American Century Ultra® C (TWCCX)
51.89
-0.23 (-0.44%)
USD |
Aug 05 2022
TWCCX Max Drawdown (5Y): 35.26% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.26% |
| June 30, 2022 | 35.26% |
| May 31, 2022 | 32.01% |
| April 30, 2022 | 32.01% |
| March 31, 2022 | 32.01% |
| February 28, 2022 | 32.01% |
| January 31, 2022 | 32.01% |
| December 31, 2021 | 32.01% |
| November 30, 2021 | 32.01% |
| October 31, 2021 | 32.01% |
| September 30, 2021 | 32.01% |
| August 31, 2021 | 32.01% |
| July 31, 2021 | 32.01% |
| June 30, 2021 | 32.01% |
| May 31, 2021 | 32.01% |
| April 30, 2021 | 32.01% |
| March 31, 2021 | 32.01% |
| February 28, 2021 | 32.01% |
| January 31, 2021 | 32.01% |
| December 31, 2020 | 32.01% |
| November 30, 2020 | 32.01% |
| October 31, 2020 | 32.01% |
| September 30, 2020 | 32.01% |
| August 31, 2020 | 32.01% |
| July 31, 2020 | 32.01% |
| Date | Value |
|---|---|
| June 30, 2020 | 32.01% |
| May 31, 2020 | 32.01% |
| April 30, 2020 | 32.01% |
| March 31, 2020 | 32.01% |
| February 29, 2020 | 23.23% |
| January 31, 2020 | 23.23% |
| December 31, 2019 | 23.23% |
| November 30, 2019 | 23.23% |
| October 31, 2019 | 23.23% |
| September 30, 2019 | 23.23% |
| August 31, 2019 | 23.23% |
| July 31, 2019 | 23.23% |
| June 30, 2019 | 23.23% |
| May 31, 2019 | 23.23% |
| April 30, 2019 | 23.23% |
| March 31, 2019 | 23.23% |
| February 28, 2019 | 23.23% |
| January 31, 2019 | 23.23% |
| December 31, 2018 | 23.23% |
| November 30, 2018 | 17.63% |
| October 31, 2018 | 17.63% |
| September 30, 2018 | 17.63% |
| August 31, 2018 | 17.63% |
| July 31, 2018 | 17.63% |
| June 30, 2018 | 17.63% |
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
17.63%
Minimum
Aug 2017
35.26%
Maximum
Jun 2022
26.09%
Average
23.23%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Optimum Large Cap Growth C | 38.98% |
| Alger Focus Equity C | 38.57% |
| Nuveen Winslow Large-Cap Growth ESG C | 37.50% |
| Transamerica US Growth C | 33.83% |
| JPMorgan U.S. GARP Equity C | 31.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7745 |
| Beta (5Y) | 1.174 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.32% |
| Historical Sharpe Ratio (5Y) | 0.7732 |
| Historical Sortino (5Y) | 0.9912 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.51% |