Columbia Strat CA Muncpl Inc Inst3 (CCXYX)
27.14
+0.25 (+0.93%)
USD |
May 24 2022
CCXYX Max Drawdown (5Y): 13.96% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 13.96% |
| March 31, 2022 | 13.96% |
| February 28, 2022 | 13.96% |
| January 31, 2022 | 13.96% |
| December 31, 2021 | 13.96% |
| November 30, 2021 | 13.96% |
| October 31, 2021 | 13.96% |
| September 30, 2021 | 13.96% |
| August 31, 2021 | 13.96% |
| July 31, 2021 | 13.96% |
| June 30, 2021 | 13.96% |
| May 31, 2021 | 13.96% |
| April 30, 2021 | 13.96% |
| March 31, 2021 | 13.96% |
| February 28, 2021 | 13.96% |
| January 31, 2021 | 13.96% |
| December 31, 2020 | 13.96% |
| November 30, 2020 | 13.96% |
| October 31, 2020 | 13.96% |
| September 30, 2020 | 13.96% |
| August 31, 2020 | 13.96% |
| July 31, 2020 | 13.96% |
| June 30, 2020 | 13.96% |
| May 31, 2020 | 13.96% |
| April 30, 2020 | 13.96% |
| Date | Value |
|---|---|
| March 31, 2020 | 13.96% |
| February 29, 2020 | 6.46% |
| January 31, 2020 | 6.46% |
| December 31, 2019 | 6.46% |
| November 30, 2019 | 6.46% |
| October 31, 2019 | 6.46% |
| September 30, 2019 | 6.46% |
| August 31, 2019 | 6.46% |
| July 31, 2019 | 6.46% |
| June 30, 2019 | 6.46% |
| May 31, 2019 | 6.46% |
| April 30, 2019 | 6.46% |
| March 31, 2019 | 6.46% |
| February 28, 2019 | 6.46% |
| January 31, 2019 | 6.46% |
| December 31, 2018 | 6.46% |
| November 30, 2018 | 6.46% |
| October 31, 2018 | 6.46% |
| September 30, 2018 | 6.46% |
| August 31, 2018 | 6.46% |
| July 31, 2018 | 6.46% |
| June 30, 2018 | 8.28% |
| May 31, 2018 | 8.28% |
| April 30, 2018 | 8.28% |
| March 31, 2018 | 8.28% |
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
6.46%
Minimum
Jul 2018
13.96%
Maximum
Mar 2020
10.14%
Average
8.28%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| USAA CA Bond Institutional | 11.32% |
| American Century CA High Yield Muni Y | 14.43% |
| Delaware Tax-Free CA Institutional | 13.94% |
| Nuveen CA Municipal Bond I | 12.72% |
| MFS CA Municipal Bond I | 13.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3557 |
| Beta (5Y) | 1.230 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.64% |
| Historical Sharpe Ratio (5Y) | 0.1322 |
| Historical Sortino (5Y) | 0.1229 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.73% |