Pzena Mid Cap Value Instl (PZIMX)
16.07
-0.13 (-0.80%)
USD |
Sep 17 2021
PZIMX Max Drawdown (5Y): 53.93% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 53.93% |
| July 31, 2021 | 53.93% |
| June 30, 2021 | 53.93% |
| May 31, 2021 | 53.93% |
| April 30, 2021 | 53.93% |
| March 31, 2021 | 53.93% |
| February 28, 2021 | 53.93% |
| January 31, 2021 | 53.93% |
| December 31, 2020 | 53.93% |
| November 30, 2020 | 53.93% |
| October 31, 2020 | 53.93% |
| September 30, 2020 | 53.93% |
| August 31, 2020 | 53.93% |
| July 31, 2020 | 53.93% |
| June 30, 2020 | 53.93% |
| May 31, 2020 | 53.93% |
| April 30, 2020 | 53.93% |
| March 31, 2020 | 53.93% |
| February 29, 2020 | 30.52% |
| January 31, 2020 | 30.52% |
| December 31, 2019 | 30.52% |
| November 30, 2019 | 30.52% |
| October 31, 2019 | 30.52% |
| September 30, 2019 | 30.52% |
| August 31, 2019 | 30.52% |
| Date | Value |
|---|---|
| July 31, 2019 | 30.52% |
| June 30, 2019 | 30.52% |
| May 31, 2019 | 30.52% |
| April 30, 2019 | 30.52% |
| March 31, 2019 | 30.52% |
| February 28, 2019 | 30.52% |
| January 31, 2019 | 30.52% |
| December 31, 2018 | 30.52% |
| November 30, 2018 | 23.44% |
| October 31, 2018 | 23.44% |
| September 30, 2018 | 23.44% |
| August 31, 2018 | 23.44% |
| July 31, 2018 | 23.44% |
| June 30, 2018 | 23.44% |
| May 31, 2018 | 23.44% |
| April 30, 2018 | 23.44% |
| March 31, 2018 | 23.44% |
| February 28, 2018 | 23.44% |
| January 31, 2018 | 23.44% |
| December 31, 2017 | 23.44% |
| November 30, 2017 | 23.44% |
| October 31, 2017 | 23.44% |
| September 30, 2017 | 23.44% |
| August 31, 2017 | 23.44% |
| July 31, 2017 | 23.44% |
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
23.44%
Minimum
Sep 2016
53.93%
Maximum
Mar 2020
34.35%
Average
30.52%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.65 |
| Beta (5Y) | 1.533 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.67% |
| Historical Sharpe Ratio (5Y) | 0.5399 |
| Historical Sortino (5Y) | 0.5527 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.89% |