BlackRock Advantage Large Cap Val Instl (MALVX)
30.01
+0.54 (+1.83%)
USD |
May 27 2022
MALVX Max Drawdown (5Y): 37.12% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 37.12% |
| March 31, 2022 | 37.12% |
| February 28, 2022 | 37.12% |
| January 31, 2022 | 37.12% |
| December 31, 2021 | 37.12% |
| November 30, 2021 | 37.12% |
| October 31, 2021 | 37.12% |
| September 30, 2021 | 37.12% |
| August 31, 2021 | 37.12% |
| July 31, 2021 | 37.12% |
| June 30, 2021 | 37.12% |
| May 31, 2021 | 37.12% |
| April 30, 2021 | 37.12% |
| March 31, 2021 | 37.12% |
| February 28, 2021 | 37.12% |
| January 31, 2021 | 37.12% |
| December 31, 2020 | 37.12% |
| November 30, 2020 | 37.12% |
| October 31, 2020 | 37.12% |
| September 30, 2020 | 37.12% |
| August 31, 2020 | 37.12% |
| July 31, 2020 | 37.12% |
| June 30, 2020 | 37.12% |
| May 31, 2020 | 37.12% |
| April 30, 2020 | 37.12% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.12% |
| February 29, 2020 | 18.69% |
| January 31, 2020 | 18.69% |
| December 31, 2019 | 18.69% |
| November 30, 2019 | 18.69% |
| October 31, 2019 | 18.69% |
| September 30, 2019 | 18.69% |
| August 31, 2019 | 18.69% |
| July 31, 2019 | 18.69% |
| June 30, 2019 | 18.69% |
| May 31, 2019 | 18.69% |
| April 30, 2019 | 18.69% |
| March 31, 2019 | 18.69% |
| February 28, 2019 | 18.69% |
| January 31, 2019 | 18.69% |
| December 31, 2018 | 18.69% |
| November 30, 2018 | 17.84% |
| October 31, 2018 | 17.84% |
| September 30, 2018 | 17.84% |
| August 31, 2018 | 17.84% |
| July 31, 2018 | 17.84% |
| June 30, 2018 | 17.84% |
| May 31, 2018 | 17.84% |
| April 30, 2018 | 17.84% |
| March 31, 2018 | 17.84% |
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
17.84%
Minimum
Jun 2017
37.12%
Maximum
Mar 2020
26.47%
Average
18.69%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Vanguard Mega Cap Value Index Instl | 35.57% |
| Praxis Value Index I | 36.01% |
| American Century Value I | 39.90% |
| Auxier Focus Institutional | 33.64% |
| MainStay WMC Value I | 39.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.731 |
| Beta (5Y) | 0.9616 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.52% |
| Historical Sharpe Ratio (5Y) | 0.567 |
| Historical Sortino (5Y) | 0.539 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.98% |