Undiscovered Managers Behavioral Val R2 (UBVRX)
75.45
+0.56 (+0.75%)
USD |
Jun 27 2022
UBVRX Max Drawdown (5Y): 52.62% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 52.62% |
| April 30, 2022 | 52.62% |
| March 31, 2022 | 52.62% |
| February 28, 2022 | 52.62% |
| January 31, 2022 | 52.62% |
| December 31, 2021 | 52.62% |
| November 30, 2021 | 52.62% |
| October 31, 2021 | 52.62% |
| September 30, 2021 | 52.62% |
| August 31, 2021 | 52.62% |
| July 31, 2021 | 52.62% |
| June 30, 2021 | 52.62% |
| May 31, 2021 | 52.62% |
| April 30, 2021 | 52.62% |
| March 31, 2021 | 52.62% |
| February 28, 2021 | 52.62% |
| January 31, 2021 | 52.62% |
| December 31, 2020 | 52.62% |
| November 30, 2020 | 52.62% |
| October 31, 2020 | 52.62% |
| September 30, 2020 | 52.62% |
| August 31, 2020 | 52.62% |
| July 31, 2020 | 52.62% |
| June 30, 2020 | 52.62% |
| May 31, 2020 | 52.62% |
| Date | Value |
|---|---|
| April 30, 2020 | 52.62% |
| March 31, 2020 | 52.62% |
| February 29, 2020 | 26.37% |
| January 31, 2020 | 26.37% |
| December 31, 2019 | 26.37% |
| November 30, 2019 | 26.37% |
| October 31, 2019 | 26.37% |
| September 30, 2019 | 26.37% |
| August 31, 2019 | 26.37% |
| July 31, 2019 | 26.37% |
| June 30, 2019 | 26.37% |
| May 31, 2019 | 26.37% |
| April 30, 2019 | 26.37% |
| March 31, 2019 | 26.37% |
| February 28, 2019 | 26.37% |
| January 31, 2019 | 26.37% |
| December 31, 2018 | 26.37% |
| November 30, 2018 | 15.72% |
| October 31, 2018 | 15.72% |
| September 30, 2018 | 15.72% |
| August 31, 2018 | 15.72% |
| July 31, 2018 | 15.72% |
| June 30, 2018 | 15.72% |
| May 31, 2018 | 15.72% |
| April 30, 2018 | 15.72% |
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
15.72%
Minimum
Jun 2017
52.62%
Maximum
Mar 2020
34.99%
Average
26.37%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MFS New Discovery Value R4 | 44.04% |
| AB Discovery Value K | 49.08% |
| Lord Abbett Focused Small Cap Value R6 | 53.37% |
| American Century Small Cap Value R5 | 43.58% |
| JPMorgan Small Cap Value R2 | 47.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.394 |
| Beta (5Y) | 1.245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.78% |
| Historical Sharpe Ratio (5Y) | 0.4572 |
| Historical Sortino (5Y) | 0.497 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.61% |