FPA Queens Road Small Cap Value Advisor (QRSAX)
31.52
+0.15 (+0.48%)
USD |
Jul 01 2022
QRSAX Max Drawdown (5Y): 32.91% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 32.91% |
| May 31, 2022 | 32.91% |
| April 30, 2022 | 32.91% |
| March 31, 2022 | 32.91% |
| February 28, 2022 | 32.91% |
| January 31, 2022 | 32.91% |
| December 31, 2021 | 32.91% |
| November 30, 2021 | 32.91% |
| October 31, 2021 | 32.91% |
| September 30, 2021 | 32.91% |
| August 31, 2021 | 32.91% |
| July 31, 2021 | 32.91% |
| June 30, 2021 | 32.91% |
| May 31, 2021 | 32.91% |
| April 30, 2021 | 32.91% |
| March 31, 2021 | 32.91% |
| February 28, 2021 | 32.91% |
| January 31, 2021 | 32.91% |
| December 31, 2020 | 32.91% |
| November 30, 2020 | 32.91% |
| October 31, 2020 | 32.91% |
| September 30, 2020 | 32.91% |
| August 31, 2020 | 32.91% |
| July 31, 2020 | 32.91% |
| June 30, 2020 | 32.91% |
| Date | Value |
|---|---|
| May 31, 2020 | 32.91% |
| April 30, 2020 | 32.91% |
| March 31, 2020 | 32.91% |
| February 29, 2020 | 14.36% |
| January 31, 2020 | 14.36% |
| December 31, 2019 | 14.36% |
| November 30, 2019 | 14.36% |
| October 31, 2019 | 14.36% |
| September 30, 2019 | 14.36% |
| August 31, 2019 | 14.36% |
| July 31, 2019 | 14.36% |
| June 30, 2019 | 14.36% |
| May 31, 2019 | 14.36% |
| April 30, 2019 | 14.36% |
| March 31, 2019 | 14.36% |
| February 28, 2019 | 14.36% |
| January 31, 2019 | 14.36% |
| December 31, 2018 | 14.36% |
| November 30, 2018 | 10.74% |
| October 31, 2018 | 10.74% |
| September 30, 2018 | 10.74% |
| August 31, 2018 | 10.74% |
| July 31, 2018 | 10.74% |
| June 30, 2018 | 10.74% |
| May 31, 2018 | 10.74% |
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
10.74%
Minimum
Jul 2017
32.91%
Maximum
Mar 2020
21.99%
Average
14.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Columbia Small Cap Value I Adv | 48.20% |
| VY® Columbia Small Cap Value II A | 49.36% |
| American Beacon Small Cp Val Adv | 50.03% |
| James Micro Cap | 47.07% |
| Pacific Funds Small-Cap Value Advisor | 48.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.965 |
| Beta (5Y) | 0.8134 |
| Historical Sortino (5Y) | 1.147 |