Virtus Silvant Small-Cap Growth Stk I (SSCTX)
7.22
+0.07 (+0.98%)
USD |
Jul 01 2022
SSCTX Max Drawdown (5Y): 44.85% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 44.85% |
May 31, 2022 | 41.57% |
April 30, 2022 | 37.11% |
March 31, 2022 | 37.11% |
February 28, 2022 | 37.11% |
January 31, 2022 | 37.11% |
December 31, 2021 | 37.11% |
November 30, 2021 | 37.11% |
October 31, 2021 | 37.11% |
September 30, 2021 | 37.11% |
August 31, 2021 | 37.11% |
July 31, 2021 | 37.11% |
June 30, 2021 | 37.11% |
May 31, 2021 | 37.11% |
April 30, 2021 | 37.11% |
March 31, 2021 | 37.11% |
February 28, 2021 | 37.11% |
January 31, 2021 | 37.11% |
December 31, 2020 | 37.11% |
November 30, 2020 | 37.11% |
October 31, 2020 | 37.11% |
September 30, 2020 | 37.11% |
August 31, 2020 | 37.11% |
July 31, 2020 | 37.11% |
June 30, 2020 | 37.11% |
Date | Value |
---|---|
May 31, 2020 | 37.11% |
April 30, 2020 | 37.11% |
March 31, 2020 | 37.11% |
February 29, 2020 | 29.24% |
January 31, 2020 | 29.24% |
December 31, 2019 | 29.24% |
November 30, 2019 | 29.24% |
October 31, 2019 | 29.24% |
September 30, 2019 | 29.24% |
August 31, 2019 | 29.24% |
July 31, 2019 | 29.24% |
June 30, 2019 | 29.24% |
May 31, 2019 | 29.24% |
April 30, 2019 | 29.24% |
March 31, 2019 | 29.24% |
February 28, 2019 | 29.24% |
January 31, 2019 | 29.24% |
December 31, 2018 | 29.24% |
November 30, 2018 | 29.24% |
October 31, 2018 | 29.24% |
September 30, 2018 | 29.24% |
August 31, 2018 | 29.24% |
July 31, 2018 | 29.24% |
June 30, 2018 | 29.24% |
May 31, 2018 | 29.24% |
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
29.24%
Minimum
Jul 2017
44.85%
Maximum
Jun 2022
33.12%
Average
29.24%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.631 |
Beta (5Y) | 1.090 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.10% |
Historical Sharpe Ratio (5Y) | 0.2446 |
Historical Sortino (5Y) | 0.2986 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.65% |