Allspring Discovery Small Cap Gr Inst (EGRYX)
14.43
+0.02 (+0.14%)
USD |
May 20 2022
EGRYX Max Drawdown (5Y): 39.86% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 39.86% |
March 31, 2022 | 38.70% |
February 28, 2022 | 37.89% |
January 31, 2022 | 37.89% |
December 31, 2021 | 37.89% |
November 30, 2021 | 37.89% |
October 31, 2021 | 37.89% |
September 30, 2021 | 37.89% |
August 31, 2021 | 37.89% |
July 31, 2021 | 37.89% |
June 30, 2021 | 37.89% |
May 31, 2021 | 37.89% |
April 30, 2021 | 37.89% |
March 31, 2021 | 37.89% |
February 28, 2021 | 37.89% |
January 31, 2021 | 37.89% |
December 31, 2020 | 37.89% |
November 30, 2020 | 37.89% |
October 31, 2020 | 37.89% |
September 30, 2020 | 37.89% |
August 31, 2020 | 37.89% |
July 31, 2020 | 37.89% |
June 30, 2020 | 37.89% |
May 31, 2020 | 37.89% |
April 30, 2020 | 37.89% |
Date | Value |
---|---|
March 31, 2020 | 37.89% |
February 29, 2020 | 29.87% |
January 31, 2020 | 29.87% |
December 31, 2019 | 29.87% |
November 30, 2019 | 29.87% |
October 31, 2019 | 29.87% |
September 30, 2019 | 29.87% |
August 31, 2019 | 29.87% |
July 31, 2019 | 29.87% |
June 30, 2019 | 29.87% |
May 31, 2019 | 29.87% |
April 30, 2019 | 29.87% |
March 31, 2019 | 29.87% |
February 28, 2019 | 29.87% |
January 31, 2019 | 29.87% |
December 31, 2018 | 29.87% |
November 30, 2018 | 29.87% |
October 31, 2018 | 29.87% |
September 30, 2018 | 29.87% |
August 31, 2018 | 29.87% |
July 31, 2018 | 29.87% |
June 30, 2018 | 29.87% |
May 31, 2018 | 29.87% |
April 30, 2018 | 29.87% |
March 31, 2018 | 29.87% |
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
29.87%
Minimum
May 2017
39.86%
Maximum
Apr 2022
33.39%
Average
29.87%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.504 |
Beta (5Y) | 1.239 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.00% |
Historical Sharpe Ratio (5Y) | 0.4998 |
Historical Sortino (5Y) | 0.6181 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.29% |