Cantor Fitzgerald Commodity Return Strategy Ptf 1 (CCRSX)
23.18
-0.14
(-0.60%)
USD |
Aug 25 2026
CCRSX Max Drawdown (5Y): 25.72% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 25.72% |
| June 30, 2026 | 25.72% |
| May 31, 2026 | 25.72% |
| April 30, 2026 | 25.72% |
| March 31, 2026 | 25.72% |
| February 28, 2026 | 25.72% |
| January 31, 2026 | 25.72% |
| December 31, 2025 | 25.72% |
| November 30, 2025 | 25.72% |
| October 31, 2025 | 25.72% |
| September 30, 2025 | 25.72% |
| August 31, 2025 | 25.72% |
| July 31, 2025 | 25.72% |
| June 30, 2025 | 29.77% |
| May 31, 2025 | 34.37% |
| April 30, 2025 | 38.57% |
| March 31, 2025 | 39.74% |
| February 28, 2025 | 40.18% |
| January 31, 2025 | 40.18% |
| December 31, 2024 | 40.18% |
| November 30, 2024 | 40.18% |
| October 31, 2024 | 40.18% |
| September 30, 2024 | 40.18% |
| August 31, 2024 | 40.18% |
| July 31, 2024 | 40.18% |
| Date | Value |
|---|---|
| June 30, 2024 | 40.18% |
| May 31, 2024 | 41.99% |
| April 30, 2024 | 41.99% |
| March 31, 2024 | 41.99% |
| February 29, 2024 | 41.99% |
| January 31, 2024 | 41.99% |
| December 31, 2023 | 42.82% |
| November 30, 2023 | 42.82% |
| October 31, 2023 | 42.82% |
| September 30, 2023 | 42.82% |
| August 31, 2023 | 42.82% |
| July 31, 2023 | 42.82% |
| June 30, 2023 | 42.82% |
| May 31, 2023 | 42.82% |
| April 30, 2023 | 42.82% |
| March 31, 2023 | 42.82% |
| February 28, 2023 | 42.82% |
| January 31, 2023 | 42.82% |
| December 31, 2022 | 42.82% |
| November 30, 2022 | 42.82% |
| October 31, 2022 | 42.82% |
| September 30, 2022 | 43.43% |
| August 31, 2022 | 43.90% |
| July 31, 2022 | 45.48% |
| June 30, 2022 | 45.91% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1969 |
| Beta (5Y) | 0.9724 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1969 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.73% |
| Historical Sharpe Ratio (5Y) | 0.4147 |
| Historical Sortino (5Y) | 0.6644 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.77% |