Victory Diversified Stock Fund C (VDSCX)

21.11 -0.12 (-0.57%) USD  |  Dec 12 2024
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VDSCX Max Drawdown (5Y): 37.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Victory Special Value Fund C 37.33%
Victory Munder Multi-Cap Fund C 38.06%
Eaton Vance Stock Fund C 33.90%
Natixis Vaughan Nelson Select Fund C 33.16%
DWS Equity Sector Strategy Fund C 29.72%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.930
Beta (5Y) 1.054
Alpha (vs YCharts Benchmark) (5Y) -1.930
Beta (vs YCharts Benchmark) (5Y) 1.054
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.49%
Historical Sharpe Ratio (5Y) 0.5926
Historical Sortino (5Y) 0.621
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.22%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:VDSCX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:VDSCX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.