Delaware Small Cap Growth C (DSGEX)
7.58
-0.32 (-4.05%)
USD |
Jun 28 2022
DSGEX Max Drawdown (5Y): 56.91% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 56.91% |
| April 30, 2022 | 45.10% |
| March 31, 2022 | 45.10% |
| February 28, 2022 | 42.97% |
| January 31, 2022 | 41.66% |
| December 31, 2021 | 35.93% |
| November 30, 2021 | 35.93% |
| October 31, 2021 | 35.93% |
| September 30, 2021 | 35.93% |
| August 31, 2021 | 35.93% |
| July 31, 2021 | 35.93% |
| June 30, 2021 | 35.93% |
| May 31, 2021 | 35.93% |
| April 30, 2021 | 35.93% |
| March 31, 2021 | 35.93% |
| February 28, 2021 | 35.93% |
| January 31, 2021 | 35.93% |
| December 31, 2020 | 35.93% |
| November 30, 2020 | 35.93% |
| October 31, 2020 | 35.93% |
| September 30, 2020 | 35.93% |
| August 31, 2020 | 35.93% |
| July 31, 2020 | 35.93% |
| June 30, 2020 | 35.93% |
| May 31, 2020 | 35.93% |
| Date | Value |
|---|---|
| April 30, 2020 | 35.93% |
| March 31, 2020 | 35.93% |
| February 29, 2020 | 30.36% |
| January 31, 2020 | 30.36% |
| December 31, 2019 | 30.36% |
| November 30, 2019 | 30.36% |
| October 31, 2019 | 30.36% |
| September 30, 2019 | 30.36% |
| August 31, 2019 | 30.36% |
| July 31, 2019 | 30.36% |
| June 30, 2019 | 30.36% |
| May 31, 2019 | 30.36% |
| April 30, 2019 | 30.36% |
| March 31, 2019 | 30.36% |
| February 28, 2019 | 30.36% |
| January 31, 2019 | 30.36% |
| December 31, 2018 | 30.36% |
| November 30, 2018 | 19.27% |
| October 31, 2018 | 18.51% |
| September 30, 2018 | 15.23% |
| August 31, 2018 | 15.23% |
| July 31, 2018 | 15.23% |
| June 30, 2018 | 15.23% |
| May 31, 2018 | 15.23% |
| April 30, 2018 | 15.23% |
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
15.23%
Minimum
Jun 2017
56.91%
Maximum
May 2022
29.32%
Average
30.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.679 |
| Beta (5Y) | 1.363 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.34% |
| Historical Sharpe Ratio (5Y) | 0.5185 |
| Historical Sortino (5Y) | 0.7153 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.22% |