Touchstone Small Cap Value A (TVOAX)
29.64
-0.16 (-0.54%)
USD |
Jul 06 2022
TVOAX Max Drawdown (5Y): 44.56% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 44.56% |
May 31, 2022 | 44.56% |
April 30, 2022 | 44.56% |
March 31, 2022 | 44.56% |
February 28, 2022 | 44.56% |
January 31, 2022 | 44.56% |
December 31, 2021 | 44.56% |
November 30, 2021 | 44.56% |
October 31, 2021 | 44.56% |
September 30, 2021 | 44.56% |
August 31, 2021 | 44.56% |
July 31, 2021 | 44.56% |
June 30, 2021 | 44.56% |
May 31, 2021 | 44.56% |
April 30, 2021 | 44.56% |
March 31, 2021 | 44.56% |
February 28, 2021 | 44.56% |
January 31, 2021 | 44.56% |
December 31, 2020 | 44.56% |
November 30, 2020 | 44.56% |
October 31, 2020 | 44.56% |
September 30, 2020 | 44.56% |
August 31, 2020 | 44.56% |
July 31, 2020 | 44.56% |
June 30, 2020 | 44.56% |
Date | Value |
---|---|
May 31, 2020 | 44.56% |
April 30, 2020 | 44.56% |
March 31, 2020 | 44.56% |
February 29, 2020 | 30.01% |
January 31, 2020 | 30.01% |
December 31, 2019 | 30.01% |
November 30, 2019 | 30.01% |
October 31, 2019 | 30.01% |
September 30, 2019 | 30.01% |
August 31, 2019 | 30.01% |
July 31, 2019 | 30.01% |
June 30, 2019 | 30.01% |
May 31, 2019 | 30.01% |
April 30, 2019 | 30.01% |
March 31, 2019 | 30.01% |
February 28, 2019 | 30.01% |
January 31, 2019 | 30.01% |
December 31, 2018 | 30.01% |
November 30, 2018 | 30.01% |
October 31, 2018 | 30.01% |
September 30, 2018 | 30.01% |
August 31, 2018 | 30.01% |
July 31, 2018 | 30.01% |
June 30, 2018 | 30.01% |
May 31, 2018 | 30.01% |
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
30.01%
Minimum
Jul 2017
44.56%
Maximum
Mar 2020
36.80%
Average
30.01%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.186 |
Beta (5Y) | 1.082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.08% |
Historical Sharpe Ratio (5Y) | 0.2767 |
Historical Sortino (5Y) | 0.2991 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.09% |