DWS Equity Sector Strategy Fund Class A (SUPAX)
13.05
+0.11 (+0.85%)
USD |
May 25 2022
SUPAX Max Drawdown (5Y): 29.69% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 29.69% |
| March 31, 2022 | 29.69% |
| February 28, 2022 | 29.69% |
| January 31, 2022 | 29.69% |
| December 31, 2021 | 29.69% |
| November 30, 2021 | 29.69% |
| October 31, 2021 | 29.69% |
| September 30, 2021 | 29.69% |
| August 31, 2021 | 29.69% |
| July 31, 2021 | 29.69% |
| June 30, 2021 | 29.69% |
| May 31, 2021 | 29.69% |
| April 30, 2021 | 29.69% |
| March 31, 2021 | 29.69% |
| February 28, 2021 | 29.69% |
| January 31, 2021 | 29.69% |
| December 31, 2020 | 29.69% |
| November 30, 2020 | 29.69% |
| October 31, 2020 | 29.69% |
| September 30, 2020 | 29.69% |
| August 31, 2020 | 29.69% |
| July 31, 2020 | 29.69% |
| June 30, 2020 | 29.69% |
| May 31, 2020 | 29.69% |
| April 30, 2020 | 29.69% |
| Date | Value |
|---|---|
| March 31, 2020 | 29.69% |
| February 29, 2020 | 17.99% |
| January 31, 2020 | 17.99% |
| December 31, 2019 | 17.99% |
| November 30, 2019 | 17.99% |
| October 31, 2019 | 17.99% |
| September 30, 2019 | 17.99% |
| August 31, 2019 | 17.99% |
| July 31, 2019 | 17.99% |
| June 30, 2019 | 17.99% |
| May 31, 2019 | 17.99% |
| April 30, 2019 | 17.99% |
| March 31, 2019 | 17.99% |
| February 28, 2019 | 17.99% |
| January 31, 2019 | 17.99% |
| December 31, 2018 | 17.99% |
| November 30, 2018 | 14.97% |
| October 31, 2018 | 14.97% |
| September 30, 2018 | 14.97% |
| August 31, 2018 | 14.97% |
| July 31, 2018 | 14.97% |
| June 30, 2018 | 14.97% |
| May 31, 2018 | 14.97% |
| April 30, 2018 | 14.97% |
| March 31, 2018 | 14.97% |
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
14.97%
Minimum
May 2017
29.69%
Maximum
Mar 2020
22.10%
Average
17.99%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Equity Focus A | 37.02% |
| Fidelity Advisor® Mega Cap Stock A | 35.21% |
| MFS Massachusetts Investors Tr 529A | 33.44% |
| Russell Inv US Strategic Equity A | 34.37% |
| Rydex S&P 500 A | 34.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.663 |
| Beta (5Y) | 0.7865 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.46% |
| Historical Sharpe Ratio (5Y) | 0.4317 |
| Historical Sortino (5Y) | 0.4152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.15% |