Virtus KAR Small-Mid Cap Core Fund R6 (VKSRX)

21.45 +0.01 (+0.05%) USD  |  Dec 16 2024
More

VKSRX Max Drawdown (5Y): 35.61% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for VKSRX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Virtus KAR Mid-Cap Core Fund R6 33.91%
Baron Asset Fund R6 37.42%
Hartford MidCap Fund R6 37.97%
Goldman Sachs Small/Mid Cap Growth Fund R6 42.41%
Voya MidCap Opportunities Portfolio R6 38.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.034
Beta (5Y) 1.059
Alpha (vs YCharts Benchmark) (5Y) 4.285
Beta (vs YCharts Benchmark) (5Y) 0.7786
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.06%
Historical Sharpe Ratio (5Y) 0.4584
Historical Sortino (5Y) 0.5867
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.99%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:VKSRX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:VKSRX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.