T. Rowe Price Mid-Cap Value R (RRMVX)
30.00
+0.88 (+3.02%)
USD |
Jun 24 2022
RRMVX Max Drawdown (5Y): 39.45% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 39.45% |
| April 30, 2022 | 39.45% |
| March 31, 2022 | 39.45% |
| February 28, 2022 | 39.45% |
| January 31, 2022 | 39.45% |
| December 31, 2021 | 39.45% |
| November 30, 2021 | 39.45% |
| October 31, 2021 | 39.45% |
| September 30, 2021 | 39.45% |
| August 31, 2021 | 39.45% |
| July 31, 2021 | 39.45% |
| June 30, 2021 | 39.45% |
| May 31, 2021 | 39.45% |
| April 30, 2021 | 39.45% |
| March 31, 2021 | 39.45% |
| February 28, 2021 | 39.45% |
| January 31, 2021 | 39.45% |
| December 31, 2020 | 39.45% |
| November 30, 2020 | 39.45% |
| October 31, 2020 | 39.45% |
| September 30, 2020 | 39.45% |
| August 31, 2020 | 39.45% |
| July 31, 2020 | 39.45% |
| June 30, 2020 | 39.45% |
| May 31, 2020 | 39.45% |
| Date | Value |
|---|---|
| April 30, 2020 | 39.45% |
| March 31, 2020 | 39.45% |
| February 29, 2020 | 19.42% |
| January 31, 2020 | 19.42% |
| December 31, 2019 | 19.42% |
| November 30, 2019 | 19.42% |
| October 31, 2019 | 19.42% |
| September 30, 2019 | 19.42% |
| August 31, 2019 | 19.42% |
| July 31, 2019 | 19.42% |
| June 30, 2019 | 19.42% |
| May 31, 2019 | 19.42% |
| April 30, 2019 | 19.42% |
| March 31, 2019 | 19.42% |
| February 28, 2019 | 19.42% |
| January 31, 2019 | 19.42% |
| December 31, 2018 | 19.42% |
| November 30, 2018 | 17.46% |
| October 31, 2018 | 17.46% |
| September 30, 2018 | 17.46% |
| August 31, 2018 | 17.46% |
| July 31, 2018 | 17.46% |
| June 30, 2018 | 17.46% |
| May 31, 2018 | 17.46% |
| April 30, 2018 | 17.46% |
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
17.46%
Minimum
Jun 2017
39.45%
Maximum
Mar 2020
27.85%
Average
19.42%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.858 |
| Beta (5Y) | 0.9963 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.13% |
| Historical Sharpe Ratio (5Y) | 0.5148 |
| Historical Sortino (5Y) | 0.5307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.79% |