Columbia Dividend Income R (CDIRX)
29.11
-0.02 (-0.07%)
USD |
Aug 08 2022
CDIRX Max Drawdown (5Y): 32.80% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 32.80% |
| June 30, 2022 | 32.80% |
| May 31, 2022 | 32.80% |
| April 30, 2022 | 32.80% |
| March 31, 2022 | 32.80% |
| February 28, 2022 | 32.80% |
| January 31, 2022 | 32.80% |
| December 31, 2021 | 32.80% |
| November 30, 2021 | 32.80% |
| October 31, 2021 | 32.80% |
| September 30, 2021 | 32.80% |
| August 31, 2021 | 32.80% |
| July 31, 2021 | 32.80% |
| June 30, 2021 | 32.80% |
| May 31, 2021 | 32.80% |
| April 30, 2021 | 32.80% |
| March 31, 2021 | 32.80% |
| February 28, 2021 | 32.80% |
| January 31, 2021 | 32.80% |
| December 31, 2020 | 32.80% |
| November 30, 2020 | 32.80% |
| October 31, 2020 | 32.80% |
| September 30, 2020 | 32.80% |
| August 31, 2020 | 32.80% |
| July 31, 2020 | 32.80% |
| Date | Value |
|---|---|
| June 30, 2020 | 32.80% |
| May 31, 2020 | 32.80% |
| April 30, 2020 | 32.80% |
| March 31, 2020 | 32.80% |
| February 29, 2020 | 16.10% |
| January 31, 2020 | 16.10% |
| December 31, 2019 | 16.10% |
| November 30, 2019 | 16.10% |
| October 31, 2019 | 16.10% |
| September 30, 2019 | 16.10% |
| August 31, 2019 | 16.10% |
| July 31, 2019 | 16.10% |
| June 30, 2019 | 16.10% |
| May 31, 2019 | 16.10% |
| April 30, 2019 | 16.10% |
| March 31, 2019 | 16.10% |
| February 28, 2019 | 16.10% |
| January 31, 2019 | 16.10% |
| December 31, 2018 | 16.10% |
| November 30, 2018 | 11.62% |
| October 31, 2018 | 11.62% |
| September 30, 2018 | 11.62% |
| August 31, 2018 | 11.62% |
| July 31, 2018 | 11.62% |
| June 30, 2018 | 11.62% |
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
11.62%
Minimum
Aug 2017
32.80%
Maximum
Mar 2020
22.98%
Average
16.10%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford Dividend and Growth R5 | 34.99% |
| MFS Value R2 | 36.71% |
| TIAA-CREF Large-Cap Value Retire | 38.55% |
| Sterling Capital Equity Income R6 | 37.04% |
| Invesco Dividend Income R6 | 31.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0264 |
| Beta (5Y) | 0.8275 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.73% |
| Historical Sharpe Ratio (5Y) | 0.6964 |
| Historical Sortino (5Y) | 0.7082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.89% |