Sterling Capital Behav Sm Cp Val Eq R6 (STRBX)
16.30
-0.04 (-0.24%)
USD |
Mar 30 2023
STRBX Max Drawdown (5Y): 51.10% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 51.10% |
January 31, 2023 | 51.10% |
December 31, 2022 | 51.10% |
November 30, 2022 | 51.10% |
October 31, 2022 | 51.10% |
September 30, 2022 | 51.10% |
August 31, 2022 | 51.10% |
July 31, 2022 | 51.10% |
June 30, 2022 | 51.10% |
May 31, 2022 | 51.10% |
April 30, 2022 | 51.10% |
March 31, 2022 | 51.10% |
February 28, 2022 | 51.10% |
January 31, 2022 | 51.10% |
December 31, 2021 | 51.10% |
November 30, 2021 | 51.10% |
October 31, 2021 | 51.10% |
September 30, 2021 | 51.10% |
August 31, 2021 | 51.10% |
July 31, 2021 | 51.10% |
June 30, 2021 | 51.10% |
May 31, 2021 | 51.10% |
April 30, 2021 | 51.10% |
March 31, 2021 | 51.10% |
February 28, 2021 | 51.10% |
Date | Value |
---|---|
January 31, 2021 | 51.10% |
December 31, 2020 | 51.10% |
November 30, 2020 | 51.10% |
October 31, 2020 | 51.10% |
September 30, 2020 | 51.10% |
August 31, 2020 | 51.10% |
July 31, 2020 | 51.10% |
June 30, 2020 | 51.10% |
May 31, 2020 | 51.10% |
April 30, 2020 | 51.10% |
March 31, 2020 | 51.10% |
February 29, 2020 | 26.50% |
January 31, 2020 | 26.50% |
December 31, 2019 | 26.50% |
November 30, 2019 | 26.50% |
October 31, 2019 | 26.50% |
September 30, 2019 | 26.50% |
August 31, 2019 | 26.50% |
July 31, 2019 | 26.50% |
June 30, 2019 | 26.50% |
May 31, 2019 | 26.50% |
April 30, 2019 | 26.50% |
March 31, 2019 | 26.50% |
February 28, 2019 | 26.50% |
January 31, 2019 | 26.50% |
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
18.47%
Minimum
Mar 2018
51.10%
Maximum
Mar 2020
40.06%
Average
51.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Goldman Sachs Small Cp Val Insghts R6 | 47.14% |
Nuveen Small Cap Value R6 | 53.60% |
Franklin Small Cap Value R | 44.12% |
Invesco Small Cap Value R6 | 57.21% |
William Blair Small Cap Value R6 | 45.45% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.168 |
Beta (5Y) | 1.165 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7281 |
Beta (vs YCharts Benchmark) (5Y) | 0.9879 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.65% |
Historical Sharpe Ratio (5Y) | 0.3084 |
Historical Sortino (5Y) | 0.3349 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.40% |