Allspring Small Company Growth Admin (NVSCX)
34.48
+0.92 (+2.74%)
USD |
May 27 2022
NVSCX Max Drawdown (5Y): 42.75% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.75% |
| March 31, 2022 | 42.75% |
| February 28, 2022 | 42.75% |
| January 31, 2022 | 42.75% |
| December 31, 2021 | 42.75% |
| November 30, 2021 | 42.75% |
| October 31, 2021 | 42.75% |
| September 30, 2021 | 42.75% |
| August 31, 2021 | 42.75% |
| July 31, 2021 | 42.75% |
| June 30, 2021 | 42.75% |
| May 31, 2021 | 42.75% |
| April 30, 2021 | 42.75% |
| March 31, 2021 | 42.75% |
| February 28, 2021 | 42.75% |
| January 31, 2021 | 42.75% |
| December 31, 2020 | 42.75% |
| November 30, 2020 | 42.75% |
| October 31, 2020 | 42.75% |
| September 30, 2020 | 42.75% |
| August 31, 2020 | 42.75% |
| July 31, 2020 | 42.75% |
| June 30, 2020 | 42.75% |
| May 31, 2020 | 42.75% |
| April 30, 2020 | 42.75% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.75% |
| February 29, 2020 | 33.93% |
| January 31, 2020 | 33.93% |
| December 31, 2019 | 33.93% |
| November 30, 2019 | 33.93% |
| October 31, 2019 | 33.93% |
| September 30, 2019 | 33.93% |
| August 31, 2019 | 33.93% |
| July 31, 2019 | 33.93% |
| June 30, 2019 | 33.93% |
| May 31, 2019 | 33.93% |
| April 30, 2019 | 33.93% |
| March 31, 2019 | 33.93% |
| February 28, 2019 | 33.93% |
| January 31, 2019 | 33.93% |
| December 31, 2018 | 33.93% |
| November 30, 2018 | 33.93% |
| October 31, 2018 | 33.93% |
| September 30, 2018 | 33.93% |
| August 31, 2018 | 33.93% |
| July 31, 2018 | 33.93% |
| June 30, 2018 | 33.93% |
| May 31, 2018 | 33.93% |
| April 30, 2018 | 33.93% |
| March 31, 2018 | 33.93% |
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
33.93%
Minimum
May 2017
42.75%
Maximum
Mar 2020
37.75%
Average
33.93%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Hartford Small Cap Growth F | 40.64% |
| PF Small-Cap Growth P | 37.17% |
| Delaware Ivy Small Cap Growth E | 38.72% |
| JHancock New Opportunities 1 | 41.33% |
| Meridian Small Cap Growth Legacy | 40.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.585 |
| Beta (5Y) | 1.225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.29% |
| Historical Sharpe Ratio (5Y) | 0.4801 |
| Historical Sortino (5Y) | 0.5131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.58% |