Calvert Small-Cap A (CCVAX)
27.04
-0.23 (-0.84%)
USD |
Jul 06 2022
CCVAX Max Drawdown (5Y): 36.27% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 36.27% |
| May 31, 2022 | 36.27% |
| April 30, 2022 | 36.27% |
| March 31, 2022 | 36.27% |
| February 28, 2022 | 36.27% |
| January 31, 2022 | 36.27% |
| December 31, 2021 | 36.27% |
| November 30, 2021 | 36.27% |
| October 31, 2021 | 36.27% |
| September 30, 2021 | 36.27% |
| August 31, 2021 | 36.27% |
| July 31, 2021 | 36.27% |
| June 30, 2021 | 36.27% |
| May 31, 2021 | 36.27% |
| April 30, 2021 | 36.27% |
| March 31, 2021 | 36.27% |
| February 28, 2021 | 36.27% |
| January 31, 2021 | 36.27% |
| December 31, 2020 | 36.27% |
| November 30, 2020 | 36.27% |
| October 31, 2020 | 36.27% |
| September 30, 2020 | 36.27% |
| August 31, 2020 | 36.27% |
| July 31, 2020 | 36.27% |
| June 30, 2020 | 36.27% |
| Date | Value |
|---|---|
| May 31, 2020 | 36.27% |
| April 30, 2020 | 36.27% |
| March 31, 2020 | 36.27% |
| February 29, 2020 | 22.09% |
| January 31, 2020 | 22.09% |
| December 31, 2019 | 22.09% |
| November 30, 2019 | 22.09% |
| October 31, 2019 | 22.09% |
| September 30, 2019 | 22.09% |
| August 31, 2019 | 22.09% |
| July 31, 2019 | 22.09% |
| June 30, 2019 | 22.09% |
| May 31, 2019 | 22.09% |
| April 30, 2019 | 22.09% |
| March 31, 2019 | 22.09% |
| February 28, 2019 | 22.09% |
| January 31, 2019 | 22.09% |
| December 31, 2018 | 22.09% |
| November 30, 2018 | 19.62% |
| October 31, 2018 | 19.62% |
| September 30, 2018 | 19.62% |
| August 31, 2018 | 19.62% |
| July 31, 2018 | 19.62% |
| June 30, 2018 | 19.62% |
| May 31, 2018 | 19.62% |
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
19.62%
Minimum
Jul 2017
36.27%
Maximum
Mar 2020
28.01%
Average
22.09%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Nationwide Small Cap Index A | 42.20% |
| ClearBridge Small Cap A | 47.05% |
| Invesco Small Cap Equity A | 41.38% |
| Delaware Small Cap Core A | 39.54% |
| Touchstone Small Company A | 42.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.515 |
| Beta (5Y) | 0.9459 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.97% |
| Historical Sharpe Ratio (5Y) | 0.3984 |
| Historical Sortino (5Y) | 0.4186 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.50% |