Royce Micro-Cap Invmt (RYOTX)
9.61
-0.05 (-0.52%)
USD |
Jul 01 2022
RYOTX Max Drawdown (5Y): 44.79% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 44.79% |
| May 31, 2022 | 44.79% |
| April 30, 2022 | 44.79% |
| March 31, 2022 | 44.79% |
| February 28, 2022 | 44.79% |
| January 31, 2022 | 44.79% |
| December 31, 2021 | 44.79% |
| November 30, 2021 | 44.79% |
| October 31, 2021 | 44.79% |
| September 30, 2021 | 44.79% |
| August 31, 2021 | 44.79% |
| July 31, 2021 | 44.79% |
| June 30, 2021 | 44.79% |
| May 31, 2021 | 44.79% |
| April 30, 2021 | 44.79% |
| March 31, 2021 | 44.79% |
| February 28, 2021 | 44.79% |
| January 31, 2021 | 44.79% |
| December 31, 2020 | 44.79% |
| November 30, 2020 | 44.79% |
| October 31, 2020 | 44.79% |
| September 30, 2020 | 44.79% |
| August 31, 2020 | 44.79% |
| July 31, 2020 | 44.79% |
| June 30, 2020 | 44.79% |
| Date | Value |
|---|---|
| May 31, 2020 | 44.79% |
| April 30, 2020 | 44.79% |
| March 31, 2020 | 44.79% |
| February 29, 2020 | 31.21% |
| January 31, 2020 | 31.21% |
| December 31, 2019 | 31.21% |
| November 30, 2019 | 31.21% |
| October 31, 2019 | 31.21% |
| September 30, 2019 | 31.21% |
| August 31, 2019 | 31.21% |
| July 31, 2019 | 31.21% |
| June 30, 2019 | 31.21% |
| May 31, 2019 | 31.21% |
| April 30, 2019 | 31.21% |
| March 31, 2019 | 31.21% |
| February 28, 2019 | 31.21% |
| January 31, 2019 | 31.21% |
| December 31, 2018 | 31.21% |
| November 30, 2018 | 31.21% |
| October 31, 2018 | 31.21% |
| September 30, 2018 | 31.21% |
| August 31, 2018 | 31.21% |
| July 31, 2018 | 31.21% |
| June 30, 2018 | 31.21% |
| May 31, 2018 | 31.21% |
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
31.21%
Minimum
Jul 2017
44.79%
Maximum
Mar 2020
37.55%
Average
31.21%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Pax Small Cap Investor | 41.38% |
| American Century Small Company Inv | 45.59% |
| Homestead Small Company Stock | 44.06% |
| Vanguard Small Cap Index Inv | 41.80% |
| BNY Mellon Opportunistic Small Cap Inv | 49.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.504 |
| Beta (5Y) | 1.216 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.06% |
| Historical Sharpe Ratio (5Y) | 0.3122 |
| Historical Sortino (5Y) | 0.3722 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.02% |