Transamerica Small/Mid Cap Value I2 (TSMVX)
26.46
+0.03 (+0.11%)
USD |
Mar 30 2023
TSMVX Max Drawdown (5Y): 44.06% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 44.06% |
| January 31, 2023 | 44.06% |
| December 31, 2022 | 44.06% |
| November 30, 2022 | 44.06% |
| October 31, 2022 | 44.06% |
| September 30, 2022 | 44.06% |
| August 31, 2022 | 44.06% |
| July 31, 2022 | 44.06% |
| June 30, 2022 | 44.06% |
| May 31, 2022 | 44.06% |
| April 30, 2022 | 44.06% |
| March 31, 2022 | 44.06% |
| February 28, 2022 | 44.06% |
| January 31, 2022 | 44.06% |
| December 31, 2021 | 44.06% |
| November 30, 2021 | 44.06% |
| October 31, 2021 | 44.06% |
| September 30, 2021 | 44.06% |
| August 31, 2021 | 44.06% |
| July 31, 2021 | 44.06% |
| June 30, 2021 | 44.06% |
| May 31, 2021 | 44.06% |
| April 30, 2021 | 44.06% |
| March 31, 2021 | 44.06% |
| February 28, 2021 | 44.06% |
| Date | Value |
|---|---|
| January 31, 2021 | 44.06% |
| December 31, 2020 | 44.06% |
| November 30, 2020 | 44.06% |
| October 31, 2020 | 44.06% |
| September 30, 2020 | 44.06% |
| August 31, 2020 | 44.06% |
| July 31, 2020 | 44.06% |
| June 30, 2020 | 44.06% |
| May 31, 2020 | 44.06% |
| April 30, 2020 | 44.06% |
| March 31, 2020 | 44.06% |
| February 29, 2020 | 22.29% |
| January 31, 2020 | 22.29% |
| December 31, 2019 | 22.29% |
| November 30, 2019 | 22.29% |
| October 31, 2019 | 22.29% |
| September 30, 2019 | 22.29% |
| August 31, 2019 | 22.29% |
| July 31, 2019 | 22.29% |
| June 30, 2019 | 22.29% |
| May 31, 2019 | 22.29% |
| April 30, 2019 | 22.29% |
| March 31, 2019 | 22.29% |
| February 28, 2019 | 22.29% |
| January 31, 2019 | 22.29% |
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
22.29%
Minimum
Apr 2018
44.06%
Maximum
Mar 2020
35.57%
Average
44.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Transamerica Mid Cap Value Opps I | 44.20% |
| MassMutual Mid Cap Value I | 39.61% |
| Reinhart Mid Cap PMV Institutional | 44.44% |
| Hartford MidCap Value Y | 44.47% |
| Harbor Mid Cap Value Instl | 51.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.782 |
| Beta (5Y) | 1.063 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.272 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9968 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.26% |
| Historical Sharpe Ratio (5Y) | 0.3841 |
| Historical Sortino (5Y) | 0.3974 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.72% |