Transamerica US Growth C (TADCX)
18.56
-0.16 (-0.85%)
USD |
Jun 27 2022
TADCX Max Drawdown (5Y): 31.40% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 31.40% |
| April 30, 2022 | 31.40% |
| March 31, 2022 | 31.40% |
| February 28, 2022 | 31.40% |
| January 31, 2022 | 31.40% |
| December 31, 2021 | 31.40% |
| November 30, 2021 | 31.40% |
| October 31, 2021 | 31.40% |
| September 30, 2021 | 31.40% |
| August 31, 2021 | 31.40% |
| July 31, 2021 | 31.40% |
| June 30, 2021 | 31.40% |
| May 31, 2021 | 31.40% |
| April 30, 2021 | 31.40% |
| March 31, 2021 | 31.40% |
| February 28, 2021 | 31.40% |
| January 31, 2021 | 31.40% |
| December 31, 2020 | 31.40% |
| November 30, 2020 | 31.40% |
| October 31, 2020 | 31.40% |
| September 30, 2020 | 31.40% |
| August 31, 2020 | 31.40% |
| July 31, 2020 | 31.40% |
| June 30, 2020 | 31.40% |
| May 31, 2020 | 31.40% |
| Date | Value |
|---|---|
| April 30, 2020 | 31.40% |
| March 31, 2020 | 31.40% |
| February 29, 2020 | 22.82% |
| January 31, 2020 | 22.82% |
| December 31, 2019 | 22.82% |
| November 30, 2019 | 22.82% |
| October 31, 2019 | 22.82% |
| September 30, 2019 | 22.82% |
| August 31, 2019 | 22.82% |
| July 31, 2019 | 22.82% |
| June 30, 2019 | 22.82% |
| May 31, 2019 | 22.82% |
| April 30, 2019 | 22.82% |
| March 31, 2019 | 22.82% |
| February 28, 2019 | 22.82% |
| January 31, 2019 | 22.82% |
| December 31, 2018 | 22.82% |
| November 30, 2018 | 15.95% |
| October 31, 2018 | 15.95% |
| September 30, 2018 | 15.95% |
| August 31, 2018 | 15.95% |
| July 31, 2018 | 15.95% |
| June 30, 2018 | 15.95% |
| May 31, 2018 | 15.95% |
| April 30, 2018 | 15.95% |
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
15.95%
Minimum
Jun 2017
31.40%
Maximum
Mar 2020
24.62%
Average
22.82%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Optimum Large Cap Growth C | 35.64% |
| Fidelity Advisor® Stock Sel All Cp C | 34.42% |
| Nuveen Winslow Large-Cap Growth ESG C | 34.36% |
| JPMorgan U.S. GARP Equity C | 31.38% |
| American Century Ultra® C | 32.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.263 |
| Beta (5Y) | 1.101 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.32% |
| Historical Sharpe Ratio (5Y) | 0.7053 |
| Historical Sortino (5Y) | 0.838 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.16% |