Diamond Hill Small Cap Inv (DHSCX)
28.81
+0.45 (+1.59%)
USD |
Feb 02 2023
DHSCX Max Drawdown (5Y): 46.16% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 46.16% |
December 31, 2022 | 46.16% |
November 30, 2022 | 46.16% |
October 31, 2022 | 46.16% |
September 30, 2022 | 46.16% |
August 31, 2022 | 46.16% |
July 31, 2022 | 46.16% |
June 30, 2022 | 46.16% |
May 31, 2022 | 46.16% |
April 30, 2022 | 46.16% |
March 31, 2022 | 46.16% |
February 28, 2022 | 46.16% |
January 31, 2022 | 46.16% |
December 31, 2021 | 46.16% |
November 30, 2021 | 46.16% |
October 31, 2021 | 46.16% |
September 30, 2021 | 46.16% |
August 31, 2021 | 46.16% |
July 31, 2021 | 46.16% |
June 30, 2021 | 46.16% |
May 31, 2021 | 46.16% |
April 30, 2021 | 46.16% |
March 31, 2021 | 46.16% |
February 28, 2021 | 46.16% |
January 31, 2021 | 46.16% |
Date | Value |
---|---|
December 31, 2020 | 46.16% |
November 30, 2020 | 46.16% |
October 31, 2020 | 46.16% |
September 30, 2020 | 46.16% |
August 31, 2020 | 46.16% |
July 31, 2020 | 46.16% |
June 30, 2020 | 46.16% |
May 31, 2020 | 46.16% |
April 30, 2020 | 46.16% |
March 31, 2020 | 46.16% |
February 29, 2020 | 22.40% |
January 31, 2020 | 22.40% |
December 31, 2019 | 22.40% |
November 30, 2019 | 22.40% |
October 31, 2019 | 22.40% |
September 30, 2019 | 22.40% |
August 31, 2019 | 22.40% |
July 31, 2019 | 22.40% |
June 30, 2019 | 22.40% |
May 31, 2019 | 22.40% |
April 30, 2019 | 22.40% |
March 31, 2019 | 22.40% |
February 28, 2019 | 22.40% |
January 31, 2019 | 22.40% |
December 31, 2018 | 22.40% |
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
17.76%
Minimum
Feb 2018
46.16%
Maximum
Mar 2020
35.49%
Average
46.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.296 |
Beta (5Y) | 1.091 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9265 |
Beta (vs YCharts Benchmark) (5Y) | 0.9204 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.76% |
Historical Sharpe Ratio (5Y) | 0.2709 |
Historical Sortino (5Y) | 0.2966 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.28% |