Sit Small Cap Growth Fund (SSMGX)
59.55
-0.64
(-1.06%)
USD |
Mar 20 2025
SSMGX Max Drawdown (5Y): 35.72% for Feb. 28, 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
| Sit Mid Cap Growth Fund, Inc. | 35.14% |
| Azzad Ethical Fund | 37.13% |
| Commerce MidCap Growth Fund | 34.23% |
| Marsico Midcap Growth Focus Fund Investor | 40.58% |
| NYLI Fiera SMID Growth Fund I | 35.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.625 |
| Beta (5Y) | 1.154 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.840 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9357 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.06% |
| Historical Sharpe Ratio (5Y) | 0.3431 |
| Historical Sortino (5Y) | 0.6211 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.63% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:SSMGX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:SSMGX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |