Victory Integrity Small-Cap Value A (VSCVX)
32.89
+0.38 (+1.17%)
USD |
Jul 01 2022
VSCVX Max Drawdown (5Y): 52.43% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 52.43% |
| May 31, 2022 | 52.43% |
| April 30, 2022 | 52.43% |
| March 31, 2022 | 52.43% |
| February 28, 2022 | 52.43% |
| January 31, 2022 | 52.43% |
| December 31, 2021 | 52.43% |
| November 30, 2021 | 52.43% |
| October 31, 2021 | 52.43% |
| September 30, 2021 | 52.43% |
| August 31, 2021 | 52.43% |
| July 31, 2021 | 52.43% |
| June 30, 2021 | 52.43% |
| May 31, 2021 | 52.43% |
| April 30, 2021 | 52.43% |
| March 31, 2021 | 52.43% |
| February 28, 2021 | 52.43% |
| January 31, 2021 | 52.43% |
| December 31, 2020 | 52.43% |
| November 30, 2020 | 52.43% |
| October 31, 2020 | 52.43% |
| September 30, 2020 | 52.43% |
| August 31, 2020 | 52.43% |
| July 31, 2020 | 52.43% |
| June 30, 2020 | 52.43% |
| Date | Value |
|---|---|
| May 31, 2020 | 52.43% |
| April 30, 2020 | 52.43% |
| March 31, 2020 | 52.43% |
| February 29, 2020 | 27.22% |
| January 31, 2020 | 27.22% |
| December 31, 2019 | 27.22% |
| November 30, 2019 | 27.22% |
| October 31, 2019 | 27.22% |
| September 30, 2019 | 27.22% |
| August 31, 2019 | 27.22% |
| July 31, 2019 | 27.22% |
| June 30, 2019 | 27.22% |
| May 31, 2019 | 27.22% |
| April 30, 2019 | 27.22% |
| March 31, 2019 | 27.22% |
| February 28, 2019 | 27.22% |
| January 31, 2019 | 27.22% |
| December 31, 2018 | 27.22% |
| November 30, 2018 | 23.82% |
| October 31, 2018 | 23.82% |
| September 30, 2018 | 23.82% |
| August 31, 2018 | 23.82% |
| July 31, 2018 | 23.82% |
| June 30, 2018 | 23.82% |
| May 31, 2018 | 23.82% |
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
23.82%
Minimum
Jul 2017
52.43%
Maximum
Mar 2020
38.02%
Average
27.22%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Federated Hermes Clover Small Value A | 48.54% |
| Janus Henderson Small Cap Value A | 40.64% |
| Touchstone Small Cap Value A | 44.56% |
| JHancock Small Cap Value A | 45.33% |
| ClearBridge Small Cap Value A | 51.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.411 |
| Beta (5Y) | 1.265 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.43% |
| Historical Sharpe Ratio (5Y) | 0.2603 |
| Historical Sortino (5Y) | 0.279 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.81% |