Virtus KAR Small-Cap Growth R6 (VRSGX)
34.83
-0.60 (-1.69%)
USD |
May 24 2022
VRSGX Max Drawdown (5Y): 32.45% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 32.45% |
| March 31, 2022 | 32.45% |
| February 28, 2022 | 32.45% |
| January 31, 2022 | 32.45% |
| December 31, 2021 | 32.45% |
| November 30, 2021 | 32.45% |
| October 31, 2021 | 32.45% |
| September 30, 2021 | 32.45% |
| August 31, 2021 | 32.45% |
| July 31, 2021 | 32.45% |
| June 30, 2021 | 32.45% |
| May 31, 2021 | 32.45% |
| April 30, 2021 | 32.45% |
| March 31, 2021 | 32.45% |
| February 28, 2021 | 32.45% |
| January 31, 2021 | 32.45% |
| December 31, 2020 | 32.45% |
| November 30, 2020 | 32.45% |
| October 31, 2020 | 32.45% |
| September 30, 2020 | 32.45% |
| August 31, 2020 | 32.45% |
| July 31, 2020 | 32.45% |
| June 30, 2020 | 32.45% |
| May 31, 2020 | 32.45% |
| April 30, 2020 | 32.45% |
| Date | Value |
|---|---|
| March 31, 2020 | 32.45% |
| February 29, 2020 | 19.00% |
| January 31, 2020 | 19.00% |
| December 31, 2019 | 19.00% |
| November 30, 2019 | 19.00% |
| October 31, 2019 | 19.00% |
| September 30, 2019 | 19.00% |
| August 31, 2019 | 19.00% |
| July 31, 2019 | 19.00% |
| June 30, 2019 | 19.00% |
| May 31, 2019 | 19.00% |
| April 30, 2019 | 19.00% |
| March 31, 2019 | 19.00% |
| February 28, 2019 | 19.00% |
| January 31, 2019 | 19.00% |
| December 31, 2018 | 19.00% |
| November 30, 2018 | 16.23% |
| October 31, 2018 | 16.23% |
| September 30, 2018 | 16.23% |
| August 31, 2018 | 16.23% |
| July 31, 2018 | 16.23% |
| June 30, 2018 | 16.23% |
| May 31, 2018 | 16.23% |
| April 30, 2018 | 16.23% |
| March 31, 2018 | 16.23% |
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
16.23%
Minimum
May 2017
32.45%
Maximum
Mar 2020
23.95%
Average
19.00%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Baron Small Cap R6 | 39.57% |
| AB Small Cap Growth K | 37.33% |
| American Century Small Cap Growth R6 | 39.06% |
| Nationwide Geneva Small Cap Gr R6 | 35.40% |
| PGIM Jennison Small Company R | 47.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.418 |
| Beta (5Y) | 0.907 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.04% |
| Historical Sharpe Ratio (5Y) | 0.7812 |
| Historical Sortino (5Y) | 0.9636 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.14% |