American Beacon Stephens Sm Cp Gr C (SPWCX)
9.30
+0.07 (+0.76%)
USD |
May 23 2022
SPWCX Max Drawdown (5Y): 37.67% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 37.67% |
March 31, 2022 | 37.67% |
February 28, 2022 | 37.67% |
January 31, 2022 | 37.67% |
December 31, 2021 | 37.67% |
November 30, 2021 | 37.67% |
October 31, 2021 | 37.67% |
September 30, 2021 | 37.67% |
August 31, 2021 | 37.67% |
July 31, 2021 | 37.67% |
June 30, 2021 | 37.67% |
May 31, 2021 | 37.67% |
April 30, 2021 | 37.67% |
March 31, 2021 | 37.67% |
February 28, 2021 | 37.67% |
January 31, 2021 | 37.67% |
December 31, 2020 | 37.67% |
November 30, 2020 | 37.67% |
October 31, 2020 | 37.67% |
September 30, 2020 | 37.67% |
August 31, 2020 | 37.67% |
July 31, 2020 | 37.67% |
June 30, 2020 | 37.67% |
May 31, 2020 | 37.67% |
April 30, 2020 | 37.67% |
Date | Value |
---|---|
March 31, 2020 | 37.67% |
February 29, 2020 | 29.46% |
January 31, 2020 | 29.46% |
December 31, 2019 | 29.46% |
November 30, 2019 | 29.46% |
October 31, 2019 | 29.46% |
September 30, 2019 | 29.46% |
August 31, 2019 | 29.46% |
July 31, 2019 | 29.46% |
June 30, 2019 | 29.46% |
May 31, 2019 | 29.46% |
April 30, 2019 | 29.46% |
March 31, 2019 | 29.46% |
February 28, 2019 | 29.46% |
January 31, 2019 | 29.46% |
December 31, 2018 | 29.46% |
November 30, 2018 | 29.46% |
October 31, 2018 | 29.46% |
September 30, 2018 | 29.46% |
August 31, 2018 | 29.46% |
July 31, 2018 | 29.46% |
June 30, 2018 | 29.46% |
May 31, 2018 | 29.46% |
April 30, 2018 | 29.46% |
March 31, 2018 | 29.46% |
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
29.46%
Minimum
May 2017
37.67%
Maximum
Mar 2020
33.02%
Average
29.46%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Allspring Emerging Growth C | 38.87% |
Columbia Acorn USA C | 39.91% |
Optimum Small-Mid Cap Growth C | 39.26% |
Allspring Discovery Small Cap Gr C | 40.60% |
Janus Henderson Venture C | 36.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.382 |
Beta (5Y) | 1.181 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.30% |
Historical Sharpe Ratio (5Y) | 0.5047 |
Historical Sortino (5Y) | 0.6098 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.40% |