Cornerstone Strategic Value Fund Inc (CLM)
7.53
+0.06
(+0.80%)
USD |
NYAM |
May 17, 16:00
7.53
0.00 (0.00%)
After-Hours: 20:00
CLM Max Drawdown (5Y): 45.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.06% |
March 31, 2024 | 45.06% |
February 29, 2024 | 45.06% |
January 31, 2024 | 45.06% |
December 31, 2023 | 45.06% |
November 30, 2023 | 45.06% |
October 31, 2023 | 45.06% |
September 30, 2023 | 45.06% |
August 31, 2023 | 45.06% |
July 31, 2023 | 45.06% |
June 30, 2023 | 45.06% |
May 31, 2023 | 45.06% |
April 30, 2023 | 45.06% |
March 31, 2023 | 45.06% |
February 28, 2023 | 45.06% |
January 31, 2023 | 45.06% |
December 31, 2022 | 45.06% |
November 30, 2022 | 45.06% |
October 31, 2022 | 45.06% |
September 30, 2022 | 45.06% |
August 31, 2022 | 45.06% |
July 31, 2022 | 45.06% |
June 30, 2022 | 45.06% |
May 31, 2022 | 45.06% |
April 30, 2022 | 45.06% |
Date | Value |
---|---|
March 31, 2022 | 45.06% |
February 28, 2022 | 45.06% |
January 31, 2022 | 45.06% |
December 31, 2021 | 45.06% |
November 30, 2021 | 45.06% |
October 31, 2021 | 45.06% |
September 30, 2021 | 45.06% |
August 31, 2021 | 45.06% |
July 31, 2021 | 45.06% |
June 30, 2021 | 45.06% |
May 31, 2021 | 45.06% |
April 30, 2021 | 45.06% |
March 31, 2021 | 45.06% |
February 28, 2021 | 45.06% |
January 31, 2021 | 45.06% |
December 31, 2020 | 45.06% |
November 30, 2020 | 45.06% |
October 31, 2020 | 45.06% |
September 30, 2020 | 45.06% |
August 31, 2020 | 45.06% |
July 31, 2020 | 45.06% |
June 30, 2020 | 45.06% |
May 31, 2020 | 45.06% |
April 30, 2020 | 45.06% |
March 31, 2020 | 45.06% |
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
39.07%
Minimum
Oct 2019
79.33%
Maximum
May 2019
47.42%
Average
45.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SPDR® S&P 500 ETF Trust | 33.70% |
iShares Russell Top 200 ETF | 32.71% |
iShares Russell 1000 ETF | 34.60% |
iShares Dow Jones US ETF | 34.90% |
Vanguard Mega Cap ETF | 33.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.681 |
Beta (5Y) | 1.133 |
Alpha (vs YCharts Benchmark) (5Y) | -5.681 |
Beta (vs YCharts Benchmark) (5Y) | 1.133 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.65% |
Historical Sharpe Ratio (5Y) | 0.2342 |
Historical Sortino (5Y) | 0.2403 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.21% |