Calvert Small/Mid Cap Fund C (CMPCX)
18.87
+0.40
(+2.17%)
USD |
May 02 2025
CMPCX Max Drawdown (5Y): 25.39% 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
| Eaton Vance Tax-Managed Small-Cap Fund C | 25.59% |
| Janus Henderson Triton Fund C | 32.14% |
| Meridian Growth Fund C | 39.23% |
| Janus Henderson Venture Fund C | 35.38% |
| Hartford Small Cap Growth Fund C | 68.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.776 |
| Beta (5Y) | 0.9480 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1421 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7418 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.94% |
| Historical Sharpe Ratio (5Y) | 0.3443 |
| Historical Sortino (5Y) | 0.5803 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.92% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CMPCX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CMPCX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |