Victory Sycamore Small Company Opportunity Fund A (SSGSX)
41.59
-0.23
(-0.55%)
USD |
May 23 2025
SSGSX Max Drawdown (5Y): 31.13% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Goldman Sachs Small Cap Value Fund A | 37.07% |
| Victory RS Partners Fund A | 33.89% |
| MFS New Discovery Value Fund A | 32.41% |
| Fidelity Advisor Small Cap Value Fund A | 34.45% |
| AB Discovery Value Fund A | 38.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.662 |
| Beta (5Y) | 0.9906 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.012 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8521 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.71% |
| Historical Sharpe Ratio (5Y) | 0.3821 |
| Historical Sortino (5Y) | 0.7589 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.56% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:SSGSX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:SSGSX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |