Invesco American Value C (MSVCX)
27.60
+0.48 (+1.77%)
USD |
May 25 2022
MSVCX Max Drawdown (5Y): 46.05% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 46.05% |
| March 31, 2022 | 46.05% |
| February 28, 2022 | 46.05% |
| January 31, 2022 | 46.05% |
| December 31, 2021 | 46.05% |
| November 30, 2021 | 46.05% |
| October 31, 2021 | 46.05% |
| September 30, 2021 | 46.05% |
| August 31, 2021 | 46.05% |
| July 31, 2021 | 46.05% |
| June 30, 2021 | 46.05% |
| May 31, 2021 | 46.05% |
| April 30, 2021 | 46.05% |
| March 31, 2021 | 46.05% |
| February 28, 2021 | 46.05% |
| January 31, 2021 | 46.05% |
| December 31, 2020 | 46.05% |
| November 30, 2020 | 46.05% |
| October 31, 2020 | 46.05% |
| September 30, 2020 | 46.05% |
| August 31, 2020 | 46.05% |
| July 31, 2020 | 46.05% |
| June 30, 2020 | 46.05% |
| May 31, 2020 | 46.05% |
| April 30, 2020 | 46.05% |
| Date | Value |
|---|---|
| March 31, 2020 | 46.05% |
| February 29, 2020 | 29.33% |
| January 31, 2020 | 29.33% |
| December 31, 2019 | 29.33% |
| November 30, 2019 | 29.33% |
| October 31, 2019 | 29.33% |
| September 30, 2019 | 29.33% |
| August 31, 2019 | 29.33% |
| July 31, 2019 | 29.33% |
| June 30, 2019 | 29.33% |
| May 31, 2019 | 29.33% |
| April 30, 2019 | 29.33% |
| March 31, 2019 | 29.33% |
| February 28, 2019 | 29.33% |
| January 31, 2019 | 29.33% |
| December 31, 2018 | 29.33% |
| November 30, 2018 | 29.33% |
| October 31, 2018 | 29.33% |
| September 30, 2018 | 29.33% |
| August 31, 2018 | 29.33% |
| July 31, 2018 | 29.33% |
| June 30, 2018 | 29.33% |
| May 31, 2018 | 29.33% |
| April 30, 2018 | 29.33% |
| March 31, 2018 | 29.33% |
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
29.33%
Minimum
May 2017
46.05%
Maximum
Mar 2020
36.58%
Average
29.33%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Invesco Value Opportunities C | 52.39% |
| Franklin Mutual U.S. Value C | 43.75% |
| Transamerica Small/Mid Cap Value C | 44.18% |
| Virtus NFJ Mid-Cap Value C | 42.52% |
| Victory Sycamore Established Value C | 41.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.265 |
| Beta (5Y) | 1.143 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.89% |
| Historical Sharpe Ratio (5Y) | 0.3339 |
| Historical Sortino (5Y) | 0.3384 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.63% |