Knights of Columbus Small Cap I (KCSIX)
10.78
-0.16 (-1.46%)
USD |
Jun 28 2022
KCSIX Max Drawdown (5Y): 45.54% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 45.54% |
| April 30, 2022 | 45.54% |
| March 31, 2022 | 45.54% |
| February 28, 2022 | 45.54% |
| January 31, 2022 | 45.54% |
| December 31, 2021 | 45.54% |
| November 30, 2021 | 45.54% |
| October 31, 2021 | 45.54% |
| September 30, 2021 | 45.54% |
| August 31, 2021 | 45.54% |
| July 31, 2021 | 45.54% |
| June 30, 2021 | 45.54% |
| May 31, 2021 | 45.54% |
| April 30, 2021 | 45.54% |
| March 31, 2021 | 45.54% |
| February 28, 2021 | 45.54% |
| January 31, 2021 | 45.54% |
| December 31, 2020 | 45.54% |
| November 30, 2020 | 45.54% |
| October 31, 2020 | 45.54% |
| September 30, 2020 | 45.54% |
| August 31, 2020 | 45.54% |
| July 31, 2020 | 45.54% |
| June 30, 2020 | 45.54% |
| May 31, 2020 | 45.54% |
| Date | Value |
|---|---|
| April 30, 2020 | 45.54% |
| March 31, 2020 | 45.54% |
| February 29, 2020 | 28.03% |
| January 31, 2020 | 28.03% |
| December 31, 2019 | 28.03% |
| November 30, 2019 | 28.03% |
| October 31, 2019 | 28.03% |
| September 30, 2019 | 28.03% |
| August 31, 2019 | 28.03% |
| July 31, 2019 | 28.03% |
| June 30, 2019 | 28.03% |
| May 31, 2019 | 28.03% |
| April 30, 2019 | 28.03% |
| March 31, 2019 | 28.03% |
| February 28, 2019 | 28.03% |
| January 31, 2019 | 28.03% |
| December 31, 2018 | 28.03% |
| November 30, 2018 | 23.87% |
| October 31, 2018 | 23.87% |
| September 30, 2018 | 23.87% |
| August 31, 2018 | 23.87% |
| July 31, 2018 | 23.87% |
| June 30, 2018 | 23.87% |
| May 31, 2018 | 23.87% |
| April 30, 2018 | 23.87% |
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
23.87%
Minimum
Jun 2017
45.54%
Maximum
Mar 2020
34.66%
Average
28.03%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| AB Small Cap Core Z | 44.86% |
| Goldman Sachs Small Cap Eq Insghts Instl | 45.08% |
| Principal SmallCap Inst | 41.96% |
| BNY Mellon Select Managers Sm Cp Val Y | 40.49% |
| JPMorgan US Small Company I | 42.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.877 |
| Beta (5Y) | 1.221 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.45% |
| Historical Sharpe Ratio (5Y) | 0.3659 |
| Historical Sortino (5Y) | 0.3906 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.96% |