Cullen High Dividend Equity R2 (CHDPX)
12.70
+0.04 (+0.32%)
USD |
Aug 05 2022
CHDPX Max Drawdown (5Y): 37.08% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 37.08% |
| June 30, 2022 | 37.08% |
| May 31, 2022 | 37.08% |
| April 30, 2022 | 37.08% |
| March 31, 2022 | 37.08% |
| February 28, 2022 | 37.08% |
| January 31, 2022 | 37.08% |
| December 31, 2021 | 37.08% |
| November 30, 2021 | 37.08% |
| October 31, 2021 | 37.08% |
| September 30, 2021 | 37.08% |
| August 31, 2021 | 37.08% |
| July 31, 2021 | 37.08% |
| June 30, 2021 | 37.08% |
| May 31, 2021 | 37.08% |
| April 30, 2021 | 37.08% |
| March 31, 2021 | 37.08% |
| February 28, 2021 | 37.08% |
| January 31, 2021 | 37.08% |
| December 31, 2020 | 37.08% |
| November 30, 2020 | 37.08% |
| October 31, 2020 | 37.08% |
| September 30, 2020 | 37.08% |
| August 31, 2020 | 37.08% |
| July 31, 2020 | 37.08% |
| Date | Value |
|---|---|
| June 30, 2020 | 37.08% |
| May 31, 2020 | 37.08% |
| April 30, 2020 | 37.08% |
| March 31, 2020 | 37.08% |
| February 29, 2020 | 15.05% |
| January 31, 2020 | 15.05% |
| December 31, 2019 | 15.05% |
| November 30, 2019 | 15.05% |
| October 31, 2019 | 15.05% |
| September 30, 2019 | 15.05% |
| August 31, 2019 | 15.05% |
| July 31, 2019 | 15.05% |
| June 30, 2019 | 15.05% |
| May 31, 2019 | 15.05% |
| April 30, 2019 | 15.05% |
| March 31, 2019 | 15.05% |
| February 28, 2019 | 15.05% |
| January 31, 2019 | 15.05% |
| December 31, 2018 | 15.05% |
| November 30, 2018 | 13.10% |
| October 31, 2018 | 13.10% |
| September 30, 2018 | 13.10% |
| August 31, 2018 | 13.10% |
| July 31, 2018 | 13.10% |
| June 30, 2018 | 13.10% |
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
13.10%
Minimum
Aug 2017
37.08%
Maximum
Mar 2020
25.18%
Average
15.05%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Franklin Equity Income R | 35.37% |
| Columbia Large Cap Value R | 38.61% |
| Invesco Dividend Income R5 | 31.86% |
| Principal Equity Income R1 | 37.71% |
| Delaware Equity Income R6 | 37.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.239 |
| Beta (5Y) | 0.8128 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.87% |
| Historical Sharpe Ratio (5Y) | 0.3939 |
| Historical Sortino (5Y) | 0.3778 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.34% |