AMG TimesSquare Mid Cap Growth Fund Z (TMDIX)
17.73
-0.05
(-0.28%)
USD |
May 23 2025
TMDIX Max Drawdown (5Y): 30.92% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Hartford MidCap Fund I | 32.96% |
| Hartford MidCap HLS Fund IA | 33.05% |
| CIBC Atlas Mid Cap Equity Fund Institutional | 29.89% |
| PGIM Jennison Mid-Cap Growth Fund Z | 36.30% |
| Nicholas II Inc I | 25.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.157 |
| Beta (5Y) | 0.9903 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.576 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8382 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.25% |
| Historical Sharpe Ratio (5Y) | 0.5595 |
| Historical Sortino (5Y) | 0.8701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.44% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:TMDIX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:TMDIX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |