Allspring Emerging Growth Inst (WEMIX)
10.24
+0.10 (+0.99%)
USD |
Jul 01 2022
WEMIX Max Drawdown (5Y): 48.97% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 48.97% |
May 31, 2022 | 46.68% |
April 30, 2022 | 38.78% |
March 31, 2022 | 38.78% |
February 28, 2022 | 38.78% |
January 31, 2022 | 38.78% |
December 31, 2021 | 38.78% |
November 30, 2021 | 38.78% |
October 31, 2021 | 38.78% |
September 30, 2021 | 38.78% |
August 31, 2021 | 38.78% |
July 31, 2021 | 38.78% |
June 30, 2021 | 38.78% |
May 31, 2021 | 38.78% |
April 30, 2021 | 38.78% |
March 31, 2021 | 38.78% |
February 28, 2021 | 38.78% |
January 31, 2021 | 38.78% |
December 31, 2020 | 38.78% |
November 30, 2020 | 38.78% |
October 31, 2020 | 38.78% |
September 30, 2020 | 38.78% |
August 31, 2020 | 38.78% |
July 31, 2020 | 38.78% |
June 30, 2020 | 38.78% |
Date | Value |
---|---|
May 31, 2020 | 38.78% |
April 30, 2020 | 38.78% |
March 31, 2020 | 38.78% |
February 29, 2020 | 37.49% |
January 31, 2020 | 37.49% |
December 31, 2019 | 37.49% |
November 30, 2019 | 37.49% |
October 31, 2019 | 37.49% |
September 30, 2019 | 37.49% |
August 31, 2019 | 37.49% |
July 31, 2019 | 37.49% |
June 30, 2019 | 37.49% |
May 31, 2019 | 37.49% |
April 30, 2019 | 37.49% |
March 31, 2019 | 37.49% |
February 28, 2019 | 37.49% |
January 31, 2019 | 37.49% |
December 31, 2018 | 37.49% |
November 30, 2018 | 37.49% |
October 31, 2018 | 37.49% |
September 30, 2018 | 37.49% |
August 31, 2018 | 37.49% |
July 31, 2018 | 37.49% |
June 30, 2018 | 37.49% |
May 31, 2018 | 37.49% |
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
37.49%
Minimum
Jul 2017
48.97%
Maximum
Jun 2022
38.39%
Average
37.49%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Hood River Small-Cap Growth Instl | 40.74% |
Lord Abbett Developing Growth I | 50.81% |
Wasatch Ultra Growth Institutional | 47.61% |
Janus Henderson Venture I | 36.81% |
Lord Abbett Micro Cap Growth I | 51.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.126 |
Beta (5Y) | 1.248 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.76% |
Historical Sharpe Ratio (5Y) | 0.3902 |
Historical Sortino (5Y) | 0.476 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.27% |