Keeley Small Cap Dividend Value A (KSDVX)
18.43
+0.12 (+0.66%)
USD |
Aug 16 2022
KSDVX Max Drawdown (5Y): 49.11% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 49.11% |
| June 30, 2022 | 49.11% |
| May 31, 2022 | 49.11% |
| April 30, 2022 | 49.11% |
| March 31, 2022 | 49.11% |
| February 28, 2022 | 49.11% |
| January 31, 2022 | 49.11% |
| December 31, 2021 | 49.11% |
| November 30, 2021 | 49.11% |
| October 31, 2021 | 49.11% |
| September 30, 2021 | 49.11% |
| August 31, 2021 | 49.11% |
| July 31, 2021 | 49.11% |
| June 30, 2021 | 49.11% |
| May 31, 2021 | 49.11% |
| April 30, 2021 | 49.11% |
| March 31, 2021 | 49.11% |
| February 28, 2021 | 49.11% |
| January 31, 2021 | 49.11% |
| December 31, 2020 | 49.11% |
| November 30, 2020 | 49.11% |
| October 31, 2020 | 49.11% |
| September 30, 2020 | 49.11% |
| August 31, 2020 | 49.11% |
| July 31, 2020 | 49.11% |
| Date | Value |
|---|---|
| June 30, 2020 | 49.11% |
| May 31, 2020 | 49.11% |
| April 30, 2020 | 49.11% |
| March 31, 2020 | 49.11% |
| February 29, 2020 | 26.55% |
| January 31, 2020 | 26.55% |
| December 31, 2019 | 26.55% |
| November 30, 2019 | 26.55% |
| October 31, 2019 | 26.55% |
| September 30, 2019 | 26.55% |
| August 31, 2019 | 26.55% |
| July 31, 2019 | 26.55% |
| June 30, 2019 | 26.55% |
| May 31, 2019 | 26.55% |
| April 30, 2019 | 26.55% |
| March 31, 2019 | 26.55% |
| February 28, 2019 | 26.55% |
| January 31, 2019 | 26.55% |
| December 31, 2018 | 26.55% |
| November 30, 2018 | 20.72% |
| October 31, 2018 | 20.72% |
| September 30, 2018 | 20.72% |
| August 31, 2018 | 20.72% |
| July 31, 2018 | 20.72% |
| June 30, 2018 | 20.72% |
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
20.72%
Minimum
Aug 2017
49.11%
Maximum
Mar 2020
35.90%
Average
26.55%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| ClearBridge Small Cap Value A | 51.50% |
| Fidelity Advisor® Small Cap Value A | 44.52% |
| Victory RS Partners A | 42.91% |
| Nuveen Small Cap Value A | 54.01% |
| PGIM Quant Solutions Small-Cap Val A | 58.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.528 |
| Beta (5Y) | 1.121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.24% |
| Historical Sharpe Ratio (5Y) | 0.3021 |
| Historical Sortino (5Y) | 0.3205 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.83% |