Allspring Disciplined US Core R (EVSHX)
20.42
-0.04 (-0.20%)
USD |
Aug 08 2022
EVSHX Max Drawdown (5Y): 33.07% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 33.07% |
| June 30, 2022 | 33.07% |
| May 31, 2022 | 33.07% |
| April 30, 2022 | 33.07% |
| March 31, 2022 | 33.07% |
| February 28, 2022 | 33.07% |
| January 31, 2022 | 33.07% |
| December 31, 2021 | 33.07% |
| November 30, 2021 | 33.07% |
| October 31, 2021 | 33.07% |
| September 30, 2021 | 33.07% |
| August 31, 2021 | 33.07% |
| July 31, 2021 | 33.07% |
| June 30, 2021 | 33.07% |
| May 31, 2021 | 33.07% |
| April 30, 2021 | 33.07% |
| March 31, 2021 | 33.07% |
| February 28, 2021 | 33.07% |
| January 31, 2021 | 33.07% |
| December 31, 2020 | 33.07% |
| November 30, 2020 | 33.07% |
| October 31, 2020 | 33.07% |
| September 30, 2020 | 33.07% |
| August 31, 2020 | 33.07% |
| July 31, 2020 | 33.07% |
| Date | Value |
|---|---|
| June 30, 2020 | 33.07% |
| May 31, 2020 | 33.07% |
| April 30, 2020 | 33.07% |
| March 31, 2020 | 33.07% |
| February 29, 2020 | 20.15% |
| January 31, 2020 | 20.15% |
| December 31, 2019 | 20.15% |
| November 30, 2019 | 20.15% |
| October 31, 2019 | 20.15% |
| September 30, 2019 | 20.15% |
| August 31, 2019 | 20.15% |
| July 31, 2019 | 20.15% |
| June 30, 2019 | 20.15% |
| May 31, 2019 | 20.15% |
| April 30, 2019 | 20.15% |
| March 31, 2019 | 20.15% |
| February 28, 2019 | 20.15% |
| January 31, 2019 | 20.15% |
| December 31, 2018 | 20.15% |
| November 30, 2018 | 12.07% |
| October 31, 2018 | 12.07% |
| September 30, 2018 | 12.07% |
| August 31, 2018 | 12.07% |
| July 31, 2018 | 12.07% |
| June 30, 2018 | 12.07% |
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
12.07%
Minimum
Aug 2017
33.07%
Maximum
Mar 2020
24.24%
Average
20.15%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Large Cap Core R | 34.13% |
| Principal Capital Appreciation R1 | 33.31% |
| MFS Blended Research Core Equity R1 | 34.67% |
| Columbia Disciplined Core R | 34.24% |
| MFS Core Equity R1 | 33.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.687 |
| Beta (5Y) | 0.9952 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.94% |
| Historical Sharpe Ratio (5Y) | 0.652 |
| Historical Sortino (5Y) | 0.7041 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.37% |