American Beacon Stephens Mid-Cap Gr A (SMFAX)
22.92
-0.06 (-0.26%)
USD |
Jul 06 2022
SMFAX Max Drawdown (5Y): 35.73% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 35.73% |
May 31, 2022 | 33.79% |
April 30, 2022 | 33.79% |
March 31, 2022 | 33.79% |
February 28, 2022 | 33.79% |
January 31, 2022 | 33.79% |
December 31, 2021 | 33.79% |
November 30, 2021 | 33.79% |
October 31, 2021 | 33.79% |
September 30, 2021 | 33.79% |
August 31, 2021 | 33.79% |
July 31, 2021 | 33.79% |
June 30, 2021 | 33.79% |
May 31, 2021 | 33.79% |
April 30, 2021 | 33.79% |
March 31, 2021 | 33.79% |
February 28, 2021 | 33.79% |
January 31, 2021 | 33.79% |
December 31, 2020 | 33.79% |
November 30, 2020 | 33.79% |
October 31, 2020 | 33.79% |
September 30, 2020 | 33.79% |
August 31, 2020 | 33.79% |
July 31, 2020 | 33.79% |
June 30, 2020 | 33.79% |
Date | Value |
---|---|
May 31, 2020 | 33.79% |
April 30, 2020 | 33.79% |
March 31, 2020 | 33.79% |
February 29, 2020 | 26.09% |
January 31, 2020 | 26.09% |
December 31, 2019 | 26.09% |
November 30, 2019 | 26.09% |
October 31, 2019 | 26.09% |
September 30, 2019 | 26.09% |
August 31, 2019 | 26.09% |
July 31, 2019 | 26.09% |
June 30, 2019 | 26.09% |
May 31, 2019 | 26.09% |
April 30, 2019 | 26.09% |
March 31, 2019 | 26.09% |
February 28, 2019 | 26.09% |
January 31, 2019 | 26.09% |
December 31, 2018 | 26.09% |
November 30, 2018 | 26.09% |
October 31, 2018 | 26.09% |
September 30, 2018 | 26.09% |
August 31, 2018 | 26.09% |
July 31, 2018 | 26.09% |
June 30, 2018 | 26.09% |
May 31, 2018 | 26.09% |
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
26.09%
Minimum
Jul 2017
35.73%
Maximum
Jun 2022
29.72%
Average
26.09%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.255 |
Beta (5Y) | 1.100 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.49% |
Historical Sharpe Ratio (5Y) | 0.5036 |
Historical Sortino (5Y) | 0.6116 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.81% |