Allspring Emerging Growth Admin (WFGDX)
10.64
+0.14 (+1.33%)
USD |
Aug 12 2022
WFGDX Max Drawdown (5Y): 49.03% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 49.03% |
| June 30, 2022 | 49.03% |
| May 31, 2022 | 46.71% |
| April 30, 2022 | 38.77% |
| March 31, 2022 | 38.77% |
| February 28, 2022 | 38.77% |
| January 31, 2022 | 38.77% |
| December 31, 2021 | 38.77% |
| November 30, 2021 | 38.77% |
| October 31, 2021 | 38.77% |
| September 30, 2021 | 38.77% |
| August 31, 2021 | 38.77% |
| July 31, 2021 | 38.77% |
| June 30, 2021 | 38.77% |
| May 31, 2021 | 38.77% |
| April 30, 2021 | 38.77% |
| March 31, 2021 | 38.77% |
| February 28, 2021 | 38.77% |
| January 31, 2021 | 38.77% |
| December 31, 2020 | 38.77% |
| November 30, 2020 | 38.77% |
| October 31, 2020 | 38.77% |
| September 30, 2020 | 38.77% |
| August 31, 2020 | 38.77% |
| July 31, 2020 | 38.77% |
| Date | Value |
|---|---|
| June 30, 2020 | 38.77% |
| May 31, 2020 | 38.77% |
| April 30, 2020 | 38.77% |
| March 31, 2020 | 38.77% |
| February 29, 2020 | 37.63% |
| January 31, 2020 | 37.63% |
| December 31, 2019 | 37.63% |
| November 30, 2019 | 37.63% |
| October 31, 2019 | 37.63% |
| September 30, 2019 | 37.63% |
| August 31, 2019 | 37.63% |
| July 31, 2019 | 37.63% |
| June 30, 2019 | 37.63% |
| May 31, 2019 | 37.63% |
| April 30, 2019 | 37.63% |
| March 31, 2019 | 37.63% |
| February 28, 2019 | 37.63% |
| January 31, 2019 | 37.63% |
| December 31, 2018 | 37.63% |
| November 30, 2018 | 37.63% |
| October 31, 2018 | 37.63% |
| September 30, 2018 | 37.63% |
| August 31, 2018 | 37.63% |
| July 31, 2018 | 37.63% |
| June 30, 2018 | 37.63% |
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
37.63%
Minimum
Aug 2017
49.03%
Maximum
Jun 2022
38.65%
Average
37.63%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Lord Abbett Developing Growth P | 51.12% |
| Principal SmallCap Growth I J | 39.37% |
| Lord Abbett Micro Cap Growth F | 51.78% |
| Taylor Frigon Core Growth | 54.48% |
| MassMutual Small Cap Gr Eq Adm | 38.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.290 |
| Beta (5Y) | 1.248 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.87% |
| Historical Sharpe Ratio (5Y) | 0.4538 |
| Historical Sortino (5Y) | 0.5581 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.31% |