BNY Mellon Opportunistic Small Cap Inv (DSCVX)
29.30
-0.21 (-0.71%)
USD |
May 16 2022
DSCVX Max Drawdown (5Y): 49.73% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 49.73% |
| March 31, 2022 | 49.73% |
| February 28, 2022 | 49.73% |
| January 31, 2022 | 49.73% |
| December 31, 2021 | 49.73% |
| November 30, 2021 | 49.73% |
| October 31, 2021 | 49.73% |
| September 30, 2021 | 49.73% |
| August 31, 2021 | 49.73% |
| July 31, 2021 | 49.73% |
| June 30, 2021 | 49.73% |
| May 31, 2021 | 49.73% |
| April 30, 2021 | 49.73% |
| March 31, 2021 | 49.73% |
| February 28, 2021 | 49.73% |
| January 31, 2021 | 49.73% |
| December 31, 2020 | 49.73% |
| November 30, 2020 | 49.73% |
| October 31, 2020 | 49.73% |
| September 30, 2020 | 49.73% |
| August 31, 2020 | 49.73% |
| July 31, 2020 | 49.73% |
| June 30, 2020 | 49.73% |
| May 31, 2020 | 49.73% |
| April 30, 2020 | 49.73% |
| Date | Value |
|---|---|
| March 31, 2020 | 49.73% |
| February 29, 2020 | 30.93% |
| January 31, 2020 | 30.93% |
| December 31, 2019 | 30.93% |
| November 30, 2019 | 30.93% |
| October 31, 2019 | 30.93% |
| September 30, 2019 | 30.93% |
| August 31, 2019 | 30.93% |
| July 31, 2019 | 30.93% |
| June 30, 2019 | 30.93% |
| May 31, 2019 | 30.93% |
| April 30, 2019 | 30.93% |
| March 31, 2019 | 30.93% |
| February 28, 2019 | 30.93% |
| January 31, 2019 | 30.93% |
| December 31, 2018 | 30.93% |
| November 30, 2018 | 30.20% |
| October 31, 2018 | 30.20% |
| September 30, 2018 | 30.20% |
| August 31, 2018 | 30.20% |
| July 31, 2018 | 30.20% |
| June 30, 2018 | 30.20% |
| May 31, 2018 | 30.20% |
| April 30, 2018 | 30.20% |
| March 31, 2018 | 30.20% |
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
30.20%
Minimum
May 2017
49.73%
Maximum
Mar 2020
38.85%
Average
30.93%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Century Small Company Inv | 45.59% |
| Homestead Small Company Stock | 44.06% |
| Vanguard Small Cap Index Inv | 41.80% |
| Royce Micro-Cap Invmt | 44.79% |
| Baird Equity Opportunity Investor | 42.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.20 |
| Beta (5Y) | 1.234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.94% |
| Historical Sharpe Ratio (5Y) | 0.3313 |
| Historical Sortino (5Y) | 0.3516 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.47% |