Nationwide Geneva Small Cap Gr C (NWKBX)
57.13
-1.26 (-2.16%)
USD |
Jun 28 2022
NWKBX Max Drawdown (5Y): 35.48% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 35.48% |
| April 30, 2022 | 35.48% |
| March 31, 2022 | 35.48% |
| February 28, 2022 | 35.48% |
| January 31, 2022 | 35.48% |
| December 31, 2021 | 35.48% |
| November 30, 2021 | 35.48% |
| October 31, 2021 | 35.48% |
| September 30, 2021 | 35.48% |
| August 31, 2021 | 35.48% |
| July 31, 2021 | 35.48% |
| June 30, 2021 | 35.48% |
| May 31, 2021 | 35.48% |
| April 30, 2021 | 35.48% |
| March 31, 2021 | 35.48% |
| February 28, 2021 | 35.48% |
| January 31, 2021 | 35.48% |
| December 31, 2020 | 35.48% |
| November 30, 2020 | 35.48% |
| October 31, 2020 | 35.48% |
| September 30, 2020 | 35.48% |
| August 31, 2020 | 35.48% |
| July 31, 2020 | 35.48% |
| June 30, 2020 | 35.48% |
| May 31, 2020 | 35.48% |
| Date | Value |
|---|---|
| April 30, 2020 | 35.48% |
| March 31, 2020 | 35.48% |
| February 29, 2020 | 27.09% |
| January 31, 2020 | 27.09% |
| December 31, 2019 | 27.09% |
| November 30, 2019 | 27.09% |
| October 31, 2019 | 27.09% |
| September 30, 2019 | 27.09% |
| August 31, 2019 | 27.09% |
| July 31, 2019 | 27.09% |
| June 30, 2019 | 27.09% |
| May 31, 2019 | 27.09% |
| April 30, 2019 | 27.09% |
| March 31, 2019 | 27.09% |
| February 28, 2019 | 27.09% |
| January 31, 2019 | 27.09% |
| December 31, 2018 | 27.09% |
| November 30, 2018 | 20.14% |
| October 31, 2018 | 20.14% |
| September 30, 2018 | 20.14% |
| August 31, 2018 | 20.14% |
| July 31, 2018 | 20.14% |
| June 30, 2018 | 20.14% |
| May 31, 2018 | 20.14% |
| April 30, 2018 | 20.14% |
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
20.14%
Minimum
Jun 2017
35.48%
Maximum
Mar 2020
28.78%
Average
27.09%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| BNY Mellon Select Managers Sm Cp Gr C | 37.06% |
| Putnam Small Cap Growth C | 37.45% |
| Columbia Small Cap Growth C | 51.58% |
| Franklin Small Cap Growth C | 41.02% |
| Virtus KAR Small-Cap Value C | 37.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.675 |
| Beta (5Y) | 1.055 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.54% |
| Historical Sharpe Ratio (5Y) | 0.4683 |
| Historical Sortino (5Y) | 0.5445 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.82% |