Undiscovered Managers Behavioral Val C (UBVCX)
70.66
+2.38 (+3.49%)
USD |
Jun 24 2022
UBVCX Max Drawdown (5Y): 52.80% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 52.80% |
| April 30, 2022 | 52.80% |
| March 31, 2022 | 52.80% |
| February 28, 2022 | 52.80% |
| January 31, 2022 | 52.80% |
| December 31, 2021 | 52.80% |
| November 30, 2021 | 52.80% |
| October 31, 2021 | 52.80% |
| September 30, 2021 | 52.80% |
| August 31, 2021 | 52.80% |
| July 31, 2021 | 52.80% |
| June 30, 2021 | 52.80% |
| May 31, 2021 | 52.80% |
| April 30, 2021 | 52.80% |
| March 31, 2021 | 52.80% |
| February 28, 2021 | 52.80% |
| January 31, 2021 | 52.80% |
| December 31, 2020 | 52.80% |
| November 30, 2020 | 52.80% |
| October 31, 2020 | 52.80% |
| September 30, 2020 | 52.80% |
| August 31, 2020 | 52.80% |
| July 31, 2020 | 52.80% |
| June 30, 2020 | 52.80% |
| May 31, 2020 | 52.80% |
| Date | Value |
|---|---|
| April 30, 2020 | 52.80% |
| March 31, 2020 | 52.80% |
| February 29, 2020 | 26.42% |
| January 31, 2020 | 26.42% |
| December 31, 2019 | 26.42% |
| November 30, 2019 | 26.42% |
| October 31, 2019 | 26.42% |
| September 30, 2019 | 26.42% |
| August 31, 2019 | 26.42% |
| July 31, 2019 | 26.42% |
| June 30, 2019 | 26.42% |
| May 31, 2019 | 26.42% |
| April 30, 2019 | 26.42% |
| March 31, 2019 | 26.42% |
| February 28, 2019 | 26.42% |
| January 31, 2019 | 26.42% |
| December 31, 2018 | 26.42% |
| November 30, 2018 | 15.86% |
| October 31, 2018 | 15.86% |
| September 30, 2018 | 15.86% |
| August 31, 2018 | 15.86% |
| July 31, 2018 | 15.86% |
| June 30, 2018 | 15.86% |
| May 31, 2018 | 15.86% |
| April 30, 2018 | 15.86% |
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
15.86%
Minimum
Jun 2017
52.80%
Maximum
Mar 2020
35.12%
Average
26.42%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MFS New Discovery Value C | 44.09% |
| American Century Small Cap Value C | 43.61% |
| AB Discovery Value C | 49.61% |
| Delaware Small Cap Value C | 46.61% |
| Rydex S&P MidCap 400 Pure Value C | 54.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.660 |
| Beta (5Y) | 1.245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.77% |
| Historical Sharpe Ratio (5Y) | 0.4472 |
| Historical Sortino (5Y) | 0.4866 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.63% |