Ariel Appreciation Investor (CAAPX)
43.59
+0.64 (+1.49%)
USD |
Aug 12 2022
CAAPX Max Drawdown (5Y): 42.58% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 42.58% |
| June 30, 2022 | 42.58% |
| May 31, 2022 | 42.58% |
| April 30, 2022 | 42.58% |
| March 31, 2022 | 42.58% |
| February 28, 2022 | 42.58% |
| January 31, 2022 | 42.58% |
| December 31, 2021 | 42.58% |
| November 30, 2021 | 42.58% |
| October 31, 2021 | 42.58% |
| September 30, 2021 | 42.58% |
| August 31, 2021 | 42.58% |
| July 31, 2021 | 42.58% |
| June 30, 2021 | 42.58% |
| May 31, 2021 | 42.58% |
| April 30, 2021 | 42.58% |
| March 31, 2021 | 42.58% |
| February 28, 2021 | 42.58% |
| January 31, 2021 | 42.58% |
| December 31, 2020 | 42.58% |
| November 30, 2020 | 42.58% |
| October 31, 2020 | 42.58% |
| September 30, 2020 | 42.58% |
| August 31, 2020 | 42.58% |
| July 31, 2020 | 42.58% |
| Date | Value |
|---|---|
| June 30, 2020 | 42.58% |
| May 31, 2020 | 42.58% |
| April 30, 2020 | 42.58% |
| March 31, 2020 | 42.58% |
| February 29, 2020 | 25.30% |
| January 31, 2020 | 25.30% |
| December 31, 2019 | 25.30% |
| November 30, 2019 | 25.30% |
| October 31, 2019 | 25.30% |
| September 30, 2019 | 25.30% |
| August 31, 2019 | 25.30% |
| July 31, 2019 | 25.30% |
| June 30, 2019 | 25.30% |
| May 31, 2019 | 25.30% |
| April 30, 2019 | 25.30% |
| March 31, 2019 | 25.30% |
| February 28, 2019 | 25.30% |
| January 31, 2019 | 25.30% |
| December 31, 2018 | 25.30% |
| November 30, 2018 | 25.30% |
| October 31, 2018 | 25.30% |
| September 30, 2018 | 25.30% |
| August 31, 2018 | 25.30% |
| July 31, 2018 | 25.30% |
| June 30, 2018 | 25.30% |
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
25.30%
Minimum
Aug 2017
42.58%
Maximum
Mar 2020
33.65%
Average
25.30%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Ariel Fund Investor | 45.29% |
| Ariel Focus Investor | 43.22% |
| American Century Mid Cap Value Inv | 39.24% |
| Artisan Mid Cap Value Investor | 44.46% |
| Nuance Concentrated Value Investor | 31.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.296 |
| Beta (5Y) | 1.149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.53% |
| Historical Sharpe Ratio (5Y) | 0.3478 |
| Historical Sortino (5Y) | 0.3743 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.54% |