DFA Tax-Managed US Small Cap (DFTSX)
57.33
+0.24 (+0.42%)
USD |
Apr 9
DFTSX Max Drawdown (5Y): 44.31% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2021 | 44.31% |
| February 28, 2021 | 44.31% |
| January 31, 2021 | 44.31% |
| December 31, 2020 | 44.31% |
| November 30, 2020 | 44.31% |
| October 31, 2020 | 44.31% |
| September 30, 2020 | 44.31% |
| August 31, 2020 | 44.31% |
| July 31, 2020 | 44.31% |
| June 30, 2020 | 44.31% |
| May 31, 2020 | 44.31% |
| April 30, 2020 | 44.31% |
| March 31, 2020 | 44.31% |
| February 29, 2020 | 26.42% |
| January 31, 2020 | 26.42% |
| December 31, 2019 | 26.42% |
| November 30, 2019 | 26.42% |
| October 31, 2019 | 26.42% |
| September 30, 2019 | 26.42% |
| August 31, 2019 | 26.42% |
| July 31, 2019 | 26.42% |
| June 30, 2019 | 26.42% |
| May 31, 2019 | 26.42% |
| April 30, 2019 | 26.42% |
| March 31, 2019 | 26.42% |
| Date | Value |
|---|---|
| February 28, 2019 | 26.42% |
| January 31, 2019 | 26.42% |
| December 31, 2018 | 26.42% |
| November 30, 2018 | 21.44% |
| October 31, 2018 | 21.44% |
| September 30, 2018 | 21.44% |
| August 31, 2018 | 21.44% |
| July 31, 2018 | 21.44% |
| June 30, 2018 | 21.44% |
| May 31, 2018 | 21.44% |
| April 30, 2018 | 21.44% |
| March 31, 2018 | 21.44% |
| February 28, 2018 | 21.44% |
| January 31, 2018 | 21.44% |
| December 31, 2017 | 21.44% |
| November 30, 2017 | 21.44% |
| October 31, 2017 | 21.44% |
| September 30, 2017 | 21.44% |
| August 31, 2017 | 21.44% |
| July 31, 2017 | 21.44% |
| June 30, 2017 | 21.44% |
| May 31, 2017 | 21.44% |
| April 30, 2017 | 21.44% |
| March 31, 2017 | 21.44% |
| February 28, 2017 | 21.44% |
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
21.44%
Minimum
Sep 2016
44.31%
Maximum
Mar 2020
28.24%
Average
26.42%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| DFA US Small Cap I | 44.74% |
| Vanguard Tax-Managed Small Cap Adm | 43.88% |
| Columbia Small Cap Index Inst2 | 44.54% |
| Fidelity® Small Cap Index | 41.72% |
| Goldman Sachs Small Cap Value Instl | 45.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.357 |
| Beta (5Y) | 1.235 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.42% |
| Historical Sharpe Ratio (5Y) | 0.6365 |
| Historical Sortino (5Y) | 0.655 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.44% |