American Funds Invmt Co of Amer 529F (CICFX)
41.00
-0.07 (-0.17%)
USD |
Jun 29 2022
CICFX Max Drawdown (5Y): 31.06% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 31.06% |
| April 30, 2022 | 31.06% |
| March 31, 2022 | 31.06% |
| February 28, 2022 | 31.06% |
| January 31, 2022 | 31.06% |
| December 31, 2021 | 31.06% |
| November 30, 2021 | 31.06% |
| October 31, 2021 | 31.06% |
| September 30, 2021 | 31.06% |
| August 31, 2021 | 31.06% |
| July 31, 2021 | 31.06% |
| June 30, 2021 | 31.06% |
| May 31, 2021 | 31.06% |
| April 30, 2021 | 31.06% |
| March 31, 2021 | 31.06% |
| February 28, 2021 | 31.06% |
| January 31, 2021 | 31.06% |
| December 31, 2020 | 31.06% |
| November 30, 2020 | 31.06% |
| October 31, 2020 | 31.06% |
| September 30, 2020 | 31.06% |
| August 31, 2020 | 31.06% |
| July 31, 2020 | 31.06% |
| June 30, 2020 | 31.06% |
| May 31, 2020 | 31.06% |
| Date | Value |
|---|---|
| April 30, 2020 | 31.06% |
| March 31, 2020 | 31.06% |
| February 29, 2020 | 18.02% |
| January 31, 2020 | 18.02% |
| December 31, 2019 | 18.02% |
| November 30, 2019 | 18.02% |
| October 31, 2019 | 18.02% |
| September 30, 2019 | 18.02% |
| August 31, 2019 | 18.02% |
| July 31, 2019 | 18.02% |
| June 30, 2019 | 18.02% |
| May 31, 2019 | 18.02% |
| April 30, 2019 | 18.02% |
| March 31, 2019 | 18.02% |
| February 28, 2019 | 18.02% |
| January 31, 2019 | 18.02% |
| December 31, 2018 | 18.02% |
| November 30, 2018 | 13.84% |
| October 31, 2018 | 13.84% |
| September 30, 2018 | 13.84% |
| August 31, 2018 | 13.84% |
| July 31, 2018 | 13.84% |
| June 30, 2018 | 13.84% |
| May 31, 2018 | 13.84% |
| April 30, 2018 | 13.84% |
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
13.84%
Minimum
Jul 2017
31.06%
Maximum
Mar 2020
22.78%
Average
18.02%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| ClearBridge Dividend Strategy FI | 34.72% |
| Transamerica Large Core R4 | 33.94% |
| American Funds Fundamental Invs 529F1 | 33.89% |
| ClearBridge Appreciation FI | 32.20% |
| MainStay S&P 500 Index Simple | 33.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.830 |
| Beta (5Y) | 0.9168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.52% |
| Historical Sharpe Ratio (5Y) | 0.6527 |
| Historical Sortino (5Y) | 0.6597 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.73% |