Putnam Small Cap Value Y (PYSVX)
14.15
-0.10 (-0.70%)
USD |
Feb 26
PYSVX Max Drawdown (5Y): 52.51% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2021 | 52.51% |
| January 31, 2021 | 52.51% |
| December 31, 2020 | 52.51% |
| November 30, 2020 | 52.51% |
| October 31, 2020 | 52.51% |
| September 30, 2020 | 52.51% |
| August 31, 2020 | 52.51% |
| July 31, 2020 | 52.51% |
| June 30, 2020 | 52.51% |
| May 31, 2020 | 52.51% |
| April 30, 2020 | 52.51% |
| March 31, 2020 | 52.51% |
| February 29, 2020 | 28.07% |
| January 31, 2020 | 28.07% |
| December 31, 2019 | 28.07% |
| November 30, 2019 | 28.07% |
| October 31, 2019 | 28.07% |
| September 30, 2019 | 28.07% |
| August 31, 2019 | 28.07% |
| July 31, 2019 | 28.07% |
| June 30, 2019 | 28.07% |
| May 31, 2019 | 28.07% |
| April 30, 2019 | 28.07% |
| March 31, 2019 | 28.07% |
| February 28, 2019 | 28.07% |
| Date | Value |
|---|---|
| January 31, 2019 | 28.07% |
| December 31, 2018 | 28.07% |
| November 30, 2018 | 22.42% |
| October 31, 2018 | 22.42% |
| September 30, 2018 | 22.42% |
| August 31, 2018 | 22.42% |
| July 31, 2018 | 22.42% |
| June 30, 2018 | 22.42% |
| May 31, 2018 | 22.42% |
| April 30, 2018 | 22.42% |
| March 31, 2018 | 22.42% |
| February 28, 2018 | 22.42% |
| January 31, 2018 | 22.42% |
| December 31, 2017 | 22.42% |
| November 30, 2017 | 22.42% |
| October 31, 2017 | 22.42% |
| September 30, 2017 | 22.42% |
| August 31, 2017 | 22.42% |
| July 31, 2017 | 22.42% |
| June 30, 2017 | 22.42% |
| May 31, 2017 | 22.42% |
| April 30, 2017 | 22.42% |
| March 31, 2017 | 22.42% |
| February 28, 2017 | 22.42% |
| January 31, 2017 | 22.42% |
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
22.42%
Minimum
Nov 2016
52.51%
Maximum
Mar 2020
31.55%
Average
28.07%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.29 |
| Beta (5Y) | 1.442 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.85% |
| Historical Sharpe Ratio (5Y) | 0.5623 |
| Historical Sortino (5Y) | 0.5605 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.32% |