Transamerica Mid Cap Value Opps I3 (TOTTX)
10.38
+0.04 (+0.39%)
USD |
Mar 30 2023
TOTTX Max Drawdown (5Y): 44.14% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 44.14% |
January 31, 2023 | 44.14% |
December 31, 2022 | 44.14% |
November 30, 2022 | 44.14% |
October 31, 2022 | 44.14% |
September 30, 2022 | 44.14% |
August 31, 2022 | 44.14% |
July 31, 2022 | 44.14% |
June 30, 2022 | 44.14% |
May 31, 2022 | 44.14% |
April 30, 2022 | 44.14% |
March 31, 2022 | 44.14% |
February 28, 2022 | 44.14% |
January 31, 2022 | 44.14% |
December 31, 2021 | 44.14% |
November 30, 2021 | 44.14% |
October 31, 2021 | 44.14% |
September 30, 2021 | 44.14% |
August 31, 2021 | 44.14% |
July 31, 2021 | 44.14% |
June 30, 2021 | 44.14% |
May 31, 2021 | 44.14% |
April 30, 2021 | 44.14% |
March 31, 2021 | 44.14% |
February 28, 2021 | 44.14% |
Date | Value |
---|---|
January 31, 2021 | 44.14% |
December 31, 2020 | 44.14% |
November 30, 2020 | 44.14% |
October 31, 2020 | 44.14% |
September 30, 2020 | 44.14% |
August 31, 2020 | 44.14% |
July 31, 2020 | 44.14% |
June 30, 2020 | 44.14% |
May 31, 2020 | 44.14% |
April 30, 2020 | 44.14% |
March 31, 2020 | 44.14% |
February 29, 2020 | 18.70% |
January 31, 2020 | 18.70% |
December 31, 2019 | 18.70% |
November 30, 2019 | 18.70% |
October 31, 2019 | 18.70% |
September 30, 2019 | 18.70% |
August 31, 2019 | 18.70% |
July 31, 2019 | 18.70% |
June 30, 2019 | 18.70% |
May 31, 2019 | 18.70% |
April 30, 2019 | 18.70% |
March 31, 2019 | 18.70% |
February 28, 2019 | 18.70% |
January 31, 2019 | 18.70% |
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
11.08%
Minimum
Mar 2018
44.14%
Maximum
Mar 2020
32.82%
Average
44.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.093 |
Beta (5Y) | 1.046 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6073 |
Beta (vs YCharts Benchmark) (5Y) | 0.9735 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.55% |
Historical Sharpe Ratio (5Y) | 0.419 |
Historical Sortino (5Y) | 0.4136 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.62% |