Westwood Quality SmallCap Fund C (WHGCX)
18.29
-0.01 (-0.05%)
USD |
Mar 30 2023
WHGCX Max Drawdown (5Y): 43.74% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 43.74% |
| January 31, 2023 | 43.74% |
| December 31, 2022 | 43.74% |
| November 30, 2022 | 43.74% |
| October 31, 2022 | 43.74% |
| September 30, 2022 | 43.74% |
| August 31, 2022 | 43.74% |
| July 31, 2022 | 43.74% |
| June 30, 2022 | 43.74% |
| May 31, 2022 | 43.74% |
| April 30, 2022 | 43.74% |
| March 31, 2022 | 43.74% |
| February 28, 2022 | 43.74% |
| January 31, 2022 | 43.74% |
| December 31, 2021 | 43.74% |
| November 30, 2021 | 43.74% |
| October 31, 2021 | 43.74% |
| September 30, 2021 | 43.74% |
| August 31, 2021 | 43.74% |
| July 31, 2021 | 43.74% |
| June 30, 2021 | 43.74% |
| May 31, 2021 | 43.74% |
| April 30, 2021 | 43.74% |
| March 31, 2021 | 43.74% |
| February 28, 2021 | 43.74% |
| Date | Value |
|---|---|
| January 31, 2021 | 43.74% |
| December 31, 2020 | 43.74% |
| November 30, 2020 | 43.74% |
| October 31, 2020 | 43.74% |
| September 30, 2020 | 43.74% |
| August 31, 2020 | 43.74% |
| July 31, 2020 | 43.74% |
| June 30, 2020 | 43.74% |
| May 31, 2020 | 43.74% |
| April 30, 2020 | 43.74% |
| March 31, 2020 | 43.74% |
| February 29, 2020 | 27.29% |
| January 31, 2020 | 27.29% |
| December 31, 2019 | 27.29% |
| November 30, 2019 | 27.29% |
| October 31, 2019 | 27.29% |
| September 30, 2019 | 27.29% |
| August 31, 2019 | 27.29% |
| July 31, 2019 | 27.29% |
| June 30, 2019 | 27.29% |
| May 31, 2019 | 27.29% |
| April 30, 2019 | 27.29% |
| March 31, 2019 | 27.29% |
| February 28, 2019 | 27.29% |
| January 31, 2019 | 27.29% |
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
25.61%
Minimum
Apr 2018
43.74%
Maximum
Mar 2020
37.10%
Average
43.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Timothy Plan Small Cap Value C | 43.63% |
| Nuveen Small/Mid-Cap Value C | 45.04% |
| BlackRock Advantage Small Cap Core Inv C | 43.42% |
| Rydex Russell 2000 C | 43.70% |
| Pacific Funds Small/Mid-Cap C | 43.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.544 |
| Beta (5Y) | 1.122 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.267 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9394 |
| Historical Sortino (5Y) | 0.293 |