Victory Special Value A (SSVSX)

36.23 -0.21 (-0.58%) USD  |  Dec 12 2024
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SSVSX Max Drawdown (5Y): 37.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Eaton Vance Stock A 33.83%
Morgan Stanley Instl US Core A 38.35%
Natixis Vaughan Nelson Select A 33.15%
Victory Munder Multi-Cap A 38.01%
Victory Diversified Stock A 37.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.8740
Beta (5Y) 1.053
Alpha (vs YCharts Benchmark) (5Y) -0.874
Beta (vs YCharts Benchmark) (5Y) 1.053
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.43%
Historical Sharpe Ratio (5Y) 0.6453
Historical Sortino (5Y) 0.6708
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.17%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:SSVSX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:SSVSX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.