Chesapeake Growth Fund (CHCGX)
47.35
+0.20
(+0.42%)
USD |
Apr 17 2025
CHCGX Max Drawdown (5Y): 33.24% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Monetta Fund | 32.99% |
| Touchstone Growth Opportunities Fund Y | 31.44% |
| Reynolds Blue Chip Growth Fund | 34.10% |
| Barrett Growth Fund Rtl | 29.69% |
| TANAKA Growth Fund R | 40.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.367 |
| Beta (5Y) | 1.041 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.783 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.98% |
| Historical Sharpe Ratio (5Y) | 0.4553 |
| Historical Sortino (5Y) | 0.6284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.60% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CHCGX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CHCGX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |