Timothy Plan Small Cap Value I (TPVIX)
17.71
-0.06 (-0.34%)
USD |
May 19 2022
TPVIX Max Drawdown (5Y): 43.17% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 43.17% |
| March 31, 2022 | 43.17% |
| February 28, 2022 | 43.17% |
| January 31, 2022 | 43.17% |
| December 31, 2021 | 43.17% |
| November 30, 2021 | 43.17% |
| October 31, 2021 | 43.17% |
| September 30, 2021 | 43.17% |
| August 31, 2021 | 43.17% |
| July 31, 2021 | 43.17% |
| June 30, 2021 | 43.17% |
| May 31, 2021 | 43.17% |
| April 30, 2021 | 43.17% |
| March 31, 2021 | 43.17% |
| February 28, 2021 | 43.17% |
| January 31, 2021 | 43.17% |
| December 31, 2020 | 43.17% |
| November 30, 2020 | 43.17% |
| October 31, 2020 | 43.17% |
| September 30, 2020 | 43.17% |
| August 31, 2020 | 43.17% |
| July 31, 2020 | 43.17% |
| June 30, 2020 | 43.17% |
| May 31, 2020 | 43.17% |
| April 30, 2020 | 43.17% |
| Date | Value |
|---|---|
| March 31, 2020 | 43.17% |
| February 29, 2020 | 27.50% |
| January 31, 2020 | 27.50% |
| December 31, 2019 | 27.50% |
| November 30, 2019 | 27.50% |
| October 31, 2019 | 27.50% |
| September 30, 2019 | 27.50% |
| August 31, 2019 | 27.50% |
| July 31, 2019 | 27.50% |
| June 30, 2019 | 27.50% |
| May 31, 2019 | 27.50% |
| April 30, 2019 | 27.50% |
| March 31, 2019 | 27.50% |
| February 28, 2019 | 27.50% |
| January 31, 2019 | 27.50% |
| December 31, 2018 | 27.50% |
| November 30, 2018 | 23.46% |
| October 31, 2018 | 23.46% |
| September 30, 2018 | 23.46% |
| August 31, 2018 | 23.46% |
| July 31, 2018 | 23.46% |
| June 30, 2018 | 23.46% |
| May 31, 2018 | 23.46% |
| April 30, 2018 | 23.46% |
| March 31, 2018 | 23.46% |
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
23.46%
Minimum
May 2017
43.17%
Maximum
Mar 2020
33.01%
Average
27.50%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| SEI Small Cap Y (SIMT) | 43.76% |
| Franklin U.S. Small Cap Equity IS | 49.96% |
| AMG GW&K Small Cap Value Z | 49.35% |
| Acuitas US Microcap Institutional | 51.63% |
| Hodges Small Cap Institutional | 58.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.026 |
| Beta (5Y) | 1.140 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.56% |
| Historical Sharpe Ratio (5Y) | 0.3359 |
| Historical Sortino (5Y) | 0.3559 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.79% |