Allspring Discovery Small Cap Gr C (EGWCX)
9.01
-0.26 (-2.80%)
USD |
May 16 2022
EGWCX Max Drawdown (5Y): 40.60% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.60% |
| March 31, 2022 | 39.43% |
| February 28, 2022 | 37.96% |
| January 31, 2022 | 37.96% |
| December 31, 2021 | 37.96% |
| November 30, 2021 | 37.96% |
| October 31, 2021 | 37.96% |
| September 30, 2021 | 37.96% |
| August 31, 2021 | 37.96% |
| July 31, 2021 | 37.96% |
| June 30, 2021 | 37.96% |
| May 31, 2021 | 37.96% |
| April 30, 2021 | 37.96% |
| March 31, 2021 | 37.96% |
| February 28, 2021 | 37.96% |
| January 31, 2021 | 37.96% |
| December 31, 2020 | 37.96% |
| November 30, 2020 | 37.96% |
| October 31, 2020 | 37.96% |
| September 30, 2020 | 37.96% |
| August 31, 2020 | 37.96% |
| July 31, 2020 | 37.96% |
| June 30, 2020 | 37.96% |
| May 31, 2020 | 37.96% |
| April 30, 2020 | 37.96% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.96% |
| February 29, 2020 | 30.33% |
| January 31, 2020 | 30.33% |
| December 31, 2019 | 30.33% |
| November 30, 2019 | 30.33% |
| October 31, 2019 | 30.33% |
| September 30, 2019 | 30.33% |
| August 31, 2019 | 30.33% |
| July 31, 2019 | 30.33% |
| June 30, 2019 | 30.33% |
| May 31, 2019 | 30.33% |
| April 30, 2019 | 30.33% |
| March 31, 2019 | 30.33% |
| February 28, 2019 | 30.33% |
| January 31, 2019 | 30.33% |
| December 31, 2018 | 30.33% |
| November 30, 2018 | 30.33% |
| October 31, 2018 | 30.33% |
| September 30, 2018 | 30.33% |
| August 31, 2018 | 30.33% |
| July 31, 2018 | 30.33% |
| June 30, 2018 | 30.33% |
| May 31, 2018 | 30.33% |
| April 30, 2018 | 30.33% |
| March 31, 2018 | 30.33% |
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
30.33%
Minimum
May 2017
40.60%
Maximum
Apr 2022
33.71%
Average
30.33%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Delaware Small Cap Growth C | 45.10% |
| Nuveen Small Cap Growth Opp C | 36.88% |
| Victory RS Small Cap Growth C | 44.06% |
| Dunham Small Cap Growth C | 38.30% |
| Calamos Timpani Small Cap Growth C | 39.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.648 |
| Beta (5Y) | 1.237 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.98% |
| Historical Sharpe Ratio (5Y) | 0.4558 |
| Historical Sortino (5Y) | 0.5638 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.34% |