abrdn US Sust Ldrs Smlr Coms C (MLSCX)
0.98
+0.02 (+2.08%)
USD |
Aug 18 2022
MLSCX Max Drawdown (5Y): 35.57% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.57% |
| June 30, 2022 | 35.57% |
| May 31, 2022 | 33.16% |
| April 30, 2022 | 32.63% |
| March 31, 2022 | 32.63% |
| February 28, 2022 | 32.63% |
| January 31, 2022 | 32.63% |
| December 31, 2021 | 32.63% |
| November 30, 2021 | 32.63% |
| October 31, 2021 | 32.63% |
| September 30, 2021 | 32.63% |
| August 31, 2021 | 32.63% |
| July 31, 2021 | 32.63% |
| June 30, 2021 | 32.63% |
| May 31, 2021 | 32.63% |
| April 30, 2021 | 32.63% |
| March 31, 2021 | 32.63% |
| February 28, 2021 | 32.63% |
| January 31, 2021 | 32.63% |
| December 31, 2020 | 32.63% |
| November 30, 2020 | 32.63% |
| October 31, 2020 | 32.63% |
| September 30, 2020 | 32.63% |
| August 31, 2020 | 32.63% |
| July 31, 2020 | 32.63% |
| Date | Value |
|---|---|
| June 30, 2020 | 32.63% |
| May 31, 2020 | 32.63% |
| April 30, 2020 | 32.63% |
| March 31, 2020 | 32.63% |
| February 29, 2020 | 18.82% |
| January 31, 2020 | 18.82% |
| December 31, 2019 | 18.82% |
| November 30, 2019 | 18.82% |
| October 31, 2019 | 18.82% |
| September 30, 2019 | 18.82% |
| August 31, 2019 | 18.82% |
| July 31, 2019 | 18.82% |
| June 30, 2019 | 18.82% |
| May 31, 2019 | 18.82% |
| April 30, 2019 | 18.82% |
| March 31, 2019 | 18.82% |
| February 28, 2019 | 18.82% |
| January 31, 2019 | 18.82% |
| December 31, 2018 | 18.82% |
| November 30, 2018 | 10.13% |
| October 31, 2018 | 10.13% |
| September 30, 2018 | 10.13% |
| August 31, 2018 | 10.13% |
| July 31, 2018 | 10.13% |
| June 30, 2018 | 10.13% |
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
9.38%
Minimum
Aug 2017
35.57%
Maximum
Jun 2022
23.21%
Average
18.82%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Voya SmallCap Opportunities C | 43.20% |
| Allspring Small Company Growth C | 42.79% |
| Nuveen Small Cap Growth Opp C | 40.58% |
| Hartford Small Cap Growth C | 40.71% |
| Neuberger Berman Small Cap Growth C | 38.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.284 |
| Beta (5Y) | 1.014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.92% |
| Historical Sharpe Ratio (5Y) | 0.6365 |
| Historical Sortino (5Y) | 0.7122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.37% |