Boston Trust Walden SMID Cap (WASMX)
19.96
-0.05 (-0.25%)
USD |
May 19 2022
WASMX Max Drawdown (5Y): 37.74% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 37.74% |
| March 31, 2022 | 37.74% |
| February 28, 2022 | 37.74% |
| January 31, 2022 | 37.74% |
| December 31, 2021 | 37.74% |
| November 30, 2021 | 37.74% |
| October 31, 2021 | 37.74% |
| September 30, 2021 | 37.74% |
| August 31, 2021 | 37.74% |
| July 31, 2021 | 37.74% |
| June 30, 2021 | 37.74% |
| May 31, 2021 | 37.74% |
| April 30, 2021 | 37.74% |
| March 31, 2021 | 37.74% |
| February 28, 2021 | 37.74% |
| January 31, 2021 | 37.74% |
| December 31, 2020 | 37.74% |
| November 30, 2020 | 37.74% |
| October 31, 2020 | 37.74% |
| September 30, 2020 | 37.74% |
| August 31, 2020 | 37.74% |
| July 31, 2020 | 37.74% |
| June 30, 2020 | 37.74% |
| May 31, 2020 | 37.74% |
| April 30, 2020 | 37.74% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.74% |
| February 29, 2020 | 20.08% |
| January 31, 2020 | 20.08% |
| December 31, 2019 | 20.08% |
| November 30, 2019 | 20.08% |
| October 31, 2019 | 20.08% |
| September 30, 2019 | 20.08% |
| August 31, 2019 | 20.08% |
| July 31, 2019 | 20.08% |
| June 30, 2019 | 20.08% |
| May 31, 2019 | 20.08% |
| April 30, 2019 | 20.08% |
| March 31, 2019 | 20.08% |
| February 28, 2019 | 20.08% |
| January 31, 2019 | 20.08% |
| December 31, 2018 | 20.08% |
| November 30, 2018 | 17.39% |
| October 31, 2018 | 17.39% |
| September 30, 2018 | 17.39% |
| August 31, 2018 | 17.39% |
| July 31, 2018 | 17.39% |
| June 30, 2018 | 17.39% |
| May 31, 2018 | 17.39% |
| April 30, 2018 | 17.39% |
| March 31, 2018 | 17.39% |
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
17.39%
Minimum
May 2017
37.74%
Maximum
Mar 2020
26.88%
Average
20.08%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Boston Trust SMID Cap | 38.04% |
| Lord Abbett Value Opportunities P | 39.10% |
| Hartford Schroders US MidCap Opps F | 40.70% |
| Royce Dividend Value Invmt | 41.45% |
| Boston Trust Walden Midcap | 36.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.171 |
| Beta (5Y) | 0.9832 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.61% |
| Historical Sharpe Ratio (5Y) | 0.5847 |
| Historical Sortino (5Y) | 0.5693 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.35% |