Copeland Dividend Growth Fund I (CDIVX)

12.55 0.00 (0.00%) USD  |  Dec 16 2024
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CDIVX Max Drawdown (5Y): 36.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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BNY Mellon Active MidCap Fund I 41.79%
FAM Value Fund Instl 37.73%
Jensen Quality MidCap Fund Y 34.46%
SEI Inst Mgd Mid-Cap Fund F 42.21%
Sterling Capital Mid Cap Relative Value Fund Inst 41.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.183
Beta (5Y) 0.9272
Alpha (vs YCharts Benchmark) (5Y) -5.184
Beta (vs YCharts Benchmark) (5Y) 0.9272
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.09%
Historical Sharpe Ratio (5Y) 0.3981
Historical Sortino (5Y) 0.4214
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.65%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:CDIVX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:CDIVX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.