Victory THB US Small Opportunities I (THBIX)
17.48
-0.38 (-2.13%)
USD |
Jun 28 2022
THBIX Max Drawdown (5Y): 49.41% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 49.41% |
April 30, 2022 | 49.41% |
March 31, 2022 | 49.41% |
February 28, 2022 | 49.41% |
January 31, 2022 | 49.41% |
December 31, 2021 | 49.41% |
November 30, 2021 | 49.41% |
October 31, 2021 | 49.41% |
September 30, 2021 | 49.41% |
August 31, 2021 | 49.41% |
July 31, 2021 | 49.41% |
June 30, 2021 | 49.41% |
May 31, 2021 | 49.41% |
April 30, 2021 | 49.41% |
March 31, 2021 | 49.41% |
February 28, 2021 | 49.41% |
January 31, 2021 | 49.41% |
December 31, 2020 | 49.41% |
November 30, 2020 | 49.41% |
October 31, 2020 | 49.41% |
September 30, 2020 | 49.41% |
August 31, 2020 | 49.41% |
July 31, 2020 | 49.41% |
June 30, 2020 | 49.41% |
May 31, 2020 | 49.41% |
Date | Value |
---|---|
April 30, 2020 | 49.41% |
March 31, 2020 | 49.41% |
February 29, 2020 | 28.93% |
January 31, 2020 | 28.93% |
December 31, 2019 | 28.93% |
November 30, 2019 | 28.93% |
October 31, 2019 | 28.93% |
September 30, 2019 | 28.93% |
August 31, 2019 | 28.93% |
July 31, 2019 | 28.93% |
June 30, 2019 | 28.93% |
May 31, 2019 | 28.93% |
April 30, 2019 | 28.93% |
March 31, 2019 | 28.93% |
February 28, 2019 | 28.93% |
January 31, 2019 | 28.93% |
December 31, 2018 | 28.93% |
November 30, 2018 | 28.93% |
October 31, 2018 | 28.93% |
September 30, 2018 | 28.93% |
August 31, 2018 | 28.93% |
July 31, 2018 | 28.93% |
June 30, 2018 | 28.93% |
May 31, 2018 | 28.93% |
April 30, 2018 | 28.93% |
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
28.93%
Minimum
Jun 2017
49.41%
Maximum
Mar 2020
38.14%
Average
28.93%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.476 |
Beta (5Y) | 1.197 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.39% |
Historical Sharpe Ratio (5Y) | 0.3939 |
Historical Sortino (5Y) | 0.4759 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.48% |