Cullen High Dividend Equity Fund Retail (CHDEX)
13.94
+0.12
(+0.87%)
USD |
Feb 04 2026
CHDEX Max Drawdown (5Y): 17.94% for Jan. 31, 2026
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Becker Value Equity Fund Retail | 19.86% |
| Cullen Value Fund Retail | 20.15% |
| American Beacon Large Cap Value Fund Advisor | 19.97% |
| Payden Equity Income Fund Adviser | 16.46% |
| Al Frank Fund Advisor | 24.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9885 |
| Beta (5Y) | 0.7287 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6245 |
| Beta (vs YCharts Benchmark) (5Y) | 0.883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.17% |
| Historical Sharpe Ratio (5Y) | 0.6197 |
| Historical Sortino (5Y) | 0.9635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.58% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CHDEX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CHDEX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |