BNY Mellon Select Managers Sm Cp Gr I (DSGIX)
21.94
+0.16 (+0.73%)
USD |
Jul 01 2022
DSGIX Max Drawdown (5Y): 36.99% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 36.99% |
May 31, 2022 | 36.99% |
April 30, 2022 | 36.99% |
March 31, 2022 | 36.99% |
February 28, 2022 | 36.99% |
January 31, 2022 | 36.99% |
December 31, 2021 | 36.99% |
November 30, 2021 | 36.99% |
October 31, 2021 | 36.99% |
September 30, 2021 | 36.99% |
August 31, 2021 | 36.99% |
July 31, 2021 | 36.99% |
June 30, 2021 | 36.99% |
May 31, 2021 | 36.99% |
April 30, 2021 | 36.99% |
March 31, 2021 | 36.99% |
February 28, 2021 | 36.99% |
January 31, 2021 | 36.99% |
December 31, 2020 | 36.99% |
November 30, 2020 | 36.99% |
October 31, 2020 | 36.99% |
September 30, 2020 | 36.99% |
August 31, 2020 | 36.99% |
July 31, 2020 | 36.99% |
June 30, 2020 | 36.99% |
Date | Value |
---|---|
May 31, 2020 | 36.99% |
April 30, 2020 | 36.99% |
March 31, 2020 | 36.99% |
February 29, 2020 | 29.84% |
January 31, 2020 | 29.84% |
December 31, 2019 | 29.84% |
November 30, 2019 | 29.84% |
October 31, 2019 | 29.84% |
September 30, 2019 | 29.84% |
August 31, 2019 | 29.84% |
July 31, 2019 | 29.84% |
June 30, 2019 | 29.84% |
May 31, 2019 | 29.84% |
April 30, 2019 | 29.84% |
March 31, 2019 | 29.84% |
February 28, 2019 | 29.84% |
January 31, 2019 | 29.84% |
December 31, 2018 | 29.84% |
November 30, 2018 | 29.84% |
October 31, 2018 | 29.84% |
September 30, 2018 | 29.84% |
August 31, 2018 | 29.84% |
July 31, 2018 | 29.84% |
June 30, 2018 | 29.84% |
May 31, 2018 | 29.84% |
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
29.84%
Minimum
Jul 2017
36.99%
Maximum
Mar 2020
33.18%
Average
29.84%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.448 |
Beta (5Y) | 1.098 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.84% |
Historical Sharpe Ratio (5Y) | 0.3902 |
Historical Sortino (5Y) | 0.4568 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.00% |