American Funds Growth Fund of Amer 529F (CGFFX)
51.37
-0.59 (-1.14%)
USD |
Mar 17 2023
CGFFX Max Drawdown (5Y): 36.28% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 36.28% |
| January 31, 2023 | 36.28% |
| December 31, 2022 | 36.28% |
| November 30, 2022 | 36.28% |
| October 31, 2022 | 36.28% |
| September 30, 2022 | 35.09% |
| August 31, 2022 | 35.09% |
| July 31, 2022 | 35.09% |
| June 30, 2022 | 35.09% |
| May 31, 2022 | 30.88% |
| April 30, 2022 | 30.35% |
| March 31, 2022 | 30.35% |
| February 28, 2022 | 30.35% |
| January 31, 2022 | 30.35% |
| December 31, 2021 | 30.35% |
| November 30, 2021 | 30.35% |
| October 31, 2021 | 30.35% |
| September 30, 2021 | 30.35% |
| August 31, 2021 | 30.35% |
| July 31, 2021 | 30.35% |
| June 30, 2021 | 30.35% |
| May 31, 2021 | 30.35% |
| April 30, 2021 | 30.35% |
| March 31, 2021 | 30.35% |
| February 28, 2021 | 30.35% |
| Date | Value |
|---|---|
| January 31, 2021 | 30.35% |
| December 31, 2020 | 30.35% |
| November 30, 2020 | 30.35% |
| October 31, 2020 | 30.35% |
| September 30, 2020 | 30.35% |
| August 31, 2020 | 30.35% |
| July 31, 2020 | 30.35% |
| June 30, 2020 | 30.35% |
| May 31, 2020 | 30.35% |
| April 30, 2020 | 30.35% |
| March 31, 2020 | 30.35% |
| February 29, 2020 | 20.65% |
| January 31, 2020 | 20.65% |
| December 31, 2019 | 20.65% |
| November 30, 2019 | 20.65% |
| October 31, 2019 | 20.65% |
| September 30, 2019 | 20.65% |
| August 31, 2019 | 20.65% |
| July 31, 2019 | 20.65% |
| June 30, 2019 | 20.65% |
| May 31, 2019 | 20.65% |
| April 30, 2019 | 20.65% |
| March 31, 2019 | 20.65% |
| February 28, 2019 | 20.65% |
| January 31, 2019 | 20.65% |
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
16.30%
Minimum
Mar 2018
36.28%
Maximum
Oct 2022
26.64%
Average
30.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.257 |
| Beta (5Y) | 1.039 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.047 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.54% |
| Historical Sharpe Ratio (5Y) | 0.4078 |
| Historical Sortino (5Y) | 0.5223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.98% |