AMG TimesSquare Small Cap Growth I (TSQIX)
10.59
-0.02 (-0.19%)
USD |
Jun 27 2022
TSQIX Max Drawdown (5Y): 39.96% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 39.96% |
| April 30, 2022 | 39.96% |
| March 31, 2022 | 39.96% |
| February 28, 2022 | 39.96% |
| January 31, 2022 | 39.96% |
| December 31, 2021 | 39.96% |
| November 30, 2021 | 39.96% |
| October 31, 2021 | 39.96% |
| September 30, 2021 | 39.96% |
| August 31, 2021 | 39.96% |
| July 31, 2021 | 39.96% |
| June 30, 2021 | 39.96% |
| May 31, 2021 | 39.96% |
| April 30, 2021 | 39.96% |
| March 31, 2021 | 39.96% |
| February 28, 2021 | 39.96% |
| January 31, 2021 | 39.96% |
| December 31, 2020 | 39.96% |
| November 30, 2020 | 39.96% |
| October 31, 2020 | 39.96% |
| September 30, 2020 | 39.96% |
| August 31, 2020 | 39.96% |
| July 31, 2020 | 39.96% |
| June 30, 2020 | 39.96% |
| May 31, 2020 | 39.96% |
| Date | Value |
|---|---|
| April 30, 2020 | 39.96% |
| March 31, 2020 | 39.96% |
| February 29, 2020 | 27.99% |
| January 31, 2020 | 27.99% |
| December 31, 2019 | 27.99% |
| November 30, 2019 | 27.99% |
| October 31, 2019 | 27.99% |
| September 30, 2019 | 27.99% |
| August 31, 2019 | 27.99% |
| July 31, 2019 | 27.99% |
| June 30, 2019 | 27.99% |
| May 31, 2019 | 27.99% |
| April 30, 2019 | 27.99% |
| March 31, 2019 | 27.99% |
| February 28, 2019 | 27.99% |
| January 31, 2019 | 27.99% |
| December 31, 2018 | 27.99% |
| 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% |
| May 31, 2018 | 25.17% |
| April 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
Jun 2017
39.96%
Maximum
Mar 2020
32.53%
Average
27.99%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JHancock Small Cap Growth I | 40.02% |
| Victory Munder Small Cap Growth Y | 39.45% |
| American Century Small Cap Growth I | 39.03% |
| abrdn US Sust Ldrs Smlr Coms InstlSvc | 33.17% |
| Voya Small Cap Growth I | 39.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.018 |
| Beta (5Y) | 1.198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.10% |
| Historical Sharpe Ratio (5Y) | 0.3709 |
| Historical Sortino (5Y) | 0.4419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.48% |