Russell Inv US Small Cap Equity R6 (RSCRX)
23.52
+0.26 (+1.12%)
USD |
Mar 20 2023
RSCRX Max Drawdown (5Y): 44.64% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 44.64% |
January 31, 2023 | 44.64% |
December 31, 2022 | 44.64% |
November 30, 2022 | 44.64% |
October 31, 2022 | 44.64% |
September 30, 2022 | 44.64% |
August 31, 2022 | 44.64% |
July 31, 2022 | 44.64% |
June 30, 2022 | 44.64% |
May 31, 2022 | 44.64% |
April 30, 2022 | 44.64% |
March 31, 2022 | 44.64% |
February 28, 2022 | 44.64% |
January 31, 2022 | 44.64% |
December 31, 2021 | 44.64% |
November 30, 2021 | 44.64% |
October 31, 2021 | 44.64% |
September 30, 2021 | 44.64% |
August 31, 2021 | 44.64% |
July 31, 2021 | 44.64% |
June 30, 2021 | 44.64% |
May 31, 2021 | 44.64% |
April 30, 2021 | 44.64% |
March 31, 2021 | 44.64% |
February 28, 2021 | 44.64% |
Date | Value |
---|---|
January 31, 2021 | 44.64% |
December 31, 2020 | 44.64% |
November 30, 2020 | 44.64% |
October 31, 2020 | 44.64% |
September 30, 2020 | 44.64% |
August 31, 2020 | 44.64% |
July 31, 2020 | 44.64% |
June 30, 2020 | 44.64% |
May 31, 2020 | 44.64% |
April 30, 2020 | 44.64% |
March 31, 2020 | 44.64% |
February 29, 2020 | 26.80% |
January 31, 2020 | 26.80% |
December 31, 2019 | 26.80% |
November 30, 2019 | 26.80% |
October 31, 2019 | 26.80% |
September 30, 2019 | 26.80% |
August 31, 2019 | 26.80% |
July 31, 2019 | 26.80% |
June 30, 2019 | 26.80% |
May 31, 2019 | 26.80% |
April 30, 2019 | 26.80% |
March 31, 2019 | 26.80% |
February 28, 2019 | 26.80% |
January 31, 2019 | 26.80% |
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
25.84%
Minimum
Mar 2018
44.64%
Maximum
Mar 2020
37.36%
Average
44.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.560 |
Beta (5Y) | 1.121 |
Alpha (vs YCharts Benchmark) (5Y) | 0.7114 |
Beta (vs YCharts Benchmark) (5Y) | 0.9657 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.19% |
Historical Sharpe Ratio (5Y) | 0.3553 |
Historical Sortino (5Y) | 0.4018 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.57% |