Virtus KAR Mid-Cap Growth I (PICMX)
45.25
+0.72 (+1.62%)
USD |
Jul 01 2022
PICMX Max Drawdown (5Y): 46.80% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 46.80% |
| May 31, 2022 | 44.34% |
| April 30, 2022 | 34.69% |
| March 31, 2022 | 33.64% |
| February 28, 2022 | 30.68% |
| January 31, 2022 | 30.68% |
| December 31, 2021 | 30.37% |
| November 30, 2021 | 30.37% |
| October 31, 2021 | 30.37% |
| September 30, 2021 | 30.37% |
| August 31, 2021 | 30.37% |
| July 31, 2021 | 30.37% |
| June 30, 2021 | 30.37% |
| May 31, 2021 | 30.37% |
| April 30, 2021 | 30.37% |
| March 31, 2021 | 30.37% |
| February 28, 2021 | 30.37% |
| January 31, 2021 | 30.37% |
| December 31, 2020 | 30.37% |
| November 30, 2020 | 30.37% |
| October 31, 2020 | 30.37% |
| September 30, 2020 | 30.37% |
| August 31, 2020 | 30.37% |
| July 31, 2020 | 30.37% |
| June 30, 2020 | 30.37% |
| Date | Value |
|---|---|
| May 31, 2020 | 30.37% |
| April 30, 2020 | 30.37% |
| March 31, 2020 | 30.37% |
| February 29, 2020 | 23.57% |
| January 31, 2020 | 23.57% |
| December 31, 2019 | 23.57% |
| November 30, 2019 | 23.57% |
| October 31, 2019 | 23.57% |
| September 30, 2019 | 23.57% |
| August 31, 2019 | 23.57% |
| July 31, 2019 | 23.57% |
| June 30, 2019 | 23.57% |
| May 31, 2019 | 23.57% |
| April 30, 2019 | 23.57% |
| March 31, 2019 | 23.57% |
| February 28, 2019 | 23.57% |
| January 31, 2019 | 23.57% |
| December 31, 2018 | 23.57% |
| November 30, 2018 | 21.75% |
| October 31, 2018 | 21.75% |
| September 30, 2018 | 21.75% |
| August 31, 2018 | 21.75% |
| July 31, 2018 | 21.75% |
| June 30, 2018 | 21.75% |
| May 31, 2018 | 21.75% |
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
21.75%
Minimum
Jul 2017
46.80%
Maximum
Jun 2022
26.87%
Average
23.57%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Eventide Gilead I | 40.92% |
| BlackRock Mid-Cap Growth Equity Instl | 43.15% |
| Columbia Acorn Inst | 45.36% |
| Baron Asset Instl | 37.41% |
| Baron Growth Instl | 41.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9531 |
| Beta (5Y) | 1.048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.02% |
| Historical Sharpe Ratio (5Y) | 0.5802 |
| Historical Sortino (5Y) | 0.7455 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |