Russell Inv Tax-Managed US Mid&Sm Cap C (RTSCX)
26.60
-0.05 (-0.19%)
USD |
May 20 2022
RTSCX Max Drawdown (5Y): 40.85% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.85% |
| March 31, 2022 | 40.85% |
| February 28, 2022 | 40.85% |
| January 31, 2022 | 40.85% |
| December 31, 2021 | 40.85% |
| November 30, 2021 | 40.85% |
| October 31, 2021 | 40.85% |
| September 30, 2021 | 40.85% |
| August 31, 2021 | 40.85% |
| July 31, 2021 | 40.85% |
| June 30, 2021 | 40.85% |
| May 31, 2021 | 40.85% |
| April 30, 2021 | 40.85% |
| March 31, 2021 | 40.85% |
| February 28, 2021 | 40.85% |
| January 31, 2021 | 40.85% |
| December 31, 2020 | 40.85% |
| November 30, 2020 | 40.85% |
| October 31, 2020 | 40.85% |
| September 30, 2020 | 40.85% |
| August 31, 2020 | 40.85% |
| July 31, 2020 | 40.85% |
| June 30, 2020 | 40.85% |
| May 31, 2020 | 40.85% |
| April 30, 2020 | 40.85% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.85% |
| February 29, 2020 | 24.07% |
| January 31, 2020 | 24.07% |
| December 31, 2019 | 24.07% |
| November 30, 2019 | 24.07% |
| October 31, 2019 | 24.07% |
| September 30, 2019 | 24.07% |
| August 31, 2019 | 24.07% |
| July 31, 2019 | 24.07% |
| June 30, 2019 | 24.07% |
| May 31, 2019 | 24.07% |
| April 30, 2019 | 24.07% |
| March 31, 2019 | 24.07% |
| February 28, 2019 | 24.07% |
| January 31, 2019 | 24.07% |
| December 31, 2018 | 24.07% |
| November 30, 2018 | 22.40% |
| October 31, 2018 | 22.40% |
| September 30, 2018 | 22.40% |
| August 31, 2018 | 22.40% |
| July 31, 2018 | 22.40% |
| June 30, 2018 | 22.40% |
| May 31, 2018 | 22.40% |
| April 30, 2018 | 22.40% |
| March 31, 2018 | 22.40% |
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
22.40%
Minimum
May 2017
40.85%
Maximum
Mar 2020
30.81%
Average
24.07%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.039 |
| Beta (5Y) | 1.102 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.58% |
| Historical Sharpe Ratio (5Y) | 0.3719 |
| Historical Sortino (5Y) | 0.3713 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.20% |