Neuberger Berman Small Cap Growth Inv (NBMIX)
35.65
+0.09 (+0.25%)
USD |
May 20 2022
NBMIX Max Drawdown (5Y): 35.77% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 35.77% |
March 31, 2022 | 35.77% |
February 28, 2022 | 35.77% |
January 31, 2022 | 35.77% |
December 31, 2021 | 35.77% |
November 30, 2021 | 35.77% |
October 31, 2021 | 35.77% |
September 30, 2021 | 35.77% |
August 31, 2021 | 35.77% |
July 31, 2021 | 35.77% |
June 30, 2021 | 35.77% |
May 31, 2021 | 35.77% |
April 30, 2021 | 35.77% |
March 31, 2021 | 35.77% |
February 28, 2021 | 35.77% |
January 31, 2021 | 35.77% |
December 31, 2020 | 35.77% |
November 30, 2020 | 35.77% |
October 31, 2020 | 35.77% |
September 30, 2020 | 35.77% |
August 31, 2020 | 35.77% |
July 31, 2020 | 35.77% |
June 30, 2020 | 35.77% |
May 31, 2020 | 35.77% |
April 30, 2020 | 35.77% |
Date | Value |
---|---|
March 31, 2020 | 35.77% |
February 29, 2020 | 33.07% |
January 31, 2020 | 33.07% |
December 31, 2019 | 33.07% |
November 30, 2019 | 33.07% |
October 31, 2019 | 33.07% |
September 30, 2019 | 33.07% |
August 31, 2019 | 33.07% |
July 31, 2019 | 33.07% |
June 30, 2019 | 33.07% |
May 31, 2019 | 33.07% |
April 30, 2019 | 33.07% |
March 31, 2019 | 33.07% |
February 28, 2019 | 33.07% |
January 31, 2019 | 33.07% |
December 31, 2018 | 33.07% |
November 30, 2018 | 33.07% |
October 31, 2018 | 33.07% |
September 30, 2018 | 33.07% |
August 31, 2018 | 33.07% |
July 31, 2018 | 33.07% |
June 30, 2018 | 33.07% |
May 31, 2018 | 33.07% |
April 30, 2018 | 33.07% |
March 31, 2018 | 33.07% |
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
33.07%
Minimum
May 2017
35.77%
Maximum
Mar 2020
34.24%
Average
33.07%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3828 |
Beta (5Y) | 1.053 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.41% |
Historical Sharpe Ratio (5Y) | 0.6373 |
Historical Sortino (5Y) | 0.8165 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.66% |