William Blair Small Cap Value R6 (WBVRX)
31.20
+0.27 (+0.87%)
USD |
Aug 08 2022
WBVRX Max Drawdown (5Y): 45.45% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 45.45% |
| June 30, 2022 | 45.45% |
| May 31, 2022 | 45.45% |
| April 30, 2022 | 45.45% |
| March 31, 2022 | 45.45% |
| February 28, 2022 | 45.45% |
| January 31, 2022 | 45.45% |
| December 31, 2021 | 45.45% |
| November 30, 2021 | 45.45% |
| October 31, 2021 | 45.45% |
| September 30, 2021 | 45.45% |
| August 31, 2021 | 45.45% |
| July 31, 2021 | 45.45% |
| June 30, 2021 | 45.45% |
| May 31, 2021 | 45.45% |
| April 30, 2021 | 45.45% |
| March 31, 2021 | 45.45% |
| February 28, 2021 | 45.45% |
| January 31, 2021 | 45.45% |
| December 31, 2020 | 45.45% |
| November 30, 2020 | 45.45% |
| October 31, 2020 | 45.45% |
| September 30, 2020 | 45.45% |
| August 31, 2020 | 45.45% |
| July 31, 2020 | 45.45% |
| Date | Value |
|---|---|
| June 30, 2020 | 45.45% |
| May 31, 2020 | 45.45% |
| April 30, 2020 | 45.45% |
| March 31, 2020 | 45.45% |
| February 29, 2020 | 27.12% |
| January 31, 2020 | 27.12% |
| December 31, 2019 | 27.12% |
| November 30, 2019 | 27.12% |
| October 31, 2019 | 27.12% |
| September 30, 2019 | 27.12% |
| August 31, 2019 | 27.12% |
| July 31, 2019 | 27.12% |
| June 30, 2019 | 27.12% |
| May 31, 2019 | 27.12% |
| April 30, 2019 | 27.12% |
| March 31, 2019 | 27.12% |
| February 28, 2019 | 27.12% |
| January 31, 2019 | 27.12% |
| December 31, 2018 | 27.12% |
| November 30, 2018 | 19.05% |
| October 31, 2018 | 19.05% |
| September 30, 2018 | 19.05% |
| August 31, 2018 | 19.05% |
| July 31, 2018 | 19.05% |
| June 30, 2018 | 19.05% |
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
19.05%
Minimum
Aug 2017
45.45%
Maximum
Mar 2020
33.83%
Average
27.12%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Franklin Small Cap Value R | 44.12% |
| PGIM Quant Solutions Small-Cap Val R | 58.91% |
| Goldman Sachs Small Cp Val Insghts R6 | 47.14% |
| Nuveen Small Cap Value R6 | 53.60% |
| Invesco Small Cap Value R6 | 57.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.188 |
| Beta (5Y) | 1.148 |
| Historical Sortino (5Y) | 1.154 |