Commerce MidCap Growth Fund (CFAGX)
42.57
+0.65
(+1.55%)
USD |
Mar 19 2025
CFAGX Max Drawdown (5Y): 34.23% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Azzad Ethical Fund | 37.13% |
| Sit Mid Cap Growth Fund, Inc. | 35.14% |
| Value Line Mid Cap Focused Fund Investor | 35.51% |
| JNL/JPMorgan Midcap Growth Fund A | 37.08% |
| Touchstone Mid Cap Growth Fund Y | 38.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.291 |
| Beta (5Y) | 1.016 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2268 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8155 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.54% |
| Historical Sharpe Ratio (5Y) | 0.4988 |
| Historical Sortino (5Y) | 0.8291 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.84% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CFAGX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CFAGX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |