Calvert Mid-Cap A (CCAFX)
30.78
+0.34 (+1.12%)
USD |
Jul 01 2022
CCAFX Max Drawdown (5Y): 37.47% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 37.47% |
| May 31, 2022 | 37.47% |
| April 30, 2022 | 37.47% |
| March 31, 2022 | 37.47% |
| February 28, 2022 | 37.47% |
| January 31, 2022 | 37.47% |
| December 31, 2021 | 37.47% |
| November 30, 2021 | 37.47% |
| October 31, 2021 | 37.47% |
| September 30, 2021 | 37.47% |
| August 31, 2021 | 37.47% |
| July 31, 2021 | 37.47% |
| June 30, 2021 | 37.47% |
| May 31, 2021 | 37.47% |
| April 30, 2021 | 37.47% |
| March 31, 2021 | 37.47% |
| February 28, 2021 | 37.47% |
| January 31, 2021 | 37.47% |
| December 31, 2020 | 37.47% |
| November 30, 2020 | 37.47% |
| October 31, 2020 | 37.47% |
| September 30, 2020 | 37.47% |
| August 31, 2020 | 37.47% |
| July 31, 2020 | 37.47% |
| June 30, 2020 | 37.47% |
| Date | Value |
|---|---|
| May 31, 2020 | 37.47% |
| April 30, 2020 | 37.47% |
| March 31, 2020 | 37.47% |
| February 29, 2020 | 23.37% |
| January 31, 2020 | 23.37% |
| December 31, 2019 | 23.37% |
| November 30, 2019 | 23.37% |
| October 31, 2019 | 23.37% |
| September 30, 2019 | 23.37% |
| August 31, 2019 | 23.37% |
| July 31, 2019 | 23.37% |
| June 30, 2019 | 23.37% |
| May 31, 2019 | 23.37% |
| April 30, 2019 | 23.37% |
| March 31, 2019 | 23.37% |
| February 28, 2019 | 23.37% |
| January 31, 2019 | 23.37% |
| December 31, 2018 | 23.37% |
| November 30, 2018 | 23.37% |
| October 31, 2018 | 23.37% |
| September 30, 2018 | 23.37% |
| August 31, 2018 | 23.37% |
| July 31, 2018 | 23.37% |
| June 30, 2018 | 23.37% |
| May 31, 2018 | 23.37% |
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
23.37%
Minimum
Jul 2017
37.47%
Maximum
Mar 2020
29.95%
Average
23.37%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Mid Cap Value A | 42.62% |
| BNY Mellon Active MidCap A | 42.07% |
| JPMorgan SMID Cap Equity A | 41.36% |
| Touchstone Mid Cap A | 35.57% |
| Timothy Plan Large/Mid Cap Value A | 37.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.942 |
| Beta (5Y) | 0.9428 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.59% |
| Historical Sharpe Ratio (5Y) | 0.3388 |
| Historical Sortino (5Y) | 0.3247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.45% |