Touchstone Small Cap Value C (TVOCX)
33.04
-0.17 (-0.51%)
USD |
Feb 03 2023
TVOCX Max Drawdown (5Y): 45.21% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 45.21% |
| December 31, 2022 | 45.21% |
| November 30, 2022 | 45.21% |
| October 31, 2022 | 45.21% |
| September 30, 2022 | 45.21% |
| August 31, 2022 | 45.21% |
| July 31, 2022 | 45.21% |
| June 30, 2022 | 45.21% |
| May 31, 2022 | 45.21% |
| April 30, 2022 | 45.21% |
| March 31, 2022 | 45.21% |
| February 28, 2022 | 45.21% |
| January 31, 2022 | 45.21% |
| December 31, 2021 | 45.21% |
| November 30, 2021 | 45.21% |
| October 31, 2021 | 45.21% |
| September 30, 2021 | 45.21% |
| August 31, 2021 | 45.21% |
| July 31, 2021 | 45.21% |
| June 30, 2021 | 45.21% |
| May 31, 2021 | 45.21% |
| April 30, 2021 | 45.21% |
| March 31, 2021 | 45.21% |
| February 28, 2021 | 45.21% |
| January 31, 2021 | 45.21% |
| Date | Value |
|---|---|
| December 31, 2020 | 45.21% |
| November 30, 2020 | 45.21% |
| October 31, 2020 | 45.21% |
| September 30, 2020 | 45.21% |
| August 31, 2020 | 45.21% |
| July 31, 2020 | 45.21% |
| June 30, 2020 | 45.21% |
| May 31, 2020 | 45.21% |
| April 30, 2020 | 45.21% |
| March 31, 2020 | 45.21% |
| February 29, 2020 | 30.34% |
| January 31, 2020 | 30.34% |
| December 31, 2019 | 30.34% |
| November 30, 2019 | 30.34% |
| October 31, 2019 | 30.34% |
| September 30, 2019 | 30.34% |
| August 31, 2019 | 30.34% |
| July 31, 2019 | 30.34% |
| June 30, 2019 | 30.34% |
| May 31, 2019 | 30.34% |
| April 30, 2019 | 30.34% |
| March 31, 2019 | 30.34% |
| February 28, 2019 | 30.34% |
| January 31, 2019 | 30.34% |
| December 31, 2018 | 30.34% |
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
30.34%
Minimum
Feb 2018
45.21%
Maximum
Mar 2020
39.01%
Average
45.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Columbia Select Small Cap Value C | 49.42% |
| Pacific Funds Small-Cap Value C | 48.93% |
| PIMCO RAE PLUS Small C | 52.89% |
| Putnam Small Cap Value C | 53.29% |
| BNY Mellon Sm Cp Val C | 43.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.462 |
| Beta (5Y) | 1.088 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1064 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9203 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.11% |
| Historical Sharpe Ratio (5Y) | 0.3073 |
| Historical Sortino (5Y) | 0.3526 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.89% |