Transamerica Large Cap Value I2 (TWQZX)
12.61
-0.07 (-0.55%)
USD |
May 19 2022
TWQZX Max Drawdown (5Y): 42.38% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.38% |
| March 31, 2022 | 42.38% |
| February 28, 2022 | 42.38% |
| January 31, 2022 | 42.38% |
| December 31, 2021 | 42.38% |
| November 30, 2021 | 42.38% |
| October 31, 2021 | 42.38% |
| September 30, 2021 | 42.38% |
| August 31, 2021 | 42.38% |
| July 31, 2021 | 42.38% |
| June 30, 2021 | 42.38% |
| May 31, 2021 | 42.38% |
| April 30, 2021 | 42.38% |
| March 31, 2021 | 42.38% |
| February 28, 2021 | 42.38% |
| January 31, 2021 | 42.38% |
| December 31, 2020 | 42.38% |
| November 30, 2020 | 42.38% |
| October 31, 2020 | 42.38% |
| September 30, 2020 | 42.38% |
| August 31, 2020 | 42.38% |
| July 31, 2020 | 42.38% |
| June 30, 2020 | 42.38% |
| May 31, 2020 | 42.38% |
| April 30, 2020 | 42.38% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.38% |
| February 29, 2020 | 21.89% |
| January 31, 2020 | 21.89% |
| December 31, 2019 | 21.89% |
| November 30, 2019 | 21.89% |
| October 31, 2019 | 21.89% |
| September 30, 2019 | 21.89% |
| August 31, 2019 | 21.89% |
| July 31, 2019 | 21.89% |
| June 30, 2019 | 21.89% |
| May 31, 2019 | 21.89% |
| April 30, 2019 | 21.89% |
| March 31, 2019 | 21.89% |
| February 28, 2019 | 21.89% |
| January 31, 2019 | 21.89% |
| December 31, 2018 | 21.89% |
| November 30, 2018 | 14.51% |
| October 31, 2018 | 14.51% |
| September 30, 2018 | 14.51% |
| August 31, 2018 | 14.51% |
| July 31, 2018 | 14.51% |
| June 30, 2018 | 14.51% |
| May 31, 2018 | 14.51% |
| April 30, 2018 | 14.51% |
| March 31, 2018 | 14.51% |
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
14.51%
Minimum
May 2017
42.38%
Maximum
Mar 2020
28.43%
Average
21.89%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| T. Rowe Price Value I | 38.64% |
| JNL/T. Rowe Price Value I | 38.68% |
| Diamond Hill Large Cap I | 38.88% |
| Optimum Large Cap Value Instl | 36.99% |
| Vanguard Value Index I | 36.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.986 |
| Beta (5Y) | 1.122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.94% |
| Historical Sharpe Ratio (5Y) | 0.3998 |
| Historical Sortino (5Y) | 0.3867 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.85% |