Royce Small-Cap Total Return Consult (RYTCX)
7.93
+0.05 (+0.63%)
USD |
Jul 01 2022
RYTCX Max Drawdown (5Y): 40.98% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 40.98% |
| May 31, 2022 | 40.98% |
| April 30, 2022 | 40.98% |
| March 31, 2022 | 40.98% |
| February 28, 2022 | 40.98% |
| January 31, 2022 | 40.98% |
| December 31, 2021 | 40.98% |
| November 30, 2021 | 40.98% |
| October 31, 2021 | 40.98% |
| September 30, 2021 | 40.98% |
| August 31, 2021 | 40.98% |
| July 31, 2021 | 40.98% |
| June 30, 2021 | 40.98% |
| May 31, 2021 | 40.98% |
| April 30, 2021 | 40.98% |
| March 31, 2021 | 40.98% |
| February 28, 2021 | 40.98% |
| January 31, 2021 | 40.98% |
| December 31, 2020 | 40.98% |
| November 30, 2020 | 40.98% |
| October 31, 2020 | 40.98% |
| September 30, 2020 | 40.98% |
| August 31, 2020 | 40.98% |
| July 31, 2020 | 40.98% |
| June 30, 2020 | 40.98% |
| Date | Value |
|---|---|
| May 31, 2020 | 40.98% |
| April 30, 2020 | 40.98% |
| March 31, 2020 | 40.98% |
| February 29, 2020 | 21.53% |
| January 31, 2020 | 21.53% |
| December 31, 2019 | 21.53% |
| November 30, 2019 | 21.53% |
| October 31, 2019 | 21.53% |
| September 30, 2019 | 21.53% |
| August 31, 2019 | 21.53% |
| July 31, 2019 | 21.53% |
| June 30, 2019 | 21.53% |
| May 31, 2019 | 21.53% |
| April 30, 2019 | 21.53% |
| March 31, 2019 | 21.53% |
| February 28, 2019 | 21.53% |
| January 31, 2019 | 21.53% |
| December 31, 2018 | 21.53% |
| November 30, 2018 | 19.41% |
| October 31, 2018 | 19.41% |
| September 30, 2018 | 19.41% |
| August 31, 2018 | 19.41% |
| July 31, 2018 | 19.41% |
| June 30, 2018 | 19.41% |
| May 31, 2018 | 19.41% |
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
19.41%
Minimum
Jul 2017
40.98%
Maximum
Mar 2020
30.00%
Average
21.53%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Century Small Cap Value C | 43.61% |
| Nationwide Amer Cntry Sm Cp Inc C | 52.02% |
| MFS New Discovery Value C | 44.09% |
| Invesco Small Cap Value C | 58.29% |
| Franklin Small Cap Value C | 44.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.341 |
| Beta (5Y) | 1.013 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.29% |
| Historical Sharpe Ratio (5Y) | 0.2876 |
| Historical Sortino (5Y) | 0.3074 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.81% |