Keeley Small Cap Dividend Value I (KSDIX)
16.36
+0.21 (+1.30%)
USD |
Jul 01 2022
KSDIX Max Drawdown (5Y): 48.88% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 48.88% |
| May 31, 2022 | 48.88% |
| April 30, 2022 | 48.88% |
| March 31, 2022 | 48.88% |
| February 28, 2022 | 48.88% |
| January 31, 2022 | 48.88% |
| December 31, 2021 | 48.88% |
| November 30, 2021 | 48.88% |
| October 31, 2021 | 48.88% |
| September 30, 2021 | 48.88% |
| August 31, 2021 | 48.88% |
| July 31, 2021 | 48.88% |
| June 30, 2021 | 48.88% |
| May 31, 2021 | 48.88% |
| April 30, 2021 | 48.88% |
| March 31, 2021 | 48.88% |
| February 28, 2021 | 48.88% |
| January 31, 2021 | 48.88% |
| December 31, 2020 | 48.88% |
| November 30, 2020 | 48.88% |
| October 31, 2020 | 48.88% |
| September 30, 2020 | 48.88% |
| August 31, 2020 | 48.88% |
| July 31, 2020 | 48.88% |
| June 30, 2020 | 48.88% |
| Date | Value |
|---|---|
| May 31, 2020 | 48.88% |
| April 30, 2020 | 48.88% |
| March 31, 2020 | 48.88% |
| February 29, 2020 | 26.45% |
| January 31, 2020 | 26.45% |
| December 31, 2019 | 26.45% |
| November 30, 2019 | 26.45% |
| October 31, 2019 | 26.45% |
| September 30, 2019 | 26.45% |
| August 31, 2019 | 26.45% |
| July 31, 2019 | 26.45% |
| June 30, 2019 | 26.45% |
| May 31, 2019 | 26.45% |
| April 30, 2019 | 26.45% |
| March 31, 2019 | 26.45% |
| February 28, 2019 | 26.45% |
| January 31, 2019 | 26.45% |
| December 31, 2018 | 26.45% |
| November 30, 2018 | 20.53% |
| October 31, 2018 | 20.53% |
| September 30, 2018 | 20.53% |
| August 31, 2018 | 20.53% |
| July 31, 2018 | 20.53% |
| June 30, 2018 | 20.53% |
| May 31, 2018 | 20.53% |
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
20.53%
Minimum
Jul 2017
48.88%
Maximum
Mar 2020
35.24%
Average
26.45%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Victory RS Partners Y | 42.90% |
| MassMutual Small Company Val I | 47.88% |
| Nuveen Small Cap Value I | 53.78% |
| Lord Abbett Small Cap Value I | 50.12% |
| LSV Small Cap Value Institutional | 54.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.252 |
| Beta (5Y) | 1.130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.17% |
| Historical Sharpe Ratio (5Y) | 0.2466 |
| Historical Sortino (5Y) | 0.2595 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.44% |