Easterly Snow Small Cap Value C (SNWCX)
38.02
-0.79 (-2.04%)
USD |
May 24 2022
SNWCX Max Drawdown (5Y): 57.42% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 57.42% |
| March 31, 2022 | 57.42% |
| February 28, 2022 | 57.42% |
| January 31, 2022 | 57.42% |
| December 31, 2021 | 57.42% |
| November 30, 2021 | 57.42% |
| October 31, 2021 | 57.42% |
| September 30, 2021 | 57.42% |
| August 31, 2021 | 57.42% |
| July 31, 2021 | 57.42% |
| June 30, 2021 | 57.42% |
| May 31, 2021 | 57.42% |
| April 30, 2021 | 57.42% |
| March 31, 2021 | 57.42% |
| February 28, 2021 | 57.42% |
| January 31, 2021 | 57.42% |
| December 31, 2020 | 57.42% |
| November 30, 2020 | 57.42% |
| October 31, 2020 | 57.42% |
| September 30, 2020 | 57.42% |
| August 31, 2020 | 57.42% |
| July 31, 2020 | 57.42% |
| June 30, 2020 | 57.42% |
| May 31, 2020 | 57.42% |
| April 30, 2020 | 57.42% |
| Date | Value |
|---|---|
| March 31, 2020 | 57.42% |
| February 29, 2020 | 36.53% |
| January 31, 2020 | 36.53% |
| December 31, 2019 | 36.53% |
| November 30, 2019 | 36.53% |
| October 31, 2019 | 36.53% |
| September 30, 2019 | 36.53% |
| August 31, 2019 | 36.53% |
| July 31, 2019 | 36.53% |
| June 30, 2019 | 36.53% |
| May 31, 2019 | 36.53% |
| April 30, 2019 | 36.53% |
| March 31, 2019 | 36.53% |
| February 28, 2019 | 36.53% |
| January 31, 2019 | 36.53% |
| December 31, 2018 | 36.53% |
| November 30, 2018 | 36.53% |
| October 31, 2018 | 36.53% |
| September 30, 2018 | 36.53% |
| August 31, 2018 | 36.53% |
| July 31, 2018 | 36.53% |
| June 30, 2018 | 36.53% |
| May 31, 2018 | 36.53% |
| April 30, 2018 | 36.53% |
| March 31, 2018 | 36.53% |
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
36.53%
Minimum
May 2017
57.42%
Maximum
Mar 2020
45.59%
Average
36.53%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Lord Abbett Small Cap Value C | 50.87% |
| Columbia Small Cap Value I C | 49.07% |
| Touchstone Small Cap Value C | 45.21% |
| Allspring Small Company Value C | 47.29% |
| Nationwide Amer Cntry Sm Cp Inc C | 52.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.25 |
| Beta (5Y) | 1.397 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.51% |
| Historical Sharpe Ratio (5Y) | 0.3172 |
| Historical Sortino (5Y) | 0.3583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |