Allspring Discovery Small Cap Gr Gr A (EGWAX)
10.93
-0.43 (-3.79%)
USD |
May 24 2022
EGWAX Max Drawdown (5Y): 40.06% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 40.06% |
March 31, 2022 | 38.92% |
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 | 30.01% |
January 31, 2020 | 30.01% |
December 31, 2019 | 30.01% |
November 30, 2019 | 30.01% |
October 31, 2019 | 30.01% |
September 30, 2019 | 30.01% |
August 31, 2019 | 30.01% |
July 31, 2019 | 30.01% |
June 30, 2019 | 30.01% |
May 31, 2019 | 30.01% |
April 30, 2019 | 30.01% |
March 31, 2019 | 30.01% |
February 28, 2019 | 30.01% |
January 31, 2019 | 30.01% |
December 31, 2018 | 30.01% |
November 30, 2018 | 30.01% |
October 31, 2018 | 30.01% |
September 30, 2018 | 30.01% |
August 31, 2018 | 30.01% |
July 31, 2018 | 30.01% |
June 30, 2018 | 30.01% |
May 31, 2018 | 30.01% |
April 30, 2018 | 30.01% |
March 31, 2018 | 30.01% |
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
30.01%
Minimum
May 2017
40.06%
Maximum
Apr 2022
33.48%
Average
30.01%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Delaware Small Cap Growth A | 44.64% |
MassMutual Small Cap Gr Eq A | 38.59% |
Nuveen Small Cap Growth Opp A | 36.82% |
Dunham Small Cap Growth A | 38.06% |
Calamos Timpani Small Cap Growth A | 39.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.827 |
Beta (5Y) | 1.236 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.99% |
Historical Sharpe Ratio (5Y) | 0.4859 |
Historical Sortino (5Y) | 0.601 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.30% |