Calvert US Large-Cap Growth Responsible Indx Fd A (CGJAX)
66.52
-0.29
(-0.43%)
USD |
May 20 2025
CGJAX Max Drawdown (5Y): 31.32% for April 30, 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
| Praxis Growth Index Fund A | 32.43% |
| Rydex NASDAQ-100 Fund A | 36.14% |
| Columbia Disciplined Growth Fund A | 31.02% |
| Alger Focus Equity Fund A | 40.31% |
| Columbia Select Large Cap Growth Fund A | 43.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.556 |
| Beta (5Y) | 1.107 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.9771 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9443 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.95% |
| Historical Sharpe Ratio (5Y) | 0.7111 |
| Historical Sortino (5Y) | 1.093 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.79% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CGJAX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CGJAX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |