Victory RS Small Cap Equity Y (RSCYX)
10.56
+0.20 (+1.93%)
USD |
Aug 12 2022
RSCYX Max Drawdown (5Y): 53.98% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 53.98% |
June 30, 2022 | 53.98% |
May 31, 2022 | 52.12% |
April 30, 2022 | 44.23% |
March 31, 2022 | 41.74% |
February 28, 2022 | 39.99% |
January 31, 2022 | 38.88% |
December 31, 2021 | 38.88% |
November 30, 2021 | 38.88% |
October 31, 2021 | 38.88% |
September 30, 2021 | 38.88% |
August 31, 2021 | 38.88% |
July 31, 2021 | 38.88% |
June 30, 2021 | 38.88% |
May 31, 2021 | 38.88% |
April 30, 2021 | 38.88% |
March 31, 2021 | 38.88% |
February 28, 2021 | 38.88% |
January 31, 2021 | 38.88% |
December 31, 2020 | 38.88% |
November 30, 2020 | 38.88% |
October 31, 2020 | 38.88% |
September 30, 2020 | 38.88% |
August 31, 2020 | 38.88% |
July 31, 2020 | 38.88% |
Date | Value |
---|---|
June 30, 2020 | 38.88% |
May 31, 2020 | 38.88% |
April 30, 2020 | 38.88% |
March 31, 2020 | 38.88% |
February 29, 2020 | 33.73% |
January 31, 2020 | 33.73% |
December 31, 2019 | 33.73% |
November 30, 2019 | 33.73% |
October 31, 2019 | 33.73% |
September 30, 2019 | 33.73% |
August 31, 2019 | 33.73% |
July 31, 2019 | 33.73% |
June 30, 2019 | 33.73% |
May 31, 2019 | 33.73% |
April 30, 2019 | 33.73% |
March 31, 2019 | 33.73% |
February 28, 2019 | 33.73% |
January 31, 2019 | 33.73% |
December 31, 2018 | 33.73% |
November 30, 2018 | 33.73% |
October 31, 2018 | 33.73% |
September 30, 2018 | 33.73% |
August 31, 2018 | 33.73% |
July 31, 2018 | 33.73% |
June 30, 2018 | 33.73% |
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
33.73%
Minimum
Aug 2017
53.98%
Maximum
Jun 2022
37.10%
Average
33.73%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.786 |
Beta (5Y) | 1.215 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.92% |
Historical Sharpe Ratio (5Y) | 0.2804 |
Historical Sortino (5Y) | 0.3573 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.83% |