Reinhart Mid Cap PMV Adv (RPMVX)
17.09
+0.53 (+3.20%)
USD |
Jun 24 2022
RPMVX Max Drawdown (5Y): 44.46% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 44.46% |
| April 30, 2022 | 44.46% |
| March 31, 2022 | 44.46% |
| February 28, 2022 | 44.46% |
| January 31, 2022 | 44.46% |
| December 31, 2021 | 44.46% |
| November 30, 2021 | 44.46% |
| October 31, 2021 | 44.46% |
| September 30, 2021 | 44.46% |
| August 31, 2021 | 44.46% |
| July 31, 2021 | 44.46% |
| June 30, 2021 | 44.46% |
| May 31, 2021 | 44.46% |
| April 30, 2021 | 44.46% |
| March 31, 2021 | 44.46% |
| February 28, 2021 | 44.46% |
| January 31, 2021 | 44.46% |
| December 31, 2020 | 44.46% |
| November 30, 2020 | 44.46% |
| October 31, 2020 | 44.46% |
| September 30, 2020 | 44.46% |
| August 31, 2020 | 44.46% |
| July 31, 2020 | 44.46% |
| June 30, 2020 | 44.46% |
| May 31, 2020 | 44.46% |
| Date | Value |
|---|---|
| April 30, 2020 | 44.46% |
| March 31, 2020 | 44.46% |
| February 29, 2020 | 23.66% |
| January 31, 2020 | 23.66% |
| December 31, 2019 | 23.66% |
| November 30, 2019 | 23.66% |
| October 31, 2019 | 23.66% |
| September 30, 2019 | 23.66% |
| August 31, 2019 | 23.66% |
| July 31, 2019 | 23.66% |
| June 30, 2019 | 23.66% |
| May 31, 2019 | 23.66% |
| April 30, 2019 | 23.66% |
| March 31, 2019 | 23.66% |
| February 28, 2019 | 23.66% |
| January 31, 2019 | 23.66% |
| December 31, 2018 | 23.66% |
| November 30, 2018 | 18.66% |
| October 31, 2018 | 18.66% |
| September 30, 2018 | 18.66% |
| August 31, 2018 | 18.66% |
| July 31, 2018 | 18.66% |
| June 30, 2018 | 18.66% |
| May 31, 2018 | 18.66% |
| April 30, 2018 | 18.66% |
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
18.66%
Minimum
Jun 2017
44.46%
Maximum
Mar 2020
31.52%
Average
23.66%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Artisan Mid Cap Value Advisor | 44.42% |
| Columbia Select Mid Cap Value Adv | 43.33% |
| Victory RS Value Y | 43.46% |
| T. Rowe Price Mid-Cap Value Adv | 39.43% |
| VY® American Century Sm-Mid Cp Val A | 40.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.510 |
| Beta (5Y) | 1.079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.93% |
| Historical Sharpe Ratio (5Y) | 0.4135 |
| Historical Sortino (5Y) | 0.399 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.53% |