09% |
| December 31, 2019 | 28.09% |
| November 30, 2019 | 28.09% |
| October 31, 2019 | 28.09% |
| September 30, 2019 | 28.09% |
| August 31, 2019 | 28.09% |
| July 31, 2019 | 28.09% |
| June 30, 2019 | 28.09% |
| May 31, 2019 | 28.09% |
| April 30, 2019 | 28.09% |
| March 31, 2019 | 28.09% |
| February 28, 2019 | 28.09% |
| January 31, 2019 | 28.09% |
| December 31, 2018 | 28.09% |
| November 30, 2018 | 26.28% |
| October 31, 2018 | 26.28% |
| September 30, 2018 | 26.28% |
| August 31, 2018 | 26.28% |
| July 31, 2018 | 26.28% |
| June 30, 2018 | 26.28% |
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
26.28%
Minimum
Aug 2017
46.28%
Maximum
Mar 2020
36.40%
Average
28.09%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Janus Henderson Mid Cap Value N | 40.17% |
| Diamond Hill Mid Cap I | 46.57% |
| Reinhart Mid Cap PMV Adv | 44.46% |
| Victory RS Value Y | 43.46% |
| Diamond Hill All Cap Select I | 44.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.21 |
| Beta (5Y) | 1.151 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.00% |
| Historical Sharpe Ratio (5Y) | 0.2692 |
| Historical Sortino (5Y) | 0.3039 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.77% |