T. Rowe Price Small-Cap Value Adv (PASVX)
47.45
+0.86 (+1.85%)
USD |
Mar 21 2023
PASVX Max Drawdown (5Y): 41.00% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 41.00% |
January 31, 2023 | 41.00% |
December 31, 2022 | 41.00% |
November 30, 2022 | 41.00% |
October 31, 2022 | 41.00% |
September 30, 2022 | 41.00% |
August 31, 2022 | 41.00% |
July 31, 2022 | 41.00% |
June 30, 2022 | 41.00% |
May 31, 2022 | 41.00% |
April 30, 2022 | 41.00% |
March 31, 2022 | 41.00% |
February 28, 2022 | 41.00% |
January 31, 2022 | 41.00% |
December 31, 2021 | 41.00% |
November 30, 2021 | 41.00% |
October 31, 2021 | 41.00% |
September 30, 2021 | 41.00% |
August 31, 2021 | 41.00% |
July 31, 2021 | 41.00% |
June 30, 2021 | 41.00% |
May 31, 2021 | 41.00% |
April 30, 2021 | 41.00% |
March 31, 2021 | 41.00% |
February 28, 2021 | 41.00% |
Date | Value |
---|---|
January 31, 2021 | 41.00% |
December 31, 2020 | 41.00% |
November 30, 2020 | 41.00% |
October 31, 2020 | 41.00% |
September 30, 2020 | 41.00% |
August 31, 2020 | 41.00% |
July 31, 2020 | 41.00% |
June 30, 2020 | 41.00% |
May 31, 2020 | 41.00% |
April 30, 2020 | 41.00% |
March 31, 2020 | 41.00% |
February 29, 2020 | 24.24% |
January 31, 2020 | 24.24% |
December 31, 2019 | 24.24% |
November 30, 2019 | 24.24% |
October 31, 2019 | 24.24% |
September 30, 2019 | 24.24% |
August 31, 2019 | 24.24% |
July 31, 2019 | 24.24% |
June 30, 2019 | 24.24% |
May 31, 2019 | 24.24% |
April 30, 2019 | 24.24% |
March 31, 2019 | 24.24% |
February 28, 2019 | 24.24% |
January 31, 2019 | 24.24% |
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
18.03%
Minimum
Mar 2018
41.00%
Maximum
Mar 2020
33.37%
Average
41.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.109 |
Beta (5Y) | 1.053 |
Alpha (vs YCharts Benchmark) (5Y) | 0.9052 |
Beta (vs YCharts Benchmark) (5Y) | 0.8925 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.55% |
Historical Sharpe Ratio (5Y) | 0.3594 |
Historical Sortino (5Y) | 0.3966 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.29% |