Victory RS International C (RIGCX)
8.29
-0.04 (-0.48%)
USD |
Jun 29 2022
RIGCX Max Drawdown (5Y): 33.86% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 33.86% |
| April 30, 2022 | 33.86% |
| March 31, 2022 | 33.86% |
| February 28, 2022 | 33.86% |
| January 31, 2022 | 33.86% |
| December 31, 2021 | 33.86% |
| November 30, 2021 | 33.86% |
| October 31, 2021 | 33.86% |
| September 30, 2021 | 33.86% |
| August 31, 2021 | 33.86% |
| July 31, 2021 | 33.86% |
| June 30, 2021 | 33.86% |
| May 31, 2021 | 33.86% |
| April 30, 2021 | 33.86% |
| March 31, 2021 | 33.86% |
| February 28, 2021 | 33.86% |
| January 31, 2021 | 33.86% |
| December 31, 2020 | 33.86% |
| November 30, 2020 | 33.86% |
| October 31, 2020 | 33.86% |
| September 30, 2020 | 33.86% |
| August 31, 2020 | 33.86% |
| July 31, 2020 | 33.86% |
| June 30, 2020 | 33.86% |
| May 31, 2020 | 33.86% |
| Date | Value |
|---|---|
| April 30, 2020 | 33.86% |
| March 31, 2020 | 33.86% |
| February 29, 2020 | 20.64% |
| January 31, 2020 | 20.64% |
| December 31, 2019 | 20.64% |
| November 30, 2019 | 20.64% |
| October 31, 2019 | 20.64% |
| September 30, 2019 | 20.64% |
| August 31, 2019 | 20.64% |
| July 31, 2019 | 20.64% |
| June 30, 2019 | 20.64% |
| May 31, 2019 | 20.64% |
| April 30, 2019 | 20.64% |
| March 31, 2019 | 20.64% |
| February 28, 2019 | 20.64% |
| January 31, 2019 | 20.64% |
| December 31, 2018 | 20.64% |
| November 30, 2018 | 20.64% |
| October 31, 2018 | 20.64% |
| September 30, 2018 | 20.64% |
| August 31, 2018 | 20.64% |
| July 31, 2018 | 20.64% |
| June 30, 2018 | 20.64% |
| May 31, 2018 | 20.64% |
| April 30, 2018 | 20.64% |
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
20.64%
Minimum
Sep 2017
33.86%
Maximum
Mar 2020
26.70%
Average
21.55%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4328 |
| Beta (5Y) | 0.9748 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.16% |
| Historical Sharpe Ratio (5Y) | 0.2377 |
| Historical Sortino (5Y) | 0.2475 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.85% |