American Funds Growth Fund of Amer R4 (RGAEX)
53.54
+0.38 (+0.71%)
USD |
Mar 30 2023
RGAEX Max Drawdown (5Y): 36.39% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 36.39% |
January 31, 2023 | 36.39% |
December 31, 2022 | 36.39% |
November 30, 2022 | 36.39% |
October 31, 2022 | 36.39% |
September 30, 2022 | 35.15% |
August 31, 2022 | 35.15% |
July 31, 2022 | 35.15% |
June 30, 2022 | 35.15% |
May 31, 2022 | 30.94% |
April 30, 2022 | 30.36% |
March 31, 2022 | 30.36% |
February 28, 2022 | 30.36% |
January 31, 2022 | 30.36% |
December 31, 2021 | 30.36% |
November 30, 2021 | 30.36% |
October 31, 2021 | 30.36% |
September 30, 2021 | 30.36% |
August 31, 2021 | 30.36% |
July 31, 2021 | 30.36% |
June 30, 2021 | 30.36% |
May 31, 2021 | 30.36% |
April 30, 2021 | 30.36% |
March 31, 2021 | 30.36% |
February 28, 2021 | 30.36% |
Date | Value |
---|---|
January 31, 2021 | 30.36% |
December 31, 2020 | 30.36% |
November 30, 2020 | 30.36% |
October 31, 2020 | 30.36% |
September 30, 2020 | 30.36% |
August 31, 2020 | 30.36% |
July 31, 2020 | 30.36% |
June 30, 2020 | 30.36% |
May 31, 2020 | 30.36% |
April 30, 2020 | 30.36% |
March 31, 2020 | 30.36% |
February 29, 2020 | 20.69% |
January 31, 2020 | 20.69% |
December 31, 2019 | 20.69% |
November 30, 2019 | 20.69% |
October 31, 2019 | 20.69% |
September 30, 2019 | 20.69% |
August 31, 2019 | 20.69% |
July 31, 2019 | 20.69% |
June 30, 2019 | 20.69% |
May 31, 2019 | 20.69% |
April 30, 2019 | 20.69% |
March 31, 2019 | 20.69% |
February 28, 2019 | 20.69% |
January 31, 2019 | 20.69% |
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
16.35%
Minimum
Mar 2018
36.39%
Maximum
Oct 2022
26.67%
Average
30.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Funds AMCAP R6 | 35.20% |
Fidelity® Growth Company K | 40.16% |
Harbor Capital Appreciation Retirement | 43.31% |
PGIM Jennison Growth R6 | 43.30% |
Fidelity® Growth Company K6 | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.463 |
Beta (5Y) | 1.038 |
Alpha (vs YCharts Benchmark) (5Y) | -4.251 |
Beta (vs YCharts Benchmark) (5Y) | 0.9449 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.54% |
Historical Sharpe Ratio (5Y) | 0.3979 |
Historical Sortino (5Y) | 0.5092 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.99% |