Meridian Small Cap Growth C (MSGCX)
11.20
-0.38 (-3.28%)
USD |
May 18 2022
MSGCX Max Drawdown (5Y): 41.76% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 41.76% |
March 31, 2022 | 41.76% |
February 28, 2022 | 41.76% |
January 31, 2022 | 41.76% |
December 31, 2021 | 41.76% |
November 30, 2021 | 41.76% |
October 31, 2021 | 41.76% |
September 30, 2021 | 41.76% |
August 31, 2021 | 41.76% |
July 31, 2021 | 41.76% |
June 30, 2021 | 41.76% |
May 31, 2021 | 41.76% |
April 30, 2021 | 41.76% |
March 31, 2021 | 41.76% |
February 28, 2021 | 41.76% |
January 31, 2021 | 41.76% |
December 31, 2020 | 41.76% |
November 30, 2020 | 41.76% |
October 31, 2020 | 41.76% |
September 30, 2020 | 41.76% |
August 31, 2020 | 41.76% |
July 31, 2020 | 41.76% |
June 30, 2020 | 41.76% |
May 31, 2020 | 41.76% |
April 30, 2020 | 41.76% |
Date | Value |
---|---|
March 31, 2020 | 41.76% |
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 | 27.51% |
October 31, 2018 | 27.51% |
September 30, 2018 | 27.51% |
August 31, 2018 | 27.51% |
July 31, 2018 | 27.51% |
June 30, 2018 | 27.51% |
May 31, 2018 | 27.51% |
April 30, 2018 | 27.51% |
March 31, 2018 | 27.51% |
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
27.51%
Minimum
May 2017
41.76%
Maximum
Mar 2020
33.69%
Average
27.51%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Meridian Growth C | 40.75% |
JHancock New Opportunities C | 42.28% |
Fuller & Thaler Behavioral Sm-Cp Gr C | -- |
Victory RS Small Cap Growth C | 44.06% |
Nuveen Small Cap Growth Opp C | 36.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.585 |
Beta (5Y) | 1.113 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.26% |
Historical Sharpe Ratio (5Y) | 0.4307 |
Historical Sortino (5Y) | 0.4981 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.62% |