Wasatch Small Cap Value Fund Investor (WMCVX)

9.78 -0.11 (-1.11%) USD  |  Dec 12 2025
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WMCVX Max Drawdown (5Y): 32.18% for Nov. 30, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Northern Small Cap Core Fund I 27.22%
SEI Inst Inv Small Cap Fund A 27.30%
Touchstone Small Cap Fund Y 24.80%
iShares Russell 2000 SC Idx Fund Investor A 31.97%
Johnson Opportunity Fund I 22.01%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.139
Beta (5Y) 1.195
Alpha (vs YCharts Benchmark) (5Y) 0.4276
Beta (vs YCharts Benchmark) (5Y) 1.017
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.07%
Historical Sharpe Ratio (5Y) 0.2537
Historical Sortino (5Y) 0.4682
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.07%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:WMCVX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:WMCVX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.