Invesco Small Cap Value R6 (SMVSX)
18.74
+0.71 (+3.94%)
USD |
Jun 24 2022
SMVSX Max Drawdown (5Y): 57.21% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 57.21% |
| April 30, 2022 | 57.21% |
| March 31, 2022 | 57.21% |
| February 28, 2022 | 57.21% |
| January 31, 2022 | 57.21% |
| December 31, 2021 | 57.21% |
| November 30, 2021 | 57.21% |
| October 31, 2021 | 57.21% |
| September 30, 2021 | 57.21% |
| August 31, 2021 | 57.21% |
| July 31, 2021 | 57.21% |
| June 30, 2021 | 57.21% |
| May 31, 2021 | 57.21% |
| April 30, 2021 | 57.21% |
| March 31, 2021 | 57.21% |
| February 28, 2021 | 57.21% |
| January 31, 2021 | 57.21% |
| December 31, 2020 | 57.21% |
| November 30, 2020 | 57.21% |
| October 31, 2020 | 57.21% |
| September 30, 2020 | 57.21% |
| August 31, 2020 | 57.21% |
| July 31, 2020 | 57.21% |
| June 30, 2020 | 57.21% |
| May 31, 2020 | 57.21% |
| Date | Value |
|---|---|
| April 30, 2020 | 57.21% |
| March 31, 2020 | 57.21% |
| February 29, 2020 | 33.56% |
| January 31, 2020 | 33.56% |
| December 31, 2019 | 33.56% |
| November 30, 2019 | 33.56% |
| October 31, 2019 | 33.56% |
| September 30, 2019 | 33.56% |
| August 31, 2019 | 33.56% |
| July 31, 2019 | 33.56% |
| June 30, 2019 | 33.56% |
| May 31, 2019 | 33.56% |
| April 30, 2019 | 33.56% |
| March 31, 2019 | 33.56% |
| February 28, 2019 | 33.56% |
| January 31, 2019 | 33.56% |
| December 31, 2018 | 33.56% |
| November 30, 2018 | 30.47% |
| October 31, 2018 | 30.47% |
| September 30, 2018 | 30.47% |
| August 31, 2018 | 30.47% |
| July 31, 2018 | 30.47% |
| June 30, 2018 | 30.47% |
| May 31, 2018 | 30.47% |
| April 30, 2018 | 30.47% |
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
30.47%
Minimum
Jun 2017
57.21%
Maximum
Mar 2020
43.27%
Average
33.56%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Small Cp Val Insghts R6 | 47.14% |
| PGIM Quant Solutions Small-Cap Val R | 58.91% |
| Nuveen Small Cap Value R6 | 53.60% |
| William Blair Small Cap Value R6 | 45.45% |
| Franklin Small Cap Value R | 44.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.778 |
| Beta (5Y) | 1.49 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.86% |
| Historical Sharpe Ratio (5Y) | 0.5762 |
| Historical Sortino (5Y) | 0.6509 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.62% |