Pax Small Cap Investor (PXSCX)
14.22
-0.01 (-0.07%)
USD |
May 20 2022
PXSCX Max Drawdown (5Y): 41.38% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.38% |
| March 31, 2022 | 41.38% |
| February 28, 2022 | 41.38% |
| January 31, 2022 | 41.38% |
| December 31, 2021 | 41.38% |
| November 30, 2021 | 41.38% |
| October 31, 2021 | 41.38% |
| September 30, 2021 | 41.38% |
| August 31, 2021 | 41.38% |
| July 31, 2021 | 41.38% |
| June 30, 2021 | 41.38% |
| May 31, 2021 | 41.38% |
| April 30, 2021 | 41.38% |
| March 31, 2021 | 41.38% |
| February 28, 2021 | 41.38% |
| January 31, 2021 | 41.38% |
| December 31, 2020 | 41.38% |
| November 30, 2020 | 41.38% |
| October 31, 2020 | 41.38% |
| September 30, 2020 | 41.38% |
| August 31, 2020 | 41.38% |
| July 31, 2020 | 41.38% |
| June 30, 2020 | 41.38% |
| May 31, 2020 | 41.38% |
| April 30, 2020 | 41.38% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.38% |
| February 29, 2020 | 23.77% |
| January 31, 2020 | 23.77% |
| December 31, 2019 | 23.77% |
| November 30, 2019 | 23.77% |
| October 31, 2019 | 23.77% |
| September 30, 2019 | 23.77% |
| August 31, 2019 | 23.77% |
| July 31, 2019 | 23.77% |
| June 30, 2019 | 23.77% |
| May 31, 2019 | 23.77% |
| April 30, 2019 | 23.77% |
| March 31, 2019 | 23.77% |
| February 28, 2019 | 23.77% |
| January 31, 2019 | 23.77% |
| December 31, 2018 | 23.77% |
| November 30, 2018 | 18.09% |
| October 31, 2018 | 18.09% |
| September 30, 2018 | 18.09% |
| August 31, 2018 | 18.09% |
| July 31, 2018 | 18.09% |
| June 30, 2018 | 18.09% |
| May 31, 2018 | 18.09% |
| April 30, 2018 | 18.09% |
| March 31, 2018 | 18.09% |
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
18.09%
Minimum
May 2017
41.38%
Maximum
Mar 2020
29.60%
Average
23.77%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Small Cap Value Inv | 45.97% |
| Royce Micro-Cap Invmt | 44.79% |
| American Century Small Company Inv | 45.59% |
| Homestead Small Company Stock | 44.06% |
| Vanguard Small Cap Index Inv | 41.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.237 |
| Beta (5Y) | 1.030 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.77% |
| Historical Sharpe Ratio (5Y) | 0.3119 |
| Historical Sortino (5Y) | 0.316 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.12% |