Wasatch Core Growth (WGROX)
67.37
+0.53 (+0.79%)
USD |
May 23 2022
WGROX Max Drawdown (5Y): 38.11% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 38.11% |
| March 31, 2022 | 38.11% |
| February 28, 2022 | 38.11% |
| January 31, 2022 | 38.11% |
| December 31, 2021 | 38.11% |
| November 30, 2021 | 38.11% |
| October 31, 2021 | 38.11% |
| September 30, 2021 | 38.11% |
| August 31, 2021 | 38.11% |
| July 31, 2021 | 38.11% |
| June 30, 2021 | 38.11% |
| May 31, 2021 | 38.11% |
| April 30, 2021 | 38.11% |
| March 31, 2021 | 38.11% |
| February 28, 2021 | 38.11% |
| January 31, 2021 | 38.11% |
| December 31, 2020 | 38.11% |
| November 30, 2020 | 38.11% |
| October 31, 2020 | 38.11% |
| September 30, 2020 | 38.11% |
| August 31, 2020 | 38.11% |
| July 31, 2020 | 38.11% |
| June 30, 2020 | 38.11% |
| May 31, 2020 | 38.11% |
| April 30, 2020 | 38.11% |
| Date | Value |
|---|---|
| March 31, 2020 | 38.11% |
| February 29, 2020 | 26.32% |
| January 31, 2020 | 26.32% |
| December 31, 2019 | 26.32% |
| November 30, 2019 | 26.32% |
| October 31, 2019 | 26.32% |
| September 30, 2019 | 26.32% |
| August 31, 2019 | 26.32% |
| July 31, 2019 | 26.32% |
| June 30, 2019 | 26.32% |
| May 31, 2019 | 26.32% |
| April 30, 2019 | 26.32% |
| March 31, 2019 | 26.32% |
| February 28, 2019 | 26.32% |
| January 31, 2019 | 26.32% |
| December 31, 2018 | 26.32% |
| November 30, 2018 | 22.26% |
| October 31, 2018 | 22.26% |
| September 30, 2018 | 22.26% |
| August 31, 2018 | 22.26% |
| July 31, 2018 | 22.26% |
| June 30, 2018 | 22.26% |
| May 31, 2018 | 22.26% |
| April 30, 2018 | 22.26% |
| March 31, 2018 | 22.26% |
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
22.26%
Minimum
May 2017
38.11%
Maximum
Mar 2020
30.15%
Average
26.32%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Wasatch Ultra Growth | 36.00% |
| T. Rowe Price QM US Small-Cap Gr Eq | 37.61% |
| JNL/Invesco Small Cap Growth A | 37.13% |
| JNL Multi-Manager Small Cap Growth A | 37.60% |
| T. Rowe Price Small-Cap Stock | 37.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.984 |
| Beta (5Y) | 1.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.37% |
| Historical Sharpe Ratio (5Y) | 0.6555 |
| Historical Sortino (5Y) | 0.7106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.54% |