PACE Small/Medium Co Value Equity A (PEVAX)
20.22
-0.07 (-0.34%)
USD |
May 19 2022
PEVAX Max Drawdown (5Y): 46.83% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 46.83% |
| March 31, 2022 | 46.83% |
| February 28, 2022 | 46.83% |
| January 31, 2022 | 46.83% |
| December 31, 2021 | 46.83% |
| November 30, 2021 | 46.83% |
| October 31, 2021 | 46.83% |
| September 30, 2021 | 46.83% |
| August 31, 2021 | 46.83% |
| July 31, 2021 | 46.83% |
| June 30, 2021 | 46.83% |
| May 31, 2021 | 46.83% |
| April 30, 2021 | 46.83% |
| March 31, 2021 | 46.83% |
| February 28, 2021 | 46.83% |
| January 31, 2021 | 46.83% |
| December 31, 2020 | 46.83% |
| November 30, 2020 | 46.83% |
| October 31, 2020 | 46.83% |
| September 30, 2020 | 46.83% |
| August 31, 2020 | 46.83% |
| July 31, 2020 | 46.83% |
| June 30, 2020 | 46.83% |
| May 31, 2020 | 46.83% |
| April 30, 2020 | 46.83% |
| Date | Value |
|---|---|
| March 31, 2020 | 46.83% |
| February 29, 2020 | 27.07% |
| January 31, 2020 | 27.07% |
| December 31, 2019 | 27.07% |
| November 30, 2019 | 27.07% |
| October 31, 2019 | 27.07% |
| September 30, 2019 | 27.07% |
| August 31, 2019 | 27.07% |
| July 31, 2019 | 27.07% |
| June 30, 2019 | 27.07% |
| May 31, 2019 | 27.07% |
| April 30, 2019 | 27.07% |
| March 31, 2019 | 27.07% |
| February 28, 2019 | 27.07% |
| January 31, 2019 | 27.07% |
| December 31, 2018 | 27.07% |
| November 30, 2018 | 22.37% |
| October 31, 2018 | 22.37% |
| September 30, 2018 | 22.37% |
| August 31, 2018 | 22.37% |
| July 31, 2018 | 22.37% |
| June 30, 2018 | 22.37% |
| May 31, 2018 | 22.37% |
| April 30, 2018 | 22.37% |
| March 31, 2018 | 22.37% |
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
22.37%
Minimum
May 2017
46.83%
Maximum
Mar 2020
34.14%
Average
27.07%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Columbia Small Cap Value II A | 48.54% |
| Olstein Strategic Opportunities A | 47.25% |
| Lord Abbett Focused Small Cap Value A | 53.50% |
| MFS New Discovery Value A | 44.06% |
| AB Discovery Value A | 48.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.690 |
| Beta (5Y) | 1.192 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.42% |
| Historical Sharpe Ratio (5Y) | 0.3742 |
| Historical Sortino (5Y) | 0.3898 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.52% |