Victory Integrity Mid-Cap Value Y (MYIMX)
23.75
-0.61 (-2.50%)
USD |
Jun 17
MYIMX Max Drawdown (5Y): 45.40% for May 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2021 | 45.40% |
| April 30, 2021 | 45.40% |
| March 31, 2021 | 45.40% |
| February 28, 2021 | 45.40% |
| January 31, 2021 | 45.40% |
| December 31, 2020 | 45.40% |
| November 30, 2020 | 45.40% |
| October 31, 2020 | 45.40% |
| September 30, 2020 | 45.40% |
| August 31, 2020 | 45.40% |
| July 31, 2020 | 45.40% |
| June 30, 2020 | 45.40% |
| May 31, 2020 | 45.40% |
| April 30, 2020 | 45.40% |
| March 31, 2020 | 45.40% |
| February 29, 2020 | 23.53% |
| January 31, 2020 | 23.53% |
| December 31, 2019 | 23.53% |
| November 30, 2019 | 23.53% |
| October 31, 2019 | 23.53% |
| September 30, 2019 | 23.53% |
| August 31, 2019 | 23.53% |
| July 31, 2019 | 23.53% |
| June 30, 2019 | 23.53% |
| May 31, 2019 | 23.53% |
| Date | Value |
|---|---|
| April 30, 2019 | 23.53% |
| March 31, 2019 | 23.53% |
| February 28, 2019 | 23.53% |
| January 31, 2019 | 23.53% |
| December 31, 2018 | 23.53% |
| November 30, 2018 | 20.54% |
| October 31, 2018 | 20.54% |
| September 30, 2018 | 20.54% |
| August 31, 2018 | 20.54% |
| July 31, 2018 | 20.54% |
| June 30, 2018 | 20.54% |
| May 31, 2018 | 20.54% |
| April 30, 2018 | 20.54% |
| March 31, 2018 | 20.54% |
| February 28, 2018 | 20.54% |
| January 31, 2018 | 20.54% |
| December 31, 2017 | 20.54% |
| November 30, 2017 | 20.54% |
| October 31, 2017 | 20.54% |
| September 30, 2017 | 20.54% |
| August 31, 2017 | 20.54% |
| July 31, 2017 | 20.54% |
| June 30, 2017 | 20.54% |
| May 31, 2017 | 20.54% |
| April 30, 2017 | 20.54% |
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
20.54%
Minimum
Aug 2016
45.40%
Maximum
Mar 2020
27.69%
Average
23.53%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford MidCap Value Y | 44.47% |
| Sterling Capital Mid Value I | 45.63% |
| Ariel Focus Institutional | 43.18% |
| Delaware Mid Cap Value I | 46.28% |
| Janus Henderson VIT Mid Cap Value Instl | 39.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.930 |
| Beta (5Y) | 1.235 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.31% |
| Historical Sharpe Ratio (5Y) | 0.6389 |
| Historical Sortino (5Y) | 0.5694 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.00% |