abrdn US Small Cap Equity R (GNSRX)
27.43
+0.17 (+0.62%)
USD |
Aug 08 2022
GNSRX Max Drawdown (5Y): 35.64% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.64% |
| June 30, 2022 | 35.64% |
| May 31, 2022 | 35.44% |
| April 30, 2022 | 35.44% |
| March 31, 2022 | 35.44% |
| February 28, 2022 | 35.44% |
| January 31, 2022 | 35.44% |
| December 31, 2021 | 35.44% |
| November 30, 2021 | 35.44% |
| October 31, 2021 | 35.44% |
| September 30, 2021 | 35.44% |
| August 31, 2021 | 35.44% |
| July 31, 2021 | 35.44% |
| June 30, 2021 | 35.44% |
| May 31, 2021 | 35.44% |
| April 30, 2021 | 35.44% |
| March 31, 2021 | 35.44% |
| February 28, 2021 | 35.44% |
| January 31, 2021 | 35.44% |
| December 31, 2020 | 35.44% |
| November 30, 2020 | 35.44% |
| October 31, 2020 | 35.44% |
| September 30, 2020 | 35.44% |
| August 31, 2020 | 35.44% |
| July 31, 2020 | 35.44% |
| Date | Value |
|---|---|
| June 30, 2020 | 35.44% |
| May 31, 2020 | 35.44% |
| April 30, 2020 | 35.44% |
| March 31, 2020 | 35.44% |
| February 29, 2020 | 25.42% |
| January 31, 2020 | 25.42% |
| December 31, 2019 | 25.42% |
| November 30, 2019 | 25.42% |
| October 31, 2019 | 25.42% |
| September 30, 2019 | 25.42% |
| August 31, 2019 | 25.42% |
| July 31, 2019 | 25.42% |
| June 30, 2019 | 25.42% |
| May 31, 2019 | 25.42% |
| April 30, 2019 | 25.42% |
| March 31, 2019 | 25.42% |
| February 28, 2019 | 25.42% |
| January 31, 2019 | 25.42% |
| December 31, 2018 | 25.42% |
| November 30, 2018 | 14.75% |
| October 31, 2018 | 14.75% |
| September 30, 2018 | 13.31% |
| August 31, 2018 | 13.31% |
| July 31, 2018 | 13.31% |
| June 30, 2018 | 13.31% |
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
13.31%
Minimum
Aug 2017
35.64%
Maximum
Jun 2022
27.09%
Average
25.42%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| abrdn US Sust Ldrs Smlr Coms R | 35.64% |
| Royce Premier R | 40.44% |
| Eaton Vance Small-Cap R | 36.63% |
| PGIM Jennison Small Company R4 | 47.40% |
| Carillon Scout Small Cap R-6 | 41.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.807 |
| Beta (5Y) | 1.135 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.04% |
| Historical Sharpe Ratio (5Y) | 0.4363 |
| Historical Sortino (5Y) | 0.5173 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.55% |