DWS Small Cap Core Inst (SZCIX)
41.72
-0.24 (-0.57%)
USD |
May 20 2022
SZCIX Max Drawdown (5Y): 47.95% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 47.95% |
| March 31, 2022 | 47.95% |
| February 28, 2022 | 47.95% |
| January 31, 2022 | 47.95% |
| December 31, 2021 | 47.95% |
| November 30, 2021 | 47.95% |
| October 31, 2021 | 47.95% |
| September 30, 2021 | 47.95% |
| August 31, 2021 | 47.95% |
| July 31, 2021 | 47.95% |
| June 30, 2021 | 47.95% |
| May 31, 2021 | 47.95% |
| April 30, 2021 | 47.95% |
| March 31, 2021 | 47.95% |
| February 28, 2021 | 47.95% |
| January 31, 2021 | 47.95% |
| December 31, 2020 | 47.95% |
| November 30, 2020 | 47.95% |
| October 31, 2020 | 47.95% |
| September 30, 2020 | 47.95% |
| August 31, 2020 | 47.95% |
| July 31, 2020 | 47.95% |
| June 30, 2020 | 47.95% |
| May 31, 2020 | 47.95% |
| April 30, 2020 | 47.95% |
| Date | Value |
|---|---|
| March 31, 2020 | 47.95% |
| February 29, 2020 | 28.51% |
| January 31, 2020 | 28.51% |
| December 31, 2019 | 28.51% |
| November 30, 2019 | 28.51% |
| October 31, 2019 | 28.51% |
| September 30, 2019 | 28.51% |
| August 31, 2019 | 28.51% |
| July 31, 2019 | 28.51% |
| June 30, 2019 | 28.51% |
| May 31, 2019 | 28.51% |
| April 30, 2019 | 28.51% |
| March 31, 2019 | 28.51% |
| February 28, 2019 | 28.51% |
| January 31, 2019 | 28.51% |
| December 31, 2018 | 28.51% |
| November 30, 2018 | 20.81% |
| October 31, 2018 | 20.81% |
| September 30, 2018 | 20.81% |
| August 31, 2018 | 20.81% |
| July 31, 2018 | 20.81% |
| June 30, 2018 | 20.81% |
| May 31, 2018 | 20.81% |
| April 30, 2018 | 20.81% |
| March 31, 2018 | 20.81% |
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
20.81%
Minimum
May 2017
47.95%
Maximum
Mar 2020
34.49%
Average
28.51%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.817 |
| Beta (5Y) | 1.188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.48% |
| Historical Sharpe Ratio (5Y) | 0.4809 |
| Historical Sortino (5Y) | 0.5206 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.14% |