AB Small Cap Growth K (QUAKX)
56.21
+0.96 (+1.74%)
USD |
Aug 12 2022
QUAKX Max Drawdown (5Y): 47.54% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 47.54% |
| June 30, 2022 | 47.54% |
| May 31, 2022 | 45.68% |
| April 30, 2022 | 37.33% |
| March 31, 2022 | 36.17% |
| February 28, 2022 | 36.17% |
| January 31, 2022 | 36.17% |
| December 31, 2021 | 36.17% |
| November 30, 2021 | 36.17% |
| October 31, 2021 | 36.17% |
| September 30, 2021 | 36.17% |
| August 31, 2021 | 36.17% |
| July 31, 2021 | 36.17% |
| June 30, 2021 | 36.17% |
| May 31, 2021 | 36.17% |
| April 30, 2021 | 36.17% |
| March 31, 2021 | 36.17% |
| February 28, 2021 | 36.17% |
| January 31, 2021 | 36.17% |
| December 31, 2020 | 36.17% |
| November 30, 2020 | 36.17% |
| October 31, 2020 | 36.17% |
| September 30, 2020 | 36.17% |
| August 31, 2020 | 36.17% |
| July 31, 2020 | 36.17% |
| Date | Value |
|---|---|
| June 30, 2020 | 36.17% |
| May 31, 2020 | 36.17% |
| April 30, 2020 | 36.17% |
| March 31, 2020 | 36.17% |
| February 29, 2020 | 32.68% |
| January 31, 2020 | 32.68% |
| December 31, 2019 | 32.68% |
| November 30, 2019 | 32.68% |
| October 31, 2019 | 32.68% |
| September 30, 2019 | 32.68% |
| August 31, 2019 | 32.68% |
| July 31, 2019 | 32.68% |
| June 30, 2019 | 32.68% |
| May 31, 2019 | 32.68% |
| April 30, 2019 | 32.68% |
| March 31, 2019 | 32.68% |
| February 28, 2019 | 32.68% |
| January 31, 2019 | 32.68% |
| December 31, 2018 | 32.68% |
| November 30, 2018 | 32.68% |
| October 31, 2018 | 32.68% |
| September 30, 2018 | 32.68% |
| August 31, 2018 | 32.68% |
| July 31, 2018 | 32.68% |
| June 30, 2018 | 32.68% |
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
32.68%
Minimum
Aug 2017
47.54%
Maximum
Jun 2022
34.92%
Average
32.68%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| American Century Small Cap Growth R6 | 39.06% |
| Federated Hermes Kaufmann Small Cap R | 44.91% |
| Nationwide Geneva Small Cap Gr R6 | 35.40% |
| JHancock New Opportunities R4 | 41.41% |
| Baron Small Cap R6 | 39.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.781 |
| Beta (5Y) | 1.165 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.86% |
| Historical Sharpe Ratio (5Y) | 0.5294 |
| Historical Sortino (5Y) | 0.6966 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.39% |