Columbia Dividend Income Inst3 (CDDYX)
28.94
+0.08 (+0.28%)
USD |
May 20 2022
CDDYX Max Drawdown (5Y): 32.75% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 32.75% |
| March 31, 2022 | 32.75% |
| February 28, 2022 | 32.75% |
| January 31, 2022 | 32.75% |
| December 31, 2021 | 32.75% |
| November 30, 2021 | 32.75% |
| October 31, 2021 | 32.75% |
| September 30, 2021 | 32.75% |
| August 31, 2021 | 32.75% |
| July 31, 2021 | 32.75% |
| June 30, 2021 | 32.75% |
| May 31, 2021 | 32.75% |
| April 30, 2021 | 32.75% |
| March 31, 2021 | 32.75% |
| February 28, 2021 | 32.75% |
| January 31, 2021 | 32.75% |
| December 31, 2020 | 32.75% |
| November 30, 2020 | 32.75% |
| October 31, 2020 | 32.75% |
| September 30, 2020 | 32.75% |
| August 31, 2020 | 32.75% |
| July 31, 2020 | 32.75% |
| June 30, 2020 | 32.75% |
| May 31, 2020 | 32.75% |
| April 30, 2020 | 32.75% |
| Date | Value |
|---|---|
| March 31, 2020 | 32.75% |
| February 29, 2020 | 15.96% |
| January 31, 2020 | 15.96% |
| December 31, 2019 | 15.96% |
| November 30, 2019 | 15.96% |
| October 31, 2019 | 15.96% |
| September 30, 2019 | 15.96% |
| August 31, 2019 | 15.96% |
| July 31, 2019 | 15.96% |
| June 30, 2019 | 15.96% |
| May 31, 2019 | 15.96% |
| April 30, 2019 | 15.96% |
| March 31, 2019 | 15.96% |
| February 28, 2019 | 15.96% |
| January 31, 2019 | 15.96% |
| December 31, 2018 | 15.96% |
| November 30, 2018 | 11.46% |
| October 31, 2018 | 11.46% |
| September 30, 2018 | 11.46% |
| August 31, 2018 | 11.46% |
| July 31, 2018 | 11.46% |
| June 30, 2018 | 11.46% |
| May 31, 2018 | 11.46% |
| April 30, 2018 | 11.46% |
| March 31, 2018 | 11.46% |
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
11.46%
Minimum
May 2017
32.75%
Maximum
Mar 2020
21.81%
Average
15.96%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5531 |
| Beta (5Y) | 0.8416 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.21% |
| Historical Sharpe Ratio (5Y) | 0.8104 |
| Historical Sortino (5Y) | 0.7701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.83% |