DFA US Small Cap Value I (DFSVX)
41.37
+0.25 (+0.61%)
USD |
Aug 05 2022
DFSVX Max Drawdown (5Y): 52.13% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 52.13% |
| June 30, 2022 | 52.13% |
| May 31, 2022 | 52.13% |
| April 30, 2022 | 52.13% |
| March 31, 2022 | 52.13% |
| February 28, 2022 | 52.13% |
| January 31, 2022 | 52.13% |
| December 31, 2021 | 52.13% |
| November 30, 2021 | 52.13% |
| October 31, 2021 | 52.13% |
| September 30, 2021 | 52.13% |
| August 31, 2021 | 52.13% |
| July 31, 2021 | 52.13% |
| June 30, 2021 | 52.13% |
| May 31, 2021 | 52.13% |
| April 30, 2021 | 52.13% |
| March 31, 2021 | 52.13% |
| February 28, 2021 | 52.13% |
| January 31, 2021 | 52.13% |
| December 31, 2020 | 52.13% |
| November 30, 2020 | 52.13% |
| October 31, 2020 | 52.13% |
| September 30, 2020 | 52.13% |
| August 31, 2020 | 52.13% |
| July 31, 2020 | 52.13% |
| Date | Value |
|---|---|
| June 30, 2020 | 52.13% |
| May 31, 2020 | 52.13% |
| April 30, 2020 | 52.13% |
| March 31, 2020 | 52.13% |
| February 29, 2020 | 27.25% |
| January 31, 2020 | 27.25% |
| December 31, 2019 | 27.25% |
| November 30, 2019 | 27.25% |
| October 31, 2019 | 27.25% |
| September 30, 2019 | 27.25% |
| August 31, 2019 | 27.25% |
| July 31, 2019 | 27.25% |
| June 30, 2019 | 27.25% |
| May 31, 2019 | 27.25% |
| April 30, 2019 | 27.25% |
| March 31, 2019 | 27.25% |
| February 28, 2019 | 27.25% |
| January 31, 2019 | 27.25% |
| December 31, 2018 | 27.25% |
| November 30, 2018 | 25.08% |
| October 31, 2018 | 25.08% |
| September 30, 2018 | 25.08% |
| August 31, 2018 | 25.08% |
| July 31, 2018 | 25.08% |
| June 30, 2018 | 25.08% |
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
25.08%
Minimum
Aug 2017
52.13%
Maximum
Mar 2020
38.70%
Average
27.25%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.023 |
| Beta (5Y) | 1.214 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.80% |
| Historical Sharpe Ratio (5Y) | 0.4033 |
| Historical Sortino (5Y) | 0.4557 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.41% |