Invesco Small Cap Equity C (SMECX)
7.17
-0.01 (-0.14%)
USD |
Jul 05 2022
SMECX Max Drawdown (5Y): 41.71% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 41.71% |
| May 31, 2022 | 41.71% |
| April 30, 2022 | 41.71% |
| March 31, 2022 | 41.71% |
| February 28, 2022 | 41.71% |
| January 31, 2022 | 41.71% |
| December 31, 2021 | 41.71% |
| November 30, 2021 | 41.71% |
| October 31, 2021 | 41.71% |
| September 30, 2021 | 41.71% |
| August 31, 2021 | 41.71% |
| July 31, 2021 | 41.71% |
| June 30, 2021 | 41.71% |
| May 31, 2021 | 41.71% |
| April 30, 2021 | 41.71% |
| March 31, 2021 | 41.71% |
| February 28, 2021 | 41.71% |
| January 31, 2021 | 41.71% |
| December 31, 2020 | 41.71% |
| November 30, 2020 | 41.71% |
| October 31, 2020 | 41.71% |
| September 30, 2020 | 41.71% |
| August 31, 2020 | 41.71% |
| July 31, 2020 | 41.71% |
| June 30, 2020 | 41.71% |
| Date | Value |
|---|---|
| May 31, 2020 | 41.71% |
| April 30, 2020 | 41.71% |
| March 31, 2020 | 41.71% |
| February 29, 2020 | 27.58% |
| January 31, 2020 | 27.58% |
| December 31, 2019 | 27.58% |
| November 30, 2019 | 27.58% |
| October 31, 2019 | 27.58% |
| September 30, 2019 | 27.58% |
| August 31, 2019 | 27.58% |
| July 31, 2019 | 27.58% |
| June 30, 2019 | 27.58% |
| May 31, 2019 | 27.58% |
| April 30, 2019 | 27.58% |
| March 31, 2019 | 27.58% |
| February 28, 2019 | 27.58% |
| January 31, 2019 | 27.58% |
| December 31, 2018 | 27.58% |
| November 30, 2018 | 26.03% |
| October 31, 2018 | 26.03% |
| September 30, 2018 | 26.03% |
| August 31, 2018 | 26.03% |
| July 31, 2018 | 26.03% |
| June 30, 2018 | 26.03% |
| May 31, 2018 | 26.03% |
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
26.03%
Minimum
Jul 2017
41.71%
Maximum
Mar 2020
33.73%
Average
27.58%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Small Cap Equity C | 41.71% |
| Delaware Small Cap Core C | 40.21% |
| Fidelity Advisor® Small Cap C | 40.52% |
| Principal SmallCap C | 42.49% |
| Calvert Small-Cap C | 36.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.089 |
| Beta (5Y) | 1.160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.13% |
| Historical Sharpe Ratio (5Y) | 0.2616 |
| Historical Sortino (5Y) | 0.2967 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.20% |