Calvert Mid-Cap I (CCPIX)
37.86
+0.42 (+1.12%)
USD |
Jul 01 2022
CCPIX Max Drawdown (5Y): 37.46% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 37.46% |
| May 31, 2022 | 37.46% |
| April 30, 2022 | 37.46% |
| March 31, 2022 | 37.46% |
| February 28, 2022 | 37.46% |
| January 31, 2022 | 37.46% |
| December 31, 2021 | 37.46% |
| November 30, 2021 | 37.46% |
| October 31, 2021 | 37.46% |
| September 30, 2021 | 37.46% |
| August 31, 2021 | 37.46% |
| July 31, 2021 | 37.46% |
| June 30, 2021 | 37.46% |
| May 31, 2021 | 37.46% |
| April 30, 2021 | 37.46% |
| March 31, 2021 | 37.46% |
| February 28, 2021 | 37.46% |
| January 31, 2021 | 37.46% |
| December 31, 2020 | 37.46% |
| November 30, 2020 | 37.46% |
| October 31, 2020 | 37.46% |
| September 30, 2020 | 37.46% |
| August 31, 2020 | 37.46% |
| July 31, 2020 | 37.46% |
| June 30, 2020 | 37.46% |
| Date | Value |
|---|---|
| May 31, 2020 | 37.46% |
| April 30, 2020 | 37.46% |
| March 31, 2020 | 37.46% |
| February 29, 2020 | 23.09% |
| January 31, 2020 | 23.09% |
| December 31, 2019 | 23.09% |
| November 30, 2019 | 23.09% |
| October 31, 2019 | 23.09% |
| September 30, 2019 | 23.09% |
| August 31, 2019 | 23.09% |
| July 31, 2019 | 23.09% |
| June 30, 2019 | 23.09% |
| May 31, 2019 | 23.09% |
| April 30, 2019 | 23.09% |
| March 31, 2019 | 23.09% |
| February 28, 2019 | 23.09% |
| January 31, 2019 | 23.09% |
| December 31, 2018 | 23.09% |
| November 30, 2018 | 23.09% |
| October 31, 2018 | 23.09% |
| September 30, 2018 | 23.09% |
| August 31, 2018 | 23.09% |
| July 31, 2018 | 23.09% |
| June 30, 2018 | 23.09% |
| May 31, 2018 | 23.09% |
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
23.09%
Minimum
Jul 2017
37.46%
Maximum
Mar 2020
29.80%
Average
23.09%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Invesco Main Street Mid Cap Y | 41.16% |
| Natixis Vaughan Nelson Mid Cap Y | 42.81% |
| Goldman Sachs Mid Cap Value Instl | 42.57% |
| Voya Index Plus MidCap Port I | 43.76% |
| JPMorgan SMID Cap Equity I | 41.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.651 |
| Beta (5Y) | 0.9439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.59% |
| Historical Sharpe Ratio (5Y) | 0.3554 |
| Historical Sortino (5Y) | 0.3401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.43% |