Victory Sycamore Established Value C (VEVCX)
45.12
-0.16 (-0.35%)
USD |
May 19 2022
VEVCX Max Drawdown (5Y): 41.14% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.14% |
| March 31, 2022 | 41.14% |
| February 28, 2022 | 41.14% |
| January 31, 2022 | 41.14% |
| December 31, 2021 | 41.14% |
| November 30, 2021 | 41.14% |
| October 31, 2021 | 41.14% |
| September 30, 2021 | 41.14% |
| August 31, 2021 | 41.14% |
| July 31, 2021 | 41.14% |
| June 30, 2021 | 41.14% |
| May 31, 2021 | 41.14% |
| April 30, 2021 | 41.14% |
| March 31, 2021 | 41.14% |
| February 28, 2021 | 41.14% |
| January 31, 2021 | 41.14% |
| December 31, 2020 | 41.14% |
| November 30, 2020 | 41.14% |
| October 31, 2020 | 41.14% |
| September 30, 2020 | 41.14% |
| August 31, 2020 | 41.14% |
| July 31, 2020 | 41.14% |
| June 30, 2020 | 41.14% |
| May 31, 2020 | 41.14% |
| April 30, 2020 | 41.14% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.14% |
| February 29, 2020 | 20.92% |
| January 31, 2020 | 20.92% |
| December 31, 2019 | 20.92% |
| November 30, 2019 | 20.92% |
| October 31, 2019 | 20.92% |
| September 30, 2019 | 20.92% |
| August 31, 2019 | 20.92% |
| July 31, 2019 | 20.92% |
| June 30, 2019 | 20.92% |
| May 31, 2019 | 20.92% |
| April 30, 2019 | 20.92% |
| March 31, 2019 | 20.92% |
| February 28, 2019 | 20.92% |
| January 31, 2019 | 20.92% |
| December 31, 2018 | 20.92% |
| November 30, 2018 | 14.98% |
| October 31, 2018 | 14.98% |
| September 30, 2018 | 14.98% |
| August 31, 2018 | 14.98% |
| July 31, 2018 | 14.98% |
| June 30, 2018 | 14.98% |
| May 31, 2018 | 14.98% |
| April 30, 2018 | 14.98% |
| March 31, 2018 | 14.98% |
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
14.98%
Minimum
May 2017
41.14%
Maximum
Mar 2020
27.80%
Average
20.92%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Mid Cap Value C | 43.12% |
| Lord Abbett Mid Cap Stock C | 42.26% |
| BlackRock Mid-Cap Value Investor C | 42.12% |
| Fidelity Advisor® Value C | 48.67% |
| Transamerica Mid Cap Value Opps C | 44.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.872 |
| Beta (5Y) | 1.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.17% |
| Historical Sharpe Ratio (5Y) | 0.5891 |
| Historical Sortino (5Y) | 0.5617 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.69% |