ProFunds Small Cap Value Svc (SVPSX)
83.37
+0.10 (+0.12%)
USD |
Sep 17 2021
SVPSX Max Drawdown (5Y): 49.98% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 49.98% |
| July 31, 2021 | 49.98% |
| June 30, 2021 | 49.98% |
| May 31, 2021 | 49.98% |
| April 30, 2021 | 49.98% |
| March 31, 2021 | 49.98% |
| February 28, 2021 | 49.98% |
| January 31, 2021 | 49.98% |
| December 31, 2020 | 49.98% |
| November 30, 2020 | 49.98% |
| October 31, 2020 | 49.98% |
| September 30, 2020 | 49.98% |
| August 31, 2020 | 49.98% |
| July 31, 2020 | 49.98% |
| June 30, 2020 | 49.98% |
| May 31, 2020 | 49.98% |
| April 30, 2020 | 49.98% |
| March 31, 2020 | 49.98% |
| February 29, 2020 | 28.26% |
| January 31, 2020 | 28.26% |
| December 31, 2019 | 28.26% |
| November 30, 2019 | 28.26% |
| October 31, 2019 | 28.26% |
| September 30, 2019 | 28.26% |
| August 31, 2019 | 28.26% |
| Date | Value |
|---|---|
| July 31, 2019 | 28.26% |
| June 30, 2019 | 28.26% |
| May 31, 2019 | 28.26% |
| April 30, 2019 | 28.26% |
| March 31, 2019 | 28.26% |
| February 28, 2019 | 28.26% |
| January 31, 2019 | 28.26% |
| December 31, 2018 | 28.26% |
| November 30, 2018 | 22.14% |
| October 31, 2018 | 22.14% |
| September 30, 2018 | 22.14% |
| August 31, 2018 | 22.14% |
| July 31, 2018 | 22.14% |
| June 30, 2018 | 22.14% |
| May 31, 2018 | 22.14% |
| April 30, 2018 | 22.14% |
| March 31, 2018 | 22.14% |
| February 28, 2018 | 22.14% |
| January 31, 2018 | 22.14% |
| December 31, 2017 | 22.14% |
| November 30, 2017 | 22.14% |
| October 31, 2017 | 22.14% |
| September 30, 2017 | 22.14% |
| August 31, 2017 | 22.14% |
| July 31, 2017 | 22.14% |
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
22.14%
Minimum
Sep 2016
49.98%
Maximum
Mar 2020
32.02%
Average
28.26%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Vanguard S&P Small-Cap 600 Val Idx Instl | 47.59% |
| VY® Columbia Small Cap Value II S2 | 49.31% |
| MassMutual Small Company Val Svc | 48.04% |
| Royce Special Equity Svc | 32.31% |
| Royce Opportunity Svc | 50.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.01 |
| Beta (5Y) | 1.324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.13% |
| Historical Sharpe Ratio (5Y) | 0.4423 |
| Historical Sortino (5Y) | 0.4914 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.17% |