First Trust/Confluence Small Cap Val I (FOVIX)
31.67
+0.36 (+1.15%)
USD |
May 23 2022
FOVIX Max Drawdown (5Y): 39.47% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.47% |
| March 31, 2022 | 39.47% |
| February 28, 2022 | 39.47% |
| January 31, 2022 | 39.47% |
| December 31, 2021 | 39.47% |
| November 30, 2021 | 39.47% |
| October 31, 2021 | 39.47% |
| September 30, 2021 | 39.47% |
| August 31, 2021 | 39.47% |
| July 31, 2021 | 39.47% |
| June 30, 2021 | 39.47% |
| May 31, 2021 | 39.47% |
| April 30, 2021 | 39.47% |
| March 31, 2021 | 39.47% |
| February 28, 2021 | 39.47% |
| January 31, 2021 | 39.47% |
| December 31, 2020 | 39.47% |
| November 30, 2020 | 39.47% |
| October 31, 2020 | 39.47% |
| September 30, 2020 | 39.47% |
| August 31, 2020 | 39.47% |
| July 31, 2020 | 39.47% |
| June 30, 2020 | 39.47% |
| May 31, 2020 | 39.47% |
| April 30, 2020 | 39.47% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.47% |
| February 29, 2020 | 25.62% |
| January 31, 2020 | 25.62% |
| December 31, 2019 | 25.62% |
| November 30, 2019 | 25.62% |
| October 31, 2019 | 25.62% |
| September 30, 2019 | 25.62% |
| August 31, 2019 | 25.62% |
| July 31, 2019 | 25.62% |
| June 30, 2019 | 25.62% |
| May 31, 2019 | 25.62% |
| April 30, 2019 | 25.62% |
| March 31, 2019 | 25.62% |
| February 28, 2019 | 25.62% |
| January 31, 2019 | 25.62% |
| December 31, 2018 | 25.62% |
| November 30, 2018 | 15.05% |
| October 31, 2018 | 14.78% |
| September 30, 2018 | 14.78% |
| August 31, 2018 | 14.78% |
| July 31, 2018 | 14.78% |
| June 30, 2018 | 14.78% |
| May 31, 2018 | 14.78% |
| April 30, 2018 | 14.78% |
| March 31, 2018 | 14.78% |
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
14.78%
Minimum
May 2017
39.47%
Maximum
Mar 2020
28.19%
Average
25.62%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Cambiar Small Cap Instl | 41.97% |
| Tributary Small Company Instl | 40.05% |
| Victory THB US Small Opportunities I | 49.41% |
| RBC Small Cap Core I | 50.59% |
| TETON Westwood SmallCap Equity I | 45.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.175 |
| Beta (5Y) | 1.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.35% |
| Historical Sharpe Ratio (5Y) | 0.2697 |
| Historical Sortino (5Y) | 0.2792 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.18% |