Victory Integrity Mid-Cap Value Y (MYIMX)
23.72
-0.09 (-0.38%)
USD |
Sep 16 2021
MYIMX Max Drawdown (5Y): 45.40% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 45.40% |
| July 31, 2021 | 45.40% |
| June 30, 2021 | 45.40% |
| 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% |
| Date | Value |
|---|---|
| July 31, 2019 | 23.53% |
| June 30, 2019 | 23.53% |
| May 31, 2019 | 23.53% |
| 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% |
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
Sep 2016
45.40%
Maximum
Mar 2020
28.75%
Average
23.53%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Pioneer Mid Cap Value Y | 42.01% |
| Hartford MidCap Value Y | 44.47% |
| Sterling Capital Mid Value I | 45.63% |
| Neuberger Berman M/C Intrinsic Val Inst | 51.87% |
| Ariel Focus Institutional | 43.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.29 |
| Beta (5Y) | 1.228 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.41% |
| Historical Sharpe Ratio (5Y) | 0.5722 |
| Historical Sortino (5Y) | 0.5239 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.00% |