Touchstone Mid Cap Value Inst (TCVIX)
19.92
+0.23 (+1.17%)
USD |
Mar 24 2023
TCVIX Max Drawdown (5Y): 41.89% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 41.89% |
| January 31, 2023 | 41.89% |
| December 31, 2022 | 41.89% |
| November 30, 2022 | 41.89% |
| October 31, 2022 | 41.89% |
| September 30, 2022 | 41.89% |
| August 31, 2022 | 41.89% |
| July 31, 2022 | 41.89% |
| June 30, 2022 | 41.89% |
| May 31, 2022 | 41.89% |
| April 30, 2022 | 41.89% |
| March 31, 2022 | 41.89% |
| February 28, 2022 | 41.89% |
| January 31, 2022 | 41.89% |
| December 31, 2021 | 41.89% |
| November 30, 2021 | 41.89% |
| October 31, 2021 | 41.89% |
| September 30, 2021 | 41.89% |
| August 31, 2021 | 41.89% |
| July 31, 2021 | 41.89% |
| June 30, 2021 | 41.89% |
| May 31, 2021 | 41.89% |
| April 30, 2021 | 41.89% |
| March 31, 2021 | 41.89% |
| February 28, 2021 | 41.89% |
| Date | Value |
|---|---|
| January 31, 2021 | 41.89% |
| December 31, 2020 | 41.89% |
| November 30, 2020 | 41.89% |
| October 31, 2020 | 41.89% |
| September 30, 2020 | 41.89% |
| August 31, 2020 | 41.89% |
| July 31, 2020 | 41.89% |
| June 30, 2020 | 41.89% |
| May 31, 2020 | 41.89% |
| April 30, 2020 | 41.89% |
| March 31, 2020 | 41.89% |
| February 29, 2020 | 23.97% |
| January 31, 2020 | 23.97% |
| December 31, 2019 | 23.97% |
| November 30, 2019 | 23.97% |
| October 31, 2019 | 23.97% |
| September 30, 2019 | 23.97% |
| August 31, 2019 | 23.97% |
| July 31, 2019 | 23.97% |
| June 30, 2019 | 23.97% |
| May 31, 2019 | 23.97% |
| April 30, 2019 | 23.97% |
| March 31, 2019 | 23.97% |
| February 28, 2019 | 23.97% |
| January 31, 2019 | 23.97% |
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
16.55%
Minimum
Mar 2018
41.89%
Maximum
Mar 2020
33.61%
Average
41.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Transamerica Mid Cap Value Opps I2 | 44.16% |
| MassMutual Mid Cap Value I | 39.61% |
| Diamond Hill Select I | 44.27% |
| Nuveen Mid Cap Value I | 44.55% |
| Fuller & Thaler Behav Md-Cp Val Instl | 42.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.439 |
| Beta (5Y) | 1.017 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.9954 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9422 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.83% |
| Historical Sharpe Ratio (5Y) | 0.391 |
| Historical Sortino (5Y) | 0.4054 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.07% |