DWS Equity Sector Strategy Fund Class C (SUPCX)
12.37
0.00 (0.00%)
USD |
Jun 29 2022
SUPCX Max Drawdown (5Y): 29.72% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 29.72% |
| April 30, 2022 | 29.72% |
| March 31, 2022 | 29.72% |
| February 28, 2022 | 29.72% |
| January 31, 2022 | 29.72% |
| December 31, 2021 | 29.72% |
| November 30, 2021 | 29.72% |
| October 31, 2021 | 29.72% |
| September 30, 2021 | 29.72% |
| August 31, 2021 | 29.72% |
| July 31, 2021 | 29.72% |
| June 30, 2021 | 29.72% |
| May 31, 2021 | 29.72% |
| April 30, 2021 | 29.72% |
| March 31, 2021 | 29.72% |
| February 28, 2021 | 29.72% |
| January 31, 2021 | 29.72% |
| December 31, 2020 | 29.72% |
| November 30, 2020 | 29.72% |
| October 31, 2020 | 29.72% |
| September 30, 2020 | 29.72% |
| August 31, 2020 | 29.72% |
| July 31, 2020 | 29.72% |
| June 30, 2020 | 29.72% |
| May 31, 2020 | 29.72% |
| Date | Value |
|---|---|
| April 30, 2020 | 29.72% |
| March 31, 2020 | 29.72% |
| February 29, 2020 | 18.48% |
| January 31, 2020 | 18.48% |
| December 31, 2019 | 18.48% |
| November 30, 2019 | 18.48% |
| October 31, 2019 | 18.48% |
| September 30, 2019 | 18.48% |
| August 31, 2019 | 18.48% |
| July 31, 2019 | 18.48% |
| June 30, 2019 | 18.48% |
| May 31, 2019 | 18.48% |
| April 30, 2019 | 18.48% |
| March 31, 2019 | 18.48% |
| February 28, 2019 | 18.48% |
| January 31, 2019 | 18.48% |
| December 31, 2018 | 18.48% |
| November 30, 2018 | 15.52% |
| October 31, 2018 | 15.52% |
| September 30, 2018 | 15.52% |
| August 31, 2018 | 15.52% |
| July 31, 2018 | 15.52% |
| June 30, 2018 | 15.52% |
| May 31, 2018 | 15.52% |
| April 30, 2018 | 15.52% |
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
15.52%
Minimum
Jun 2017
29.72%
Maximum
Mar 2020
22.65%
Average
18.48%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Equity Focus C | 37.06% |
| American Century Equity Growth C | 32.03% |
| Nationwide BNY Mellon Dyn US Core C | 32.76% |
| Russell Inv US Strategic Equity C | 34.40% |
| Rydex S&P 500 C | 34.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.511 |
| Beta (5Y) | 0.7844 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.95% |
| Historical Sharpe Ratio (5Y) | 0.3438 |
| Historical Sortino (5Y) | 0.3383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.26% |