1290 GAMCO Small/Mid Cap Value I (TNVIX)
14.02
+0.08 (+0.59%)
USD |
Jun 27 2022
TNVIX Max Drawdown (5Y): 44.10% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 44.10% |
| April 30, 2022 | 44.10% |
| March 31, 2022 | 44.10% |
| February 28, 2022 | 44.10% |
| January 31, 2022 | 44.10% |
| December 31, 2021 | 44.10% |
| November 30, 2021 | 44.10% |
| October 31, 2021 | 44.10% |
| September 30, 2021 | 44.10% |
| August 31, 2021 | 44.10% |
| July 31, 2021 | 44.10% |
| June 30, 2021 | 44.10% |
| May 31, 2021 | 44.10% |
| April 30, 2021 | 44.10% |
| March 31, 2021 | 44.10% |
| February 28, 2021 | 44.10% |
| January 31, 2021 | 44.10% |
| December 31, 2020 | 44.10% |
| November 30, 2020 | 44.10% |
| October 31, 2020 | 44.10% |
| September 30, 2020 | 44.10% |
| August 31, 2020 | 44.10% |
| July 31, 2020 | 44.10% |
| June 30, 2020 | 44.10% |
| May 31, 2020 | 44.10% |
| Date | Value |
|---|---|
| April 30, 2020 | 44.10% |
| March 31, 2020 | 44.10% |
| February 29, 2020 | 22.00% |
| January 31, 2020 | 22.00% |
| December 31, 2019 | 22.00% |
| November 30, 2019 | 22.00% |
| October 31, 2019 | 22.00% |
| September 30, 2019 | 22.00% |
| August 31, 2019 | 22.00% |
| July 31, 2019 | 22.00% |
| June 30, 2019 | 22.00% |
| May 31, 2019 | 22.00% |
| April 30, 2019 | 22.00% |
| March 31, 2019 | 22.00% |
| February 28, 2019 | 22.00% |
| January 31, 2019 | 22.00% |
| December 31, 2018 | 22.00% |
| November 30, 2018 | 17.86% |
| October 31, 2018 | 17.86% |
| September 30, 2018 | 17.86% |
| August 31, 2018 | 17.86% |
| July 31, 2018 | 17.86% |
| June 30, 2018 | 17.86% |
| May 31, 2018 | 17.86% |
| April 30, 2018 | 17.86% |
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
17.86%
Minimum
Jun 2017
44.10%
Maximum
Mar 2020
30.70%
Average
22.00%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Columbia Small Cap Value II Inst3 | 48.19% |
| AB Discovery Value I | 48.75% |
| AMG River Road Small-Mid Cap Value I | 42.96% |
| Aegis Value I | 48.36% |
| Applied Finance Explorer Institutional | 42.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.580 |
| Beta (5Y) | 1.166 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.87% |
| Historical Sharpe Ratio (5Y) | 0.3979 |
| Historical Sortino (5Y) | 0.4376 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.48% |