Invesco Small Cap Value A (VSCAX)
17.92
-0.06 (-0.33%)
USD |
May 20 2022
VSCAX Max Drawdown (5Y): 57.56% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 57.56% |
| March 31, 2022 | 57.56% |
| February 28, 2022 | 57.56% |
| January 31, 2022 | 57.56% |
| December 31, 2021 | 57.56% |
| November 30, 2021 | 57.56% |
| October 31, 2021 | 57.56% |
| September 30, 2021 | 57.56% |
| August 31, 2021 | 57.56% |
| July 31, 2021 | 57.56% |
| June 30, 2021 | 57.56% |
| May 31, 2021 | 57.56% |
| April 30, 2021 | 57.56% |
| March 31, 2021 | 57.56% |
| February 28, 2021 | 57.56% |
| January 31, 2021 | 57.56% |
| December 31, 2020 | 57.56% |
| November 30, 2020 | 57.56% |
| October 31, 2020 | 57.56% |
| September 30, 2020 | 57.56% |
| August 31, 2020 | 57.56% |
| July 31, 2020 | 57.56% |
| June 30, 2020 | 57.56% |
| May 31, 2020 | 57.56% |
| April 30, 2020 | 57.56% |
| Date | Value |
|---|---|
| March 31, 2020 | 57.56% |
| February 29, 2020 | 33.79% |
| January 31, 2020 | 33.79% |
| December 31, 2019 | 33.79% |
| November 30, 2019 | 33.79% |
| October 31, 2019 | 33.79% |
| September 30, 2019 | 33.79% |
| August 31, 2019 | 33.79% |
| July 31, 2019 | 33.79% |
| June 30, 2019 | 33.79% |
| May 31, 2019 | 33.79% |
| April 30, 2019 | 33.79% |
| March 31, 2019 | 33.79% |
| February 28, 2019 | 33.79% |
| January 31, 2019 | 33.79% |
| December 31, 2018 | 33.79% |
| November 30, 2018 | 30.47% |
| October 31, 2018 | 30.47% |
| September 30, 2018 | 30.47% |
| August 31, 2018 | 30.47% |
| July 31, 2018 | 30.47% |
| June 30, 2018 | 30.47% |
| May 31, 2018 | 30.47% |
| April 30, 2018 | 30.47% |
| March 31, 2018 | 30.47% |
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
30.47%
Minimum
May 2017
57.56%
Maximum
Mar 2020
43.04%
Average
33.79%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Delaware Small Cap Value A | 46.48% |
| Allspring Special Small Cap Value A | 43.28% |
| JHancock Small Cap Value A | 45.33% |
| Nationwide Amer Cntry Sm Cp Inc A | 51.42% |
| Easterly Snow Small Cap Value A | 56.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.708 |
| Beta (5Y) | 1.495 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.70% |
| Historical Sharpe Ratio (5Y) | 0.4969 |
| Historical Sortino (5Y) | 0.5501 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.66% |