VALIC Company Mid Cap Value Fund (VVMCX)

18.85 -0.09 (-0.48%) USD  |  Dec 13 2024
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VVMCX Max Drawdown (5Y): 44.04% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Fidelity Value Strategies Fund 47.98%
JNL/MFS Mid Cap Value Fund A 43.27%
Touchstone Mid Cap Value Fund Y 41.87%
Hartford MidCap Value Fund F 44.50%
Fidelity Mid Cap Value Fund 45.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.988
Beta (5Y) 1.068
Alpha (vs YCharts Benchmark) (5Y) 2.929
Beta (vs YCharts Benchmark) (5Y) 0.8487
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.26%
Historical Sharpe Ratio (5Y) 0.399
Historical Sortino (5Y) 0.4298
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.74%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:VVMCX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:VVMCX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.