DWS Small Cap Growth R (SSDGX)
26.86
+0.13 (+0.49%)
USD |
May 19 2022
SSDGX Max Drawdown (5Y): 41.58% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.58% |
| March 31, 2022 | 41.58% |
| February 28, 2022 | 41.58% |
| January 31, 2022 | 41.58% |
| December 31, 2021 | 41.58% |
| November 30, 2021 | 41.58% |
| October 31, 2021 | 41.58% |
| September 30, 2021 | 41.58% |
| August 31, 2021 | 41.58% |
| July 31, 2021 | 41.58% |
| June 30, 2021 | 41.58% |
| May 31, 2021 | 41.58% |
| April 30, 2021 | 41.58% |
| March 31, 2021 | 41.58% |
| February 28, 2021 | 41.58% |
| January 31, 2021 | 41.58% |
| December 31, 2020 | 41.58% |
| November 30, 2020 | 41.58% |
| October 31, 2020 | 41.58% |
| September 30, 2020 | 41.58% |
| August 31, 2020 | 41.58% |
| July 31, 2020 | 41.58% |
| June 30, 2020 | 41.58% |
| May 31, 2020 | 41.58% |
| April 30, 2020 | 41.58% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.58% |
| February 29, 2020 | 28.33% |
| January 31, 2020 | 28.33% |
| December 31, 2019 | 28.33% |
| November 30, 2019 | 28.33% |
| October 31, 2019 | 28.33% |
| September 30, 2019 | 28.33% |
| August 31, 2019 | 28.33% |
| July 31, 2019 | 28.33% |
| June 30, 2019 | 28.33% |
| May 31, 2019 | 28.33% |
| April 30, 2019 | 28.33% |
| March 31, 2019 | 28.33% |
| February 28, 2019 | 28.33% |
| January 31, 2019 | 28.33% |
| December 31, 2018 | 28.33% |
| November 30, 2018 | 28.33% |
| October 31, 2018 | 28.33% |
| September 30, 2018 | 28.33% |
| August 31, 2018 | 28.33% |
| July 31, 2018 | 28.33% |
| June 30, 2018 | 28.33% |
| May 31, 2018 | 28.33% |
| April 30, 2018 | 28.33% |
| March 31, 2018 | 28.33% |
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
28.33%
Minimum
May 2017
41.58%
Maximum
Mar 2020
34.07%
Average
28.33%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Neuberger Berman Small Cap Growth R3 | 35.81% |
| Delaware Small Cap Growth R | 44.76% |
| JHancock Small Cap Growth R6 | 34.46% |
| Nuveen Small Cap Growth Opp R6 | 36.79% |
| BlackRock Advantage Small Cap Gr R | 41.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.871 |
| Beta (5Y) | 1.170 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.38% |
| Historical Sharpe Ratio (5Y) | 0.3163 |
| Historical Sortino (5Y) | 0.3441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.25% |