DWS Science and Technology A (KTCAX)
26.12
+0.97 (+3.86%)
USD |
Jun 24 2022
KTCAX Max Drawdown (5Y): 33.76% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 33.76% |
| April 30, 2022 | 29.01% |
| March 31, 2022 | 29.01% |
| February 28, 2022 | 29.01% |
| January 31, 2022 | 29.01% |
| December 31, 2021 | 29.01% |
| November 30, 2021 | 29.01% |
| October 31, 2021 | 29.01% |
| September 30, 2021 | 29.01% |
| August 31, 2021 | 29.01% |
| July 31, 2021 | 29.01% |
| June 30, 2021 | 29.01% |
| May 31, 2021 | 29.01% |
| April 30, 2021 | 29.01% |
| March 31, 2021 | 29.01% |
| February 28, 2021 | 29.01% |
| January 31, 2021 | 29.01% |
| December 31, 2020 | 29.01% |
| November 30, 2020 | 29.01% |
| October 31, 2020 | 29.01% |
| September 30, 2020 | 29.01% |
| August 31, 2020 | 29.01% |
| July 31, 2020 | 29.01% |
| June 30, 2020 | 29.01% |
| May 31, 2020 | 29.01% |
| Date | Value |
|---|---|
| April 30, 2020 | 29.01% |
| March 31, 2020 | 29.01% |
| February 29, 2020 | 25.29% |
| January 31, 2020 | 25.29% |
| December 31, 2019 | 25.29% |
| November 30, 2019 | 25.29% |
| October 31, 2019 | 25.29% |
| September 30, 2019 | 25.29% |
| August 31, 2019 | 25.29% |
| July 31, 2019 | 25.29% |
| June 30, 2019 | 25.29% |
| May 31, 2019 | 25.29% |
| April 30, 2019 | 25.29% |
| March 31, 2019 | 25.29% |
| February 28, 2019 | 25.29% |
| January 31, 2019 | 25.29% |
| December 31, 2018 | 25.29% |
| November 30, 2018 | 18.49% |
| October 31, 2018 | 18.49% |
| September 30, 2018 | 18.49% |
| August 31, 2018 | 18.49% |
| July 31, 2018 | 18.49% |
| June 30, 2018 | 18.49% |
| May 31, 2018 | 18.49% |
| April 30, 2018 | 18.49% |
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
18.49%
Minimum
Jun 2017
33.76%
Maximum
May 2022
25.00%
Average
25.29%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MFS Technology A | 34.11% |
| Invesco Technology A | 37.68% |
| Columbia Seligman Global Tech A | 36.78% |
| BlackRock Technology Opportunities Inv A | 41.59% |
| Saratoga Technology & Comm A | 29.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.308 |
| Beta (5Y) | 1.105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.97% |
| Historical Sharpe Ratio (5Y) | 0.7828 |
| Historical Sortino (5Y) | 1.016 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.04% |