American Beacon Stephens Sm Cp Gr A (SPWAX)
12.53
+0.09 (+0.72%)
USD |
Aug 15 2022
SPWAX Max Drawdown (5Y): 37.60% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 37.60% |
| June 30, 2022 | 37.60% |
| May 31, 2022 | 36.94% |
| April 30, 2022 | 36.94% |
| March 31, 2022 | 36.94% |
| February 28, 2022 | 36.94% |
| January 31, 2022 | 36.94% |
| December 31, 2021 | 36.94% |
| November 30, 2021 | 36.94% |
| October 31, 2021 | 36.94% |
| September 30, 2021 | 36.94% |
| August 31, 2021 | 36.94% |
| July 31, 2021 | 36.94% |
| June 30, 2021 | 36.94% |
| May 31, 2021 | 36.94% |
| April 30, 2021 | 36.94% |
| March 31, 2021 | 36.94% |
| February 28, 2021 | 36.94% |
| January 31, 2021 | 36.94% |
| December 31, 2020 | 36.94% |
| November 30, 2020 | 36.94% |
| October 31, 2020 | 36.94% |
| September 30, 2020 | 36.94% |
| August 31, 2020 | 36.94% |
| July 31, 2020 | 36.94% |
| Date | Value |
|---|---|
| June 30, 2020 | 36.94% |
| May 31, 2020 | 36.94% |
| April 30, 2020 | 36.94% |
| March 31, 2020 | 36.94% |
| February 29, 2020 | 29.11% |
| January 31, 2020 | 29.11% |
| December 31, 2019 | 29.11% |
| November 30, 2019 | 29.11% |
| October 31, 2019 | 29.11% |
| September 30, 2019 | 29.11% |
| August 31, 2019 | 29.11% |
| July 31, 2019 | 29.11% |
| June 30, 2019 | 29.11% |
| May 31, 2019 | 29.11% |
| April 30, 2019 | 29.11% |
| March 31, 2019 | 29.11% |
| February 28, 2019 | 29.11% |
| January 31, 2019 | 29.11% |
| December 31, 2018 | 29.11% |
| November 30, 2018 | 29.11% |
| October 31, 2018 | 29.11% |
| September 30, 2018 | 29.11% |
| August 31, 2018 | 29.11% |
| July 31, 2018 | 29.11% |
| June 30, 2018 | 29.11% |
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
29.11%
Minimum
Aug 2017
37.60%
Maximum
Jun 2022
32.91%
Average
29.11%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| PACE Small/Medium Co Growth Equity A | 39.37% |
| Lord Abbett Micro Cap Growth A | 51.96% |
| Allspring Emerging Growth A | 49.10% |
| Nuveen Small Cap Growth Opp A | 40.28% |
| Janus Henderson Venture A | 36.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.864 |
| Beta (5Y) | 1.15 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.10% |
| Historical Sharpe Ratio (5Y) | 0.5019 |
| Historical Sortino (5Y) | 0.6238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.69% |