William Blair Small Cap Value I (ICSCX)
29.82
+0.01 (+0.03%)
USD |
Jan 27 2023
ICSCX Max Drawdown (5Y): 45.45% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
December 31, 2022 | 45.45% |
November 30, 2022 | 45.45% |
October 31, 2022 | 45.45% |
September 30, 2022 | 45.45% |
August 31, 2022 | 45.45% |
July 31, 2022 | 45.45% |
June 30, 2022 | 45.45% |
May 31, 2022 | 45.45% |
April 30, 2022 | 45.45% |
March 31, 2022 | 45.45% |
February 28, 2022 | 45.45% |
January 31, 2022 | 45.45% |
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% |
Date | Value |
---|---|
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% |
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% |
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 2018
45.45%
Maximum
Mar 2020
36.03%
Average
45.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.535 |
Beta (5Y) | 1.151 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5612 |
Beta (vs YCharts Benchmark) (5Y) | 1.001 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.88% |
Historical Sharpe Ratio (5Y) | 0.2771 |
Historical Sortino (5Y) | 0.3241 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.20% |