Cambiar SMID Institutional (CAMUX)
20.49
-0.08 (-0.39%)
USD |
May 20 2022
CAMUX Max Drawdown (5Y): 41.94% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.94% |
| March 31, 2022 | 41.94% |
| February 28, 2022 | 41.94% |
| January 31, 2022 | 41.94% |
| December 31, 2021 | 41.94% |
| November 30, 2021 | 41.94% |
| October 31, 2021 | 41.94% |
| September 30, 2021 | 41.94% |
| August 31, 2021 | 41.94% |
| July 31, 2021 | 41.94% |
| June 30, 2021 | 41.94% |
| May 31, 2021 | 41.94% |
| April 30, 2021 | 41.94% |
| March 31, 2021 | 41.94% |
| February 28, 2021 | 41.94% |
| January 31, 2021 | 41.94% |
| December 31, 2020 | 41.94% |
| November 30, 2020 | 41.94% |
| October 31, 2020 | 41.94% |
| September 30, 2020 | 41.94% |
| August 31, 2020 | 41.94% |
| July 31, 2020 | 41.94% |
| June 30, 2020 | 41.94% |
| May 31, 2020 | 41.94% |
| April 30, 2020 | 41.94% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.94% |
| February 29, 2020 | 24.36% |
| January 31, 2020 | 24.36% |
| December 31, 2019 | 24.36% |
| November 30, 2019 | 24.36% |
| October 31, 2019 | 24.36% |
| September 30, 2019 | 24.36% |
| August 31, 2019 | 24.36% |
| July 31, 2019 | 24.36% |
| June 30, 2019 | 24.36% |
| May 31, 2019 | 24.36% |
| April 30, 2019 | 24.36% |
| March 31, 2019 | 24.36% |
| February 28, 2019 | 24.36% |
| January 31, 2019 | 24.36% |
| December 31, 2018 | 24.36% |
| November 30, 2018 | 24.36% |
| October 31, 2018 | 24.36% |
| September 30, 2018 | 24.36% |
| August 31, 2018 | 24.36% |
| July 31, 2018 | 24.36% |
| June 30, 2018 | 24.36% |
| May 31, 2018 | 24.36% |
| April 30, 2018 | 24.36% |
| March 31, 2018 | 24.36% |
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
24.36%
Minimum
May 2017
41.94%
Maximum
Mar 2020
31.98%
Average
24.36%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Principal Edge MidCap Institutional | 41.16% |
| Allspring Common Stock Inst | 45.62% |
| Trillium ESG Small/Mid Cap Inst | 40.15% |
| CRM All Cap Value Inst | 42.58% |
| Fidelity Advisor® Mid Cap II Z | 42.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.156 |
| Beta (5Y) | 1.043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.74% |
| Historical Sharpe Ratio (5Y) | 0.5845 |
| Historical Sortino (5Y) | 0.5971 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.50% |