Sterling Capital Stratton SmCp Val A (STSNX)
61.56
+2.19 (+3.69%)
USD |
Jun 24 2022
STSNX Max Drawdown (5Y): 44.32% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 44.32% |
| April 30, 2022 | 44.32% |
| March 31, 2022 | 44.32% |
| February 28, 2022 | 44.32% |
| January 31, 2022 | 44.32% |
| December 31, 2021 | 44.32% |
| November 30, 2021 | 44.32% |
| October 31, 2021 | 44.32% |
| September 30, 2021 | 44.32% |
| August 31, 2021 | 44.32% |
| July 31, 2021 | 44.32% |
| June 30, 2021 | 44.32% |
| May 31, 2021 | 44.32% |
| April 30, 2021 | 44.32% |
| March 31, 2021 | 44.32% |
| February 28, 2021 | 44.32% |
| January 31, 2021 | 44.32% |
| December 31, 2020 | 44.32% |
| November 30, 2020 | 44.32% |
| October 31, 2020 | 44.32% |
| September 30, 2020 | 44.32% |
| August 31, 2020 | 44.32% |
| July 31, 2020 | 44.32% |
| June 30, 2020 | 44.32% |
| May 31, 2020 | 44.32% |
| Date | Value |
|---|---|
| April 30, 2020 | 44.32% |
| March 31, 2020 | 44.32% |
| February 29, 2020 | 23.34% |
| January 31, 2020 | 23.34% |
| December 31, 2019 | 23.34% |
| November 30, 2019 | 23.34% |
| October 31, 2019 | 23.34% |
| September 30, 2019 | 23.34% |
| August 31, 2019 | 23.34% |
| July 31, 2019 | 23.34% |
| June 30, 2019 | 23.34% |
| May 31, 2019 | 23.34% |
| April 30, 2019 | 23.34% |
| March 31, 2019 | 23.34% |
| February 28, 2019 | 23.34% |
| January 31, 2019 | 23.34% |
| December 31, 2018 | 23.34% |
| November 30, 2018 | 20.85% |
| October 31, 2018 | 20.85% |
| September 30, 2018 | 20.85% |
| August 31, 2018 | 20.85% |
| July 31, 2018 | 20.85% |
| June 30, 2018 | 20.85% |
| May 31, 2018 | 20.85% |
| April 30, 2018 | 20.85% |
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
20.85%
Minimum
Jun 2017
44.32%
Maximum
Mar 2020
32.03%
Average
23.34%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Allspring Disciplined Small Cap A | 48.02% |
| TETON Westwood SmallCap Equity A | 45.17% |
| RBC Enterprise A | 48.47% |
| American Beacon Zebra Small Cap Eq A | 41.01% |
| Pacific Funds Small-Cap A | 45.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.398 |
| Beta (5Y) | 1.134 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.21% |
| Historical Sharpe Ratio (5Y) | 0.3869 |
| Historical Sortino (5Y) | 0.4008 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.66% |