Victory Integrity Mid-Cap Value Fund C (MCIMX)

23.12 -3.66 (-13.67%) USD  |  Dec 13 2024
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MCIMX Max Drawdown (5Y): 45.48% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Pioneer Mid Cap Value Fund C 43.31%
PGIM Quant Solutions Mid-Cap Value Fund C 57.50%
Hartford MidCap Value Fund C 44.50%
Nuveen Mid Cap Value 1 Fund C 44.64%
Victory RS Value Fund C 43.59%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.773
Beta (5Y) 1.087
Alpha (vs YCharts Benchmark) (5Y) 2.380
Beta (vs YCharts Benchmark) (5Y) 0.8502
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.60%
Historical Sharpe Ratio (5Y) 0.3704
Historical Sortino (5Y) 0.3822
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.65%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MCIMX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MCIMX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.