Allspring Small Company Value Inst (SCVNX)
32.37
+0.29 (+0.90%)
USD |
Jul 01 2022
SCVNX Max Drawdown (5Y): 46.40% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 46.40% |
May 31, 2022 | 46.40% |
April 30, 2022 | 46.40% |
March 31, 2022 | 46.40% |
February 28, 2022 | 46.40% |
January 31, 2022 | 46.40% |
December 31, 2021 | 46.40% |
November 30, 2021 | 46.40% |
October 31, 2021 | 46.40% |
September 30, 2021 | 46.40% |
August 31, 2021 | 46.40% |
July 31, 2021 | 46.40% |
June 30, 2021 | 46.40% |
May 31, 2021 | 46.40% |
April 30, 2021 | 46.40% |
March 31, 2021 | 46.40% |
February 28, 2021 | 46.40% |
January 31, 2021 | 46.40% |
December 31, 2020 | 46.40% |
November 30, 2020 | 46.40% |
October 31, 2020 | 46.40% |
September 30, 2020 | 46.40% |
August 31, 2020 | 46.40% |
July 31, 2020 | 46.40% |
June 30, 2020 | 46.40% |
Date | Value |
---|---|
May 31, 2020 | 46.40% |
April 30, 2020 | 46.40% |
March 31, 2020 | 46.40% |
February 29, 2020 | 26.39% |
January 31, 2020 | 26.39% |
December 31, 2019 | 26.39% |
November 30, 2019 | 26.39% |
October 31, 2019 | 26.39% |
September 30, 2019 | 26.39% |
August 31, 2019 | 26.39% |
July 31, 2019 | 26.39% |
June 30, 2019 | 26.39% |
May 31, 2019 | 26.39% |
April 30, 2019 | 26.39% |
March 31, 2019 | 26.39% |
February 28, 2019 | 26.39% |
January 31, 2019 | 26.39% |
December 31, 2018 | 26.39% |
November 30, 2018 | 26.39% |
October 31, 2018 | 26.39% |
September 30, 2018 | 26.39% |
August 31, 2018 | 26.39% |
July 31, 2018 | 26.39% |
June 30, 2018 | 26.39% |
May 31, 2018 | 26.39% |
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
26.39%
Minimum
Jul 2017
46.40%
Maximum
Mar 2020
35.73%
Average
26.39%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Nuveen Small Cap Value I | 53.78% |
Third Avenue Small Cap Value Instl | 40.38% |
Columbia Small Cap Value I Inst | 48.20% |
PIMCO RAE US Small Instl | 48.14% |
Diamond Hill Small Cap I | 45.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.788 |
Beta (5Y) | 1.116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.71% |
Historical Sharpe Ratio (5Y) | 0.3433 |
Historical Sortino (5Y) | 0.3673 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.72% |