Sterling Capital Behav Sm Cp Val Eq R6 (STRBX)
19.62
+0.45 (+2.35%)
USD |
May 26 2022
STRBX Max Drawdown (5Y): 51.10% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| December 31, 2018 | 26.50% |
| November 30, 2018 | 18.47% |
| October 31, 2018 | 18.47% |
| September 30, 2018 | 18.47% |
| August 31, 2018 | 18.47% |
| July 31, 2018 | 18.47% |
| June 30, 2018 | 18.47% |
| May 31, 2018 | 18.47% |
| April 30, 2018 | 18.47% |
| March 31, 2018 | 18.47% |
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
Jun 2017
51.10%
Maximum
Mar 2020
34.63%
Average
26.50%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Small Cap Value R2 | 47.03% |
| Federated Hermes Clover Small Value R | 48.56% |
| VY® Columbia Small Cap Value II R6 | 49.00% |
| Principal SmallCap Value II R5 | 45.83% |
| Putnam Small Cap Value R6 | 52.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.923 |
| Beta (5Y) | 1.148 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.60% |
| Historical Sharpe Ratio (5Y) | 0.318 |
| Historical Sortino (5Y) | 0.3277 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.18% |