Columbia Select Mid Cap Value Fund A (CMUAX)

14.16 -0.03 (-0.21%) USD  |  Dec 13 2024
More

CMUAX Max Drawdown (5Y): 43.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CMUAX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
MFS Mid Cap Value Fund A 42.79%
Allspring Special Mid Cap Val Fd A 43.81%
Touchstone Mid Cap Value Fund A 41.93%
Fidelity Advisor Mid Cap Value Fund A 45.42%
Delaware Opportunity Fund A 46.38%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.961
Beta (5Y) 1.098
Alpha (vs YCharts Benchmark) (5Y) 3.374
Beta (vs YCharts Benchmark) (5Y) 0.8458
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.27%
Historical Sharpe Ratio (5Y) 0.4172
Historical Sortino (5Y) 0.4398
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.73%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:CMUAX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:CMUAX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.