Columbia Commodity Strategy C (CCSCX)
18.50
+0.09 (+0.49%)
USD |
Jun 27 2022
CCSCX Max Drawdown (5Y): 47.80% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 47.80% |
April 30, 2022 | 50.10% |
March 31, 2022 | 51.80% |
February 28, 2022 | 51.80% |
January 31, 2022 | 51.80% |
December 31, 2021 | 51.80% |
November 30, 2021 | 51.80% |
October 31, 2021 | 51.80% |
September 30, 2021 | 51.80% |
August 31, 2021 | 51.80% |
July 31, 2021 | 51.80% |
June 30, 2021 | 51.80% |
May 31, 2021 | 51.80% |
April 30, 2021 | 51.80% |
March 31, 2021 | 51.80% |
February 28, 2021 | 51.80% |
January 31, 2021 | 53.81% |
December 31, 2020 | 53.81% |
November 30, 2020 | 55.48% |
October 31, 2020 | 56.36% |
September 30, 2020 | 56.36% |
August 31, 2020 | 56.36% |
July 31, 2020 | 56.36% |
June 30, 2020 | 56.36% |
May 31, 2020 | 56.36% |
Date | Value |
---|---|
April 30, 2020 | 56.36% |
March 31, 2020 | 56.36% |
February 29, 2020 | 56.36% |
January 31, 2020 | 56.36% |
December 31, 2019 | 56.36% |
November 30, 2019 | 56.36% |
October 31, 2019 | 56.36% |
September 30, 2019 | 56.36% |
August 31, 2019 | 56.36% |
July 31, 2019 | 56.36% |
June 30, 2019 | 56.36% |
May 31, 2019 | 56.36% |
April 30, 2019 | 56.36% |
March 31, 2019 | 56.36% |
February 28, 2019 | 56.36% |
January 31, 2019 | 56.36% |
December 31, 2018 | 56.36% |
November 30, 2018 | 56.36% |
October 31, 2018 | 56.36% |
September 30, 2018 | 56.36% |
August 31, 2018 | 56.36% |
July 31, 2018 | 56.36% |
June 30, 2018 | 56.36% |
May 31, 2018 | 56.36% |
April 30, 2018 | 56.36% |
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
47.80%
Minimum
May 2022
56.36%
Maximum
Jun 2017
54.95%
Average
56.36%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0581 |
Beta (5Y) | 0.9837 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.47% |
Historical Sharpe Ratio (5Y) | 0.6993 |
Historical Sortino (5Y) | 0.9832 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.95% |