Putnam Small Cap Growth C (PNSCX)
39.65
-0.33 (-0.83%)
USD |
May 16 2022
PNSCX Max Drawdown (5Y): 37.45% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 37.45% |
March 31, 2022 | 37.45% |
February 28, 2022 | 37.45% |
January 31, 2022 | 37.45% |
December 31, 2021 | 37.45% |
November 30, 2021 | 37.45% |
October 31, 2021 | 37.45% |
September 30, 2021 | 37.45% |
August 31, 2021 | 37.45% |
July 31, 2021 | 37.45% |
June 30, 2021 | 37.45% |
May 31, 2021 | 37.45% |
April 30, 2021 | 37.45% |
March 31, 2021 | 37.45% |
February 28, 2021 | 37.45% |
January 31, 2021 | 37.45% |
December 31, 2020 | 37.45% |
November 30, 2020 | 37.45% |
October 31, 2020 | 37.45% |
September 30, 2020 | 37.45% |
August 31, 2020 | 37.45% |
July 31, 2020 | 37.45% |
June 30, 2020 | 37.45% |
May 31, 2020 | 37.45% |
April 30, 2020 | 37.45% |
Date | Value |
---|---|
March 31, 2020 | 37.45% |
February 29, 2020 | 31.16% |
January 31, 2020 | 31.16% |
December 31, 2019 | 31.16% |
November 30, 2019 | 31.16% |
October 31, 2019 | 31.16% |
September 30, 2019 | 31.16% |
August 31, 2019 | 31.16% |
July 31, 2019 | 31.16% |
June 30, 2019 | 31.16% |
May 31, 2019 | 31.16% |
April 30, 2019 | 31.16% |
March 31, 2019 | 31.16% |
February 28, 2019 | 31.16% |
January 31, 2019 | 31.16% |
December 31, 2018 | 31.16% |
November 30, 2018 | 31.16% |
October 31, 2018 | 31.16% |
September 30, 2018 | 31.16% |
August 31, 2018 | 31.16% |
July 31, 2018 | 31.16% |
June 30, 2018 | 31.16% |
May 31, 2018 | 31.16% |
April 30, 2018 | 31.16% |
March 31, 2018 | 31.16% |
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
31.16%
Minimum
May 2017
37.45%
Maximum
Mar 2020
33.89%
Average
31.16%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Fidelity AdvisorĀ® Small Cap Growth C | 37.58% |
Nationwide Geneva Small Cap Gr C | 35.48% |
Invesco Discovery C | 36.22% |
Franklin Small Cap Growth C | 40.12% |
AB Small Cap Growth C | 37.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.754 |
Beta (5Y) | 1.085 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.30% |
Historical Sharpe Ratio (5Y) | 0.5972 |
Historical Sortino (5Y) | 0.6963 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.43% |