Transamerica Small/Mid Cap Value A (IIVAX)
25.17
+0.02 (+0.08%)
USD |
Mar 30 2023
IIVAX Max Drawdown (5Y): 44.13% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 44.13% |
| January 31, 2023 | 44.13% |
| December 31, 2022 | 44.13% |
| November 30, 2022 | 44.13% |
| October 31, 2022 | 44.13% |
| September 30, 2022 | 44.13% |
| August 31, 2022 | 44.13% |
| July 31, 2022 | 44.13% |
| June 30, 2022 | 44.13% |
| May 31, 2022 | 44.13% |
| April 30, 2022 | 44.13% |
| March 31, 2022 | 44.13% |
| February 28, 2022 | 44.13% |
| January 31, 2022 | 44.13% |
| December 31, 2021 | 44.13% |
| November 30, 2021 | 44.13% |
| October 31, 2021 | 44.13% |
| September 30, 2021 | 44.13% |
| August 31, 2021 | 44.13% |
| July 31, 2021 | 44.13% |
| June 30, 2021 | 44.13% |
| May 31, 2021 | 44.13% |
| April 30, 2021 | 44.13% |
| March 31, 2021 | 44.13% |
| February 28, 2021 | 44.13% |
| Date | Value |
|---|---|
| January 31, 2021 | 44.13% |
| December 31, 2020 | 44.13% |
| November 30, 2020 | 44.13% |
| October 31, 2020 | 44.13% |
| September 30, 2020 | 44.13% |
| August 31, 2020 | 44.13% |
| July 31, 2020 | 44.13% |
| June 30, 2020 | 44.13% |
| May 31, 2020 | 44.13% |
| April 30, 2020 | 44.13% |
| March 31, 2020 | 44.13% |
| February 29, 2020 | 22.53% |
| January 31, 2020 | 22.53% |
| December 31, 2019 | 22.53% |
| November 30, 2019 | 22.53% |
| October 31, 2019 | 22.53% |
| September 30, 2019 | 22.53% |
| August 31, 2019 | 22.53% |
| July 31, 2019 | 22.53% |
| June 30, 2019 | 22.53% |
| May 31, 2019 | 22.53% |
| April 30, 2019 | 22.53% |
| March 31, 2019 | 22.53% |
| February 28, 2019 | 22.53% |
| January 31, 2019 | 22.53% |
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
22.53%
Minimum
Apr 2018
44.13%
Maximum
Mar 2020
35.71%
Average
44.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Virtus NFJ Mid-Cap Value A | 42.46% |
| Transamerica Mid Cap Value Opps A | 44.22% |
| MassMutual Mid Cap Value A | 39.67% |
| BlackRock Mid-Cap Value Investor A | 42.08% |
| American Century Mid Cap Value A | 39.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.249 |
| Beta (5Y) | 1.063 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.739 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9965 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.25% |
| Historical Sharpe Ratio (5Y) | 0.3636 |
| Historical Sortino (5Y) | 0.3771 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.78% |