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% |