Meridian Small Cap Growth Investor (MISGX)
13.20
-0.05 (-0.38%)
USD |
Aug 11 2022
MISGX Max Drawdown (5Y): 40.95% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 40.95% |
June 30, 2022 | 40.95% |
May 31, 2022 | 40.95% |
April 30, 2022 | 40.95% |
March 31, 2022 | 40.95% |
February 28, 2022 | 40.95% |
January 31, 2022 | 40.95% |
December 31, 2021 | 40.95% |
November 30, 2021 | 40.95% |
October 31, 2021 | 40.95% |
September 30, 2021 | 40.95% |
August 31, 2021 | 40.95% |
July 31, 2021 | 40.95% |
June 30, 2021 | 40.95% |
May 31, 2021 | 40.95% |
April 30, 2021 | 40.95% |
March 31, 2021 | 40.95% |
February 28, 2021 | 40.95% |
January 31, 2021 | 40.95% |
December 31, 2020 | 40.95% |
November 30, 2020 | 40.95% |
October 31, 2020 | 40.95% |
September 30, 2020 | 40.95% |
August 31, 2020 | 40.95% |
July 31, 2020 | 40.95% |
Date | Value |
---|---|
June 30, 2020 | 40.95% |
May 31, 2020 | 40.95% |
April 30, 2020 | 40.95% |
March 31, 2020 | 40.95% |
February 29, 2020 | 27.10% |
January 31, 2020 | 27.10% |
December 31, 2019 | 27.10% |
November 30, 2019 | 27.10% |
October 31, 2019 | 27.10% |
September 30, 2019 | 27.10% |
August 31, 2019 | 27.10% |
July 31, 2019 | 27.10% |
June 30, 2019 | 27.10% |
May 31, 2019 | 27.10% |
April 30, 2019 | 27.10% |
March 31, 2019 | 27.10% |
February 28, 2019 | 27.10% |
January 31, 2019 | 27.10% |
December 31, 2018 | 27.10% |
November 30, 2018 | 27.10% |
October 31, 2018 | 27.10% |
September 30, 2018 | 27.10% |
August 31, 2018 | 27.10% |
July 31, 2018 | 27.10% |
June 30, 2018 | 27.10% |
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
27.10%
Minimum
Aug 2017
40.95%
Maximum
Mar 2020
33.79%
Average
27.10%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Meridian Growth Institutional | 40.65% |
SEI Small Cap Growth F (SIMT) | 45.98% |
Alger Small Cap Growth Z | 49.95% |
Alger Small Cap Focus I | 56.90% |
Carillon Eagle Small Cap Growth I | 38.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.064 |
Beta (5Y) | 1.095 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.08% |
Historical Sharpe Ratio (5Y) | 0.3543 |
Historical Sortino (5Y) | 0.4253 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.79% |