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% |