Victory Integrity Discovery C (MMECX)
25.08
+0.45 (+1.83%)
USD |
May 13 2022
MMECX Max Drawdown (5Y): 55.00% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 55.00% |
| March 31, 2022 | 55.00% |
| February 28, 2022 | 55.00% |
| January 31, 2022 | 55.00% |
| December 31, 2021 | 55.00% |
| November 30, 2021 | 55.00% |
| October 31, 2021 | 55.00% |
| September 30, 2021 | 55.00% |
| August 31, 2021 | 55.00% |
| July 31, 2021 | 55.00% |
| June 30, 2021 | 55.00% |
| May 31, 2021 | 55.00% |
| April 30, 2021 | 55.00% |
| March 31, 2021 | 55.00% |
| February 28, 2021 | 55.00% |
| January 31, 2021 | 55.00% |
| December 31, 2020 | 55.00% |
| November 30, 2020 | 55.00% |
| October 31, 2020 | 55.00% |
| September 30, 2020 | 55.00% |
| August 31, 2020 | 55.00% |
| July 31, 2020 | 55.00% |
| June 30, 2020 | 55.00% |
| May 31, 2020 | 55.00% |
| April 30, 2020 | 55.00% |
| Date | Value |
|---|---|
| March 31, 2020 | 55.00% |
| February 29, 2020 | 27.51% |
| January 31, 2020 | 27.51% |
| December 31, 2019 | 27.51% |
| November 30, 2019 | 27.51% |
| October 31, 2019 | 27.51% |
| September 30, 2019 | 27.51% |
| August 31, 2019 | 27.51% |
| July 31, 2019 | 27.51% |
| June 30, 2019 | 27.51% |
| May 31, 2019 | 27.51% |
| April 30, 2019 | 27.51% |
| March 31, 2019 | 27.51% |
| February 28, 2019 | 27.51% |
| January 31, 2019 | 27.51% |
| December 31, 2018 | 27.51% |
| November 30, 2018 | 23.51% |
| October 31, 2018 | 23.51% |
| September 30, 2018 | 23.51% |
| August 31, 2018 | 23.51% |
| July 31, 2018 | 23.51% |
| June 30, 2018 | 23.51% |
| May 31, 2018 | 23.51% |
| April 30, 2018 | 23.51% |
| March 31, 2018 | 23.51% |
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
23.51%
Minimum
May 2017
55.00%
Maximum
Mar 2020
38.16%
Average
27.51%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Allspring Small Company Value C | 47.29% |
| Victory Integrity Small-Cap Value C | 52.95% |
| Lord Abbett Small Cap Value C | 50.87% |
| Transamerica Small Cap Value C | 52.14% |
| Pacific Funds Small-Cap Value C | 48.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.17 |
| Beta (5Y) | 1.215 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.91% |
| Historical Sharpe Ratio (5Y) | 0.2764 |
| Historical Sortino (5Y) | 0.2984 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |