Allspring Special Small Cap Value A (ESPAX)
34.99
+0.26 (+0.75%)
USD |
Mar 29 2023
ESPAX Max Drawdown (5Y): 43.28% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 43.28% |
January 31, 2023 | 43.28% |
December 31, 2022 | 43.28% |
November 30, 2022 | 43.28% |
October 31, 2022 | 43.28% |
September 30, 2022 | 43.28% |
August 31, 2022 | 43.28% |
July 31, 2022 | 43.28% |
June 30, 2022 | 43.28% |
May 31, 2022 | 43.28% |
April 30, 2022 | 43.28% |
March 31, 2022 | 43.28% |
February 28, 2022 | 43.28% |
January 31, 2022 | 43.28% |
December 31, 2021 | 43.28% |
November 30, 2021 | 43.28% |
October 31, 2021 | 43.28% |
September 30, 2021 | 43.28% |
August 31, 2021 | 43.28% |
July 31, 2021 | 43.28% |
June 30, 2021 | 43.28% |
May 31, 2021 | 43.28% |
April 30, 2021 | 43.28% |
March 31, 2021 | 43.28% |
February 28, 2021 | 43.28% |
Date | Value |
---|---|
January 31, 2021 | 43.28% |
December 31, 2020 | 43.28% |
November 30, 2020 | 43.28% |
October 31, 2020 | 43.28% |
September 30, 2020 | 43.28% |
August 31, 2020 | 43.28% |
July 31, 2020 | 43.28% |
June 30, 2020 | 43.28% |
May 31, 2020 | 43.28% |
April 30, 2020 | 43.28% |
March 31, 2020 | 43.28% |
February 29, 2020 | 24.61% |
January 31, 2020 | 24.61% |
December 31, 2019 | 24.61% |
November 30, 2019 | 24.61% |
October 31, 2019 | 24.61% |
September 30, 2019 | 24.61% |
August 31, 2019 | 24.61% |
July 31, 2019 | 24.61% |
June 30, 2019 | 24.61% |
May 31, 2019 | 24.61% |
April 30, 2019 | 24.61% |
March 31, 2019 | 24.61% |
February 28, 2019 | 24.61% |
January 31, 2019 | 24.61% |
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
18.73%
Minimum
Mar 2018
43.28%
Maximum
Mar 2020
34.93%
Average
43.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.806 |
Beta (5Y) | 1.077 |
Alpha (vs YCharts Benchmark) (5Y) | 0.2984 |
Beta (vs YCharts Benchmark) (5Y) | 0.9121 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.24% |
Historical Sharpe Ratio (5Y) | 0.3365 |
Historical Sortino (5Y) | 0.3755 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.75% |