Thrivent Mid Cap Stock S (TMSIX)
30.37
+0.02 (+0.07%)
USD |
Jun 27 2022
TMSIX Max Drawdown (5Y): 40.66% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 40.66% |
| April 30, 2022 | 40.66% |
| March 31, 2022 | 40.66% |
| February 28, 2022 | 40.66% |
| January 31, 2022 | 40.66% |
| December 31, 2021 | 40.66% |
| November 30, 2021 | 40.66% |
| October 31, 2021 | 40.66% |
| September 30, 2021 | 40.66% |
| August 31, 2021 | 40.66% |
| July 31, 2021 | 40.66% |
| June 30, 2021 | 40.66% |
| May 31, 2021 | 40.66% |
| April 30, 2021 | 40.66% |
| March 31, 2021 | 40.66% |
| February 28, 2021 | 40.66% |
| January 31, 2021 | 40.66% |
| December 31, 2020 | 40.66% |
| November 30, 2020 | 40.66% |
| October 31, 2020 | 40.66% |
| September 30, 2020 | 40.66% |
| August 31, 2020 | 40.66% |
| July 31, 2020 | 40.66% |
| June 30, 2020 | 40.66% |
| May 31, 2020 | 40.66% |
| Date | Value |
|---|---|
| April 30, 2020 | 40.66% |
| March 31, 2020 | 40.66% |
| February 29, 2020 | 21.24% |
| January 31, 2020 | 21.24% |
| December 31, 2019 | 21.24% |
| November 30, 2019 | 21.24% |
| October 31, 2019 | 21.24% |
| September 30, 2019 | 21.24% |
| August 31, 2019 | 21.24% |
| July 31, 2019 | 21.24% |
| June 30, 2019 | 21.24% |
| May 31, 2019 | 21.24% |
| April 30, 2019 | 21.24% |
| March 31, 2019 | 21.24% |
| February 28, 2019 | 21.24% |
| January 31, 2019 | 21.24% |
| December 31, 2018 | 21.24% |
| November 30, 2018 | 18.62% |
| October 31, 2018 | 18.62% |
| September 30, 2018 | 18.62% |
| August 31, 2018 | 18.62% |
| July 31, 2018 | 18.62% |
| June 30, 2018 | 18.62% |
| May 31, 2018 | 18.62% |
| April 30, 2018 | 18.62% |
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
18.62%
Minimum
Jun 2017
40.66%
Maximum
Mar 2020
29.19%
Average
21.24%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Touchstone Mid Cap Y | 35.54% |
| Parnassus Mid-Cap | 37.39% |
| Fidelity® Mid Cap Enhanced Index | 40.10% |
| ClearBridge Mid Cap 1 | 39.86% |
| Fidelity® Mid-Cap Stock | 40.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.260 |
| Beta (5Y) | 1.10 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.64% |
| Historical Sharpe Ratio (5Y) | 0.5777 |
| Historical Sortino (5Y) | 0.5875 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.19% |