Sterling Capital Behav Sm Cp Val Eq C (SPSDX)
15.19
+0.18 (+1.20%)
USD |
Mar 27 2023
SPSDX Max Drawdown (5Y): 51.96% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 51.96% |
| January 31, 2023 | 51.96% |
| December 31, 2022 | 51.96% |
| November 30, 2022 | 51.96% |
| October 31, 2022 | 51.96% |
| September 30, 2022 | 51.96% |
| August 31, 2022 | 51.96% |
| July 31, 2022 | 51.96% |
| June 30, 2022 | 51.96% |
| May 31, 2022 | 51.96% |
| April 30, 2022 | 51.96% |
| March 31, 2022 | 51.96% |
| February 28, 2022 | 51.96% |
| January 31, 2022 | 51.96% |
| December 31, 2021 | 51.96% |
| November 30, 2021 | 51.96% |
| October 31, 2021 | 51.96% |
| September 30, 2021 | 51.96% |
| August 31, 2021 | 51.96% |
| July 31, 2021 | 51.96% |
| June 30, 2021 | 51.96% |
| May 31, 2021 | 51.96% |
| April 30, 2021 | 51.96% |
| March 31, 2021 | 51.96% |
| February 28, 2021 | 51.96% |
| Date | Value |
|---|---|
| January 31, 2021 | 51.96% |
| December 31, 2020 | 51.96% |
| November 30, 2020 | 51.96% |
| October 31, 2020 | 51.96% |
| September 30, 2020 | 51.96% |
| August 31, 2020 | 51.96% |
| July 31, 2020 | 51.96% |
| June 30, 2020 | 51.96% |
| May 31, 2020 | 51.96% |
| April 30, 2020 | 51.96% |
| March 31, 2020 | 51.96% |
| February 29, 2020 | 26.73% |
| January 31, 2020 | 26.73% |
| December 31, 2019 | 26.73% |
| November 30, 2019 | 26.73% |
| October 31, 2019 | 26.73% |
| September 30, 2019 | 26.73% |
| August 31, 2019 | 26.73% |
| July 31, 2019 | 26.73% |
| June 30, 2019 | 26.73% |
| May 31, 2019 | 26.73% |
| April 30, 2019 | 26.73% |
| March 31, 2019 | 26.73% |
| February 28, 2019 | 26.73% |
| January 31, 2019 | 26.73% |
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
18.97%
Minimum
Mar 2018
51.96%
Maximum
Mar 2020
40.70%
Average
51.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| JPMorgan Small Cap Value C | 47.24% |
| Columbia Small Cap Value I C | 49.07% |
| Goldman Sachs Small Cp Val Insghts C | 48.10% |
| PGIM Quant Solutions Small-Cap Val C | 59.41% |
| Hartford Small Cap Value C | 49.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.252 |
| Beta (5Y) | 1.162 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.824 |
| Beta (vs YCharts Benchmark) (5Y) | 0.985 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.62% |
| Historical Sharpe Ratio (5Y) | 0.2651 |
| Historical Sortino (5Y) | 0.2887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.47% |