Putnam Small Cap Value Y (PYSVX)
15.86
+0.36 (+2.32%)
USD |
May 26 2022
PYSVX Max Drawdown (5Y): 52.51% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 52.51% |
| March 31, 2022 | 52.51% |
| February 28, 2022 | 52.51% |
| January 31, 2022 | 52.51% |
| December 31, 2021 | 52.51% |
| November 30, 2021 | 52.51% |
| October 31, 2021 | 52.51% |
| September 30, 2021 | 52.51% |
| August 31, 2021 | 52.51% |
| July 31, 2021 | 52.51% |
| June 30, 2021 | 52.51% |
| May 31, 2021 | 52.51% |
| April 30, 2021 | 52.51% |
| March 31, 2021 | 52.51% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
May 2017
52.51%
Maximum
Mar 2020
36.87%
Average
28.07%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Nuveen Small Cap Value I | 53.78% |
| Avantis® U.S. Small Cap Value Instl | -- |
| JPMorgan Small Cap Value I | 46.59% |
| PIMCO RAE US Small Instl | 48.14% |
| Transamerica Small Cap Value I2 | 51.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.751 |
| Beta (5Y) | 1.275 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.07% |
| Historical Sharpe Ratio (5Y) | 0.3677 |
| Historical Sortino (5Y) | 0.3758 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.36% |