Allspring Small Cap R6 (WFSJX)
25.55
+0.55 (+2.20%)
USD |
Mar 31 2023
WFSJX Max Drawdown (5Y): 47.91% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 47.91% |
| February 28, 2023 | 47.91% |
| January 31, 2023 | 47.91% |
| December 31, 2022 | 47.91% |
| November 30, 2022 | 47.91% |
| October 31, 2022 | 47.91% |
| September 30, 2022 | 47.91% |
| August 31, 2022 | 47.91% |
| July 31, 2022 | 47.91% |
| June 30, 2022 | 47.91% |
| May 31, 2022 | 47.91% |
| April 30, 2022 | 47.91% |
| March 31, 2022 | 47.91% |
| February 28, 2022 | 47.91% |
| January 31, 2022 | 47.91% |
| December 31, 2021 | 47.91% |
| November 30, 2021 | 47.91% |
| October 31, 2021 | 47.91% |
| September 30, 2021 | 47.91% |
| August 31, 2021 | 47.91% |
| July 31, 2021 | 47.91% |
| June 30, 2021 | 47.91% |
| May 31, 2021 | 47.91% |
| April 30, 2021 | 47.91% |
| March 31, 2021 | 47.91% |
| Date | Value |
|---|---|
| February 28, 2021 | 47.91% |
| January 31, 2021 | 47.91% |
| December 31, 2020 | 47.91% |
| November 30, 2020 | 47.91% |
| October 31, 2020 | 47.91% |
| September 30, 2020 | 47.91% |
| August 31, 2020 | 47.91% |
| July 31, 2020 | 47.91% |
| June 30, 2020 | 47.91% |
| May 31, 2020 | 47.91% |
| April 30, 2020 | 47.91% |
| March 31, 2020 | 47.91% |
| February 29, 2020 | 26.81% |
| January 31, 2020 | 26.81% |
| December 31, 2019 | 26.81% |
| November 30, 2019 | 26.81% |
| October 31, 2019 | 26.81% |
| September 30, 2019 | 26.81% |
| August 31, 2019 | 26.81% |
| July 31, 2019 | 26.81% |
| June 30, 2019 | 26.81% |
| May 31, 2019 | 26.81% |
| April 30, 2019 | 26.81% |
| March 31, 2019 | 26.81% |
| February 28, 2019 | 26.81% |
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
26.36%
Minimum
Apr 2018
47.91%
Maximum
Mar 2020
39.76%
Average
47.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Lazard US Systematic Small Cap Eq R6 | -- |
| American Century Small Company R | 46.02% |
| Royce Premier R | 40.44% |
| Principal SmallCap R1 | 42.12% |
| ClearBridge Small Cap R | 47.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.676 |
| Beta (5Y) | 1.214 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.812 |
| Beta (vs YCharts Benchmark) (5Y) | 1.010 |
| Historical Sortino (5Y) | 0.4646 |