T. Rowe Price Mid-Cap Value Adv (TAMVX)
30.46
+0.39 (+1.30%)
USD |
Jul 01 2022
TAMVX Max Drawdown (5Y): 39.43% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 39.43% |
| May 31, 2022 | 39.43% |
| April 30, 2022 | 39.43% |
| March 31, 2022 | 39.43% |
| February 28, 2022 | 39.43% |
| January 31, 2022 | 39.43% |
| December 31, 2021 | 39.43% |
| November 30, 2021 | 39.43% |
| October 31, 2021 | 39.43% |
| September 30, 2021 | 39.43% |
| August 31, 2021 | 39.43% |
| July 31, 2021 | 39.43% |
| June 30, 2021 | 39.43% |
| May 31, 2021 | 39.43% |
| April 30, 2021 | 39.43% |
| March 31, 2021 | 39.43% |
| February 28, 2021 | 39.43% |
| January 31, 2021 | 39.43% |
| December 31, 2020 | 39.43% |
| November 30, 2020 | 39.43% |
| October 31, 2020 | 39.43% |
| September 30, 2020 | 39.43% |
| August 31, 2020 | 39.43% |
| July 31, 2020 | 39.43% |
| June 30, 2020 | 39.43% |
| Date | Value |
|---|---|
| May 31, 2020 | 39.43% |
| April 30, 2020 | 39.43% |
| March 31, 2020 | 39.43% |
| February 29, 2020 | 19.26% |
| January 31, 2020 | 19.26% |
| December 31, 2019 | 19.26% |
| November 30, 2019 | 19.26% |
| October 31, 2019 | 19.26% |
| September 30, 2019 | 19.26% |
| August 31, 2019 | 19.26% |
| July 31, 2019 | 19.26% |
| June 30, 2019 | 19.26% |
| May 31, 2019 | 19.26% |
| April 30, 2019 | 19.26% |
| March 31, 2019 | 19.26% |
| February 28, 2019 | 19.26% |
| January 31, 2019 | 19.26% |
| December 31, 2018 | 19.26% |
| November 30, 2018 | 17.31% |
| October 31, 2018 | 17.31% |
| September 30, 2018 | 17.31% |
| August 31, 2018 | 17.31% |
| July 31, 2018 | 17.31% |
| June 30, 2018 | 17.31% |
| May 31, 2018 | 17.31% |
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
17.31%
Minimum
Jul 2017
39.43%
Maximum
Mar 2020
28.12%
Average
19.26%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| VY® JPMorgan Mid Cap Value A | 43.20% |
| VY® American Century Sm-Mid Cp Val A | 40.98% |
| Artisan Mid Cap Value Advisor | 44.42% |
| Reinhart Mid Cap PMV Adv | 44.46% |
| Meeder Quantex Retail | 50.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.334 |
| Beta (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.36% |
| Historical Sharpe Ratio (5Y) | 0.3944 |
| Historical Sortino (5Y) | 0.4083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.19% |