Columbia Acorn Inst (ACRNX)
9.95
-0.24 (-2.36%)
USD |
Aug 09 2022
ACRNX Max Drawdown (5Y): 45.36% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 45.36% |
| June 30, 2022 | 45.36% |
| May 31, 2022 | 43.48% |
| April 30, 2022 | 35.69% |
| March 31, 2022 | 35.69% |
| February 28, 2022 | 35.69% |
| January 31, 2022 | 35.69% |
| December 31, 2021 | 35.69% |
| November 30, 2021 | 35.69% |
| October 31, 2021 | 35.69% |
| September 30, 2021 | 35.69% |
| August 31, 2021 | 35.69% |
| July 31, 2021 | 35.69% |
| June 30, 2021 | 35.69% |
| May 31, 2021 | 35.69% |
| April 30, 2021 | 35.69% |
| March 31, 2021 | 35.69% |
| February 28, 2021 | 35.69% |
| January 31, 2021 | 35.69% |
| December 31, 2020 | 35.69% |
| November 30, 2020 | 35.69% |
| October 31, 2020 | 35.69% |
| September 30, 2020 | 35.69% |
| August 31, 2020 | 35.69% |
| July 31, 2020 | 35.69% |
| Date | Value |
|---|---|
| June 30, 2020 | 35.69% |
| May 31, 2020 | 35.69% |
| April 30, 2020 | 35.69% |
| March 31, 2020 | 35.69% |
| February 29, 2020 | 26.22% |
| January 31, 2020 | 26.22% |
| December 31, 2019 | 26.22% |
| November 30, 2019 | 26.22% |
| October 31, 2019 | 26.22% |
| September 30, 2019 | 26.22% |
| August 31, 2019 | 26.22% |
| July 31, 2019 | 26.22% |
| June 30, 2019 | 26.22% |
| May 31, 2019 | 26.22% |
| April 30, 2019 | 26.22% |
| March 31, 2019 | 26.22% |
| February 28, 2019 | 26.22% |
| January 31, 2019 | 26.22% |
| December 31, 2018 | 26.22% |
| November 30, 2018 | 24.57% |
| October 31, 2018 | 24.57% |
| September 30, 2018 | 24.57% |
| August 31, 2018 | 24.57% |
| July 31, 2018 | 24.57% |
| June 30, 2018 | 24.57% |
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
24.57%
Minimum
Aug 2017
45.36%
Maximum
Jun 2022
30.81%
Average
26.22%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Virtus KAR Mid-Cap Growth I | 46.80% |
| Columbia Select Mid Cap Gro Fd I2 | 43.29% |
| BlackRock Mid-Cap Growth Equity Instl | 43.15% |
| Baron Asset Instl | 37.41% |
| Baird Mid Cap Growth Institutional | 35.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.810 |
| Beta (5Y) | 1.122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.58% |
| Historical Sharpe Ratio (5Y) | 0.3307 |
| Historical Sortino (5Y) | 0.3875 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.74% |