Transamerica Mid Cap Value I2 (FOUSA05HFK)
12.49
-0.11 (-0.87%)
USD |
Sep 17 2021
FOUSA05HFK Max Drawdown (5Y): 43.12% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 43.12% |
| July 31, 2021 | 43.12% |
| June 30, 2021 | 43.12% |
| May 31, 2021 | 43.12% |
| April 30, 2021 | 43.12% |
| March 31, 2021 | 43.12% |
| February 28, 2021 | 43.12% |
| January 31, 2021 | 43.12% |
| December 31, 2020 | 43.12% |
| November 30, 2020 | 43.12% |
| October 31, 2020 | 43.12% |
| September 30, 2020 | 43.12% |
| August 31, 2020 | 43.12% |
| July 31, 2020 | 43.12% |
| June 30, 2020 | 43.12% |
| May 31, 2020 | 43.12% |
| April 30, 2020 | 43.12% |
| March 31, 2020 | 43.12% |
| February 29, 2020 | 20.80% |
| January 31, 2020 | 20.80% |
| December 31, 2019 | 20.80% |
| November 30, 2019 | 20.80% |
| October 31, 2019 | 20.80% |
| September 30, 2019 | 20.80% |
| August 31, 2019 | 20.80% |
| Date | Value |
|---|---|
| July 31, 2019 | 20.80% |
| June 30, 2019 | 20.80% |
| May 31, 2019 | 20.80% |
| April 30, 2019 | 20.80% |
| March 31, 2019 | 20.80% |
| February 28, 2019 | 20.80% |
| January 31, 2019 | 20.80% |
| December 31, 2018 | 20.80% |
| November 30, 2018 | 16.63% |
| October 31, 2018 | 16.63% |
| September 30, 2018 | 16.63% |
| August 31, 2018 | 16.63% |
| July 31, 2018 | 16.63% |
| June 30, 2018 | 16.63% |
| May 31, 2018 | 16.63% |
| April 30, 2018 | 16.63% |
| March 31, 2018 | 16.63% |
| February 28, 2018 | 16.63% |
| January 31, 2018 | 16.63% |
| December 31, 2017 | 16.63% |
| November 30, 2017 | 16.63% |
| October 31, 2017 | 16.63% |
| September 30, 2017 | 16.63% |
| August 31, 2017 | 16.63% |
| July 31, 2017 | 16.63% |
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
16.63%
Minimum
Sep 2016
43.12%
Maximum
Mar 2020
25.62%
Average
20.80%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| VY® JPMorgan Mid Cap Value I | 43.18% |
| JPMorgan Mid Cap Value I | 43.09% |
| Columbia Select Mid Cap Value Instl 2 | 43.31% |
| Fidelity Advisor® Mid Cap Value I | 45.05% |
| Lord Abbett Mid Cap Stock I | 42.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.790 |
| Beta (5Y) | 1.131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.28% |
| Historical Sharpe Ratio (5Y) | 0.5569 |
| Historical Sortino (5Y) | 0.4976 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.60% |