Templeton Global Smaller Comp Adv (TGSAX)
9.06
-0.02 (-0.22%)
USD |
Aug 15 2022
TGSAX Max Drawdown (5Y): 41.14% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 41.14% |
| June 30, 2022 | 41.14% |
| May 31, 2022 | 41.14% |
| April 30, 2022 | 41.14% |
| March 31, 2022 | 41.14% |
| February 28, 2022 | 41.14% |
| January 31, 2022 | 41.14% |
| December 31, 2021 | 41.14% |
| November 30, 2021 | 41.14% |
| October 31, 2021 | 41.14% |
| September 30, 2021 | 41.14% |
| August 31, 2021 | 41.14% |
| July 31, 2021 | 41.14% |
| June 30, 2021 | 41.14% |
| May 31, 2021 | 41.14% |
| April 30, 2021 | 41.14% |
| March 31, 2021 | 41.14% |
| February 28, 2021 | 41.14% |
| January 31, 2021 | 41.14% |
| December 31, 2020 | 41.14% |
| November 30, 2020 | 41.14% |
| October 31, 2020 | 41.14% |
| September 30, 2020 | 41.14% |
| August 31, 2020 | 41.14% |
| July 31, 2020 | 41.14% |
| Date | Value |
|---|---|
| June 30, 2020 | 41.14% |
| May 31, 2020 | 41.14% |
| April 30, 2020 | 41.14% |
| March 31, 2020 | 41.14% |
| February 29, 2020 | 24.97% |
| January 31, 2020 | 24.97% |
| December 31, 2019 | 24.97% |
| November 30, 2019 | 24.97% |
| October 31, 2019 | 24.97% |
| September 30, 2019 | 24.97% |
| August 31, 2019 | 24.97% |
| July 31, 2019 | 24.97% |
| June 30, 2019 | 24.97% |
| May 31, 2019 | 24.97% |
| April 30, 2019 | 24.97% |
| March 31, 2019 | 24.97% |
| February 28, 2019 | 24.97% |
| January 31, 2019 | 24.97% |
| December 31, 2018 | 24.97% |
| November 30, 2018 | 24.72% |
| October 31, 2018 | 24.72% |
| September 30, 2018 | 24.72% |
| August 31, 2018 | 24.72% |
| July 31, 2018 | 24.72% |
| June 30, 2018 | 24.72% |
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
24.72%
Minimum
Aug 2017
41.14%
Maximum
Mar 2020
32.72%
Average
24.97%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6617 |
| Beta (5Y) | 1.175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.00% |
| Historical Sharpe Ratio (5Y) | 0.2074 |
| Historical Sortino (5Y) | 0.2277 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.58% |