AMG TimesSquare Small Cap Growth Z (TSCIX)
12.29
-0.03 (-0.24%)
USD |
Aug 16 2022
TSCIX Max Drawdown (5Y): 40.75% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 40.75% |
| June 30, 2022 | 40.75% |
| May 31, 2022 | 39.95% |
| April 30, 2022 | 39.95% |
| March 31, 2022 | 39.95% |
| February 28, 2022 | 39.95% |
| January 31, 2022 | 39.95% |
| December 31, 2021 | 39.95% |
| November 30, 2021 | 39.95% |
| October 31, 2021 | 39.95% |
| September 30, 2021 | 39.95% |
| August 31, 2021 | 39.95% |
| July 31, 2021 | 39.95% |
| June 30, 2021 | 39.95% |
| May 31, 2021 | 39.95% |
| April 30, 2021 | 39.95% |
| March 31, 2021 | 39.95% |
| February 28, 2021 | 39.95% |
| January 31, 2021 | 39.95% |
| December 31, 2020 | 39.95% |
| November 30, 2020 | 39.95% |
| October 31, 2020 | 39.95% |
| September 30, 2020 | 39.95% |
| August 31, 2020 | 39.95% |
| July 31, 2020 | 39.95% |
| Date | Value |
|---|---|
| June 30, 2020 | 39.95% |
| May 31, 2020 | 39.95% |
| April 30, 2020 | 39.95% |
| March 31, 2020 | 39.95% |
| February 29, 2020 | 27.93% |
| January 31, 2020 | 27.93% |
| December 31, 2019 | 27.93% |
| November 30, 2019 | 27.93% |
| October 31, 2019 | 27.93% |
| September 30, 2019 | 27.93% |
| August 31, 2019 | 27.93% |
| July 31, 2019 | 27.93% |
| June 30, 2019 | 27.93% |
| May 31, 2019 | 27.93% |
| April 30, 2019 | 27.93% |
| March 31, 2019 | 27.93% |
| February 28, 2019 | 27.93% |
| January 31, 2019 | 27.93% |
| December 31, 2018 | 27.93% |
| November 30, 2018 | 25.17% |
| October 31, 2018 | 25.17% |
| September 30, 2018 | 25.17% |
| August 31, 2018 | 25.17% |
| July 31, 2018 | 25.17% |
| June 30, 2018 | 25.17% |
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
25.17%
Minimum
Aug 2017
40.75%
Maximum
Jun 2022
33.03%
Average
27.93%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Voya Small Cap Growth I | 39.29% |
| Voya SmallCap Opportunities Port I | 41.81% |
| American Century Small Cap Growth I | 39.03% |
| Putnam Small Cap Growth Y | 38.81% |
| BNY Mellon Select Managers Sm Cp Gr Y | 37.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.018 |
| Beta (5Y) | 1.183 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.27% |
| Historical Sharpe Ratio (5Y) | 0.3812 |
| Historical Sortino (5Y) | 0.4607 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |