William Blair Small Cap Value I (ICSCX)
31.12
-0.54 (-1.71%)
USD |
Jan 27 2022
ICSCX Max Drawdown (5Y): 45.45% for Dec. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2021 | 45.45% |
| November 30, 2021 | 45.45% |
| October 31, 2021 | 45.45% |
| September 30, 2021 | 45.45% |
| August 31, 2021 | 45.45% |
| July 31, 2021 | 45.45% |
| June 30, 2021 | 45.45% |
| May 31, 2021 | 45.45% |
| April 30, 2021 | 45.45% |
| March 31, 2021 | 45.45% |
| February 28, 2021 | 45.45% |
| January 31, 2021 | 45.45% |
| December 31, 2020 | 45.45% |
| November 30, 2020 | 45.45% |
| October 31, 2020 | 45.45% |
| September 30, 2020 | 45.45% |
| August 31, 2020 | 45.45% |
| July 31, 2020 | 45.45% |
| June 30, 2020 | 45.45% |
| May 31, 2020 | 45.45% |
| April 30, 2020 | 45.45% |
| March 31, 2020 | 45.45% |
| February 29, 2020 | 27.12% |
| January 31, 2020 | 27.12% |
| December 31, 2019 | 27.12% |
| Date | Value |
|---|---|
| November 30, 2019 | 27.12% |
| October 31, 2019 | 27.12% |
| September 30, 2019 | 27.12% |
| August 31, 2019 | 27.12% |
| July 31, 2019 | 27.12% |
| June 30, 2019 | 27.12% |
| May 31, 2019 | 27.12% |
| April 30, 2019 | 27.12% |
| March 31, 2019 | 27.12% |
| February 28, 2019 | 27.12% |
| January 31, 2019 | 27.12% |
| December 31, 2018 | 27.12% |
| November 30, 2018 | 19.05% |
| October 31, 2018 | 19.05% |
| September 30, 2018 | 19.05% |
| August 31, 2018 | 19.05% |
| July 31, 2018 | 19.05% |
| June 30, 2018 | 19.05% |
| May 31, 2018 | 19.05% |
| April 30, 2018 | 19.05% |
| March 31, 2018 | 19.05% |
| February 28, 2018 | 19.05% |
| January 31, 2018 | 19.05% |
| December 31, 2017 | 19.05% |
| November 30, 2017 | 19.05% |
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
19.05%
Minimum
Jan 2017
45.45%
Maximum
Mar 2020
30.75%
Average
27.12%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Victory Integrity Small-Cap Value Y | 52.14% |
| Invesco Small Cap Value Y | 57.33% |
| Boston Partners Small Cap Value II I | 47.79% |
| JHancock Small Cap Value I | 45.29% |
| Royce Opportunity Instl | 50.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.99 |
| Beta (5Y) | 1.221 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.35% |
| Historical Sharpe Ratio (5Y) | 0.4938 |
| Historical Sortino (5Y) | 0.523 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.81% |