Victory RS Value Fund A (RSVAX)

25.80 -2.48 (-8.77%) USD  |  Dec 13 2024
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RSVAX Max Drawdown (5Y): 43.49% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Fidelity Advisor Value Fund A 48.59%
Hartford MidCap Value Fund A 44.51%
Nuveen Mid Cap Value Fund A 45.01%
BlackRock Mid-Cap Value Fund Inv A 42.08%
Virtus NFJ Mid-Cap Value Fund A 42.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.875
Beta (5Y) 0.9890
Alpha (vs YCharts Benchmark) (5Y) 1.706
Beta (vs YCharts Benchmark) (5Y) 0.7517
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.28%
Historical Sharpe Ratio (5Y) 0.3446
Historical Sortino (5Y) 0.3466
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.54%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:RSVAX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:RSVAX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.