Federated Hermes Kaufmann Small Cap A (FKASX)
39.70
+0.54 (+1.38%)
USD |
Jul 01 2022
FKASX Max Drawdown (5Y): 44.90% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 44.90% |
| May 31, 2022 | 43.77% |
| April 30, 2022 | 35.31% |
| March 31, 2022 | 34.99% |
| February 28, 2022 | 34.99% |
| January 31, 2022 | 34.99% |
| December 31, 2021 | 34.99% |
| November 30, 2021 | 34.99% |
| October 31, 2021 | 34.99% |
| September 30, 2021 | 34.99% |
| August 31, 2021 | 34.99% |
| July 31, 2021 | 34.99% |
| June 30, 2021 | 34.99% |
| May 31, 2021 | 34.99% |
| April 30, 2021 | 34.99% |
| March 31, 2021 | 34.99% |
| February 28, 2021 | 34.99% |
| January 31, 2021 | 34.99% |
| December 31, 2020 | 34.99% |
| November 30, 2020 | 34.99% |
| October 31, 2020 | 34.99% |
| September 30, 2020 | 34.99% |
| August 31, 2020 | 34.99% |
| July 31, 2020 | 34.99% |
| June 30, 2020 | 34.99% |
| Date | Value |
|---|---|
| May 31, 2020 | 34.99% |
| April 30, 2020 | 34.99% |
| March 31, 2020 | 34.99% |
| February 29, 2020 | 34.62% |
| January 31, 2020 | 34.62% |
| December 31, 2019 | 34.62% |
| November 30, 2019 | 34.62% |
| October 31, 2019 | 34.62% |
| September 30, 2019 | 34.62% |
| August 31, 2019 | 34.62% |
| July 31, 2019 | 34.62% |
| June 30, 2019 | 34.62% |
| May 31, 2019 | 34.62% |
| April 30, 2019 | 34.62% |
| March 31, 2019 | 34.62% |
| February 28, 2019 | 34.62% |
| January 31, 2019 | 34.62% |
| December 31, 2018 | 34.62% |
| November 30, 2018 | 34.62% |
| October 31, 2018 | 34.62% |
| September 30, 2018 | 34.62% |
| August 31, 2018 | 34.62% |
| July 31, 2018 | 34.62% |
| June 30, 2018 | 34.62% |
| May 31, 2018 | 34.62% |
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
34.62%
Minimum
Jul 2017
44.90%
Maximum
Jun 2022
35.11%
Average
34.62%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| AB Small Cap Growth A | 47.57% |
| Franklin Small Cap Growth A | 43.12% |
| ClearBridge Small Cap Growth A | 41.08% |
| Delaware Ivy Small Cap Growth A | 38.69% |
| Invesco Small Cap Growth A | 47.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.723 |
| Beta (5Y) | 1.083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.27% |
| Historical Sharpe Ratio (5Y) | 0.4808 |
| Historical Sortino (5Y) | 0.5888 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |