DFSVX Max Drawdown (5Y) Insights

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Max Drawdown (5Y) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

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DFA US Targeted Value Portfolio Institutional	32.89%
Avantis US Small Cap Value Fund Instl	28.78%
Macquarie Small Cap Value Fund Institutional	29.83%
American Century Small Cap Value Fund I	27.08%
Undiscovered Managers Behavioral Value Fund I	35.77%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	1.246
Beta (5Y)	1.038
Alpha (vs YCharts Benchmark) (5Y)	6.166
Beta (vs YCharts Benchmark) (5Y)	0.9759
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	21.04%
Historical Sharpe Ratio (5Y)	0.7412
Historical Sortino (5Y)	1.444
Monthly Value at Risk (VaR) 5% (5Y Lookback)	8.54%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:DFSVX", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:DFSVX", "max_drawdown_5y", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.

DFA US Small Cap Value Portfolio Institutional (DFSVX)

DFSVX Max Drawdown (5Y): 35.93% for June 30, 2025

Max Drawdown (5Y) Chart

Historical Data

Max Drawdown Definition

Max Drawdown (5Y) Range, Past 5 Years

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Max Drawdown (5Y) Excel Add-In Codes