Columbia Select Mid Cap Value R (CMVRX)
12.71
+0.29 (+2.33%)
USD |
Mar 5
CMVRX Max Drawdown (5Y): 43.30% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2021 | 43.30% |
| January 31, 2021 | 43.30% |
| December 31, 2020 | 43.30% |
| November 30, 2020 | 43.30% |
| October 31, 2020 | 43.30% |
| September 30, 2020 | 43.30% |
| August 31, 2020 | 43.30% |
| July 31, 2020 | 43.30% |
| June 30, 2020 | 43.30% |
| May 31, 2020 | 43.30% |
| April 30, 2020 | 43.30% |
| March 31, 2020 | 43.30% |
| February 29, 2020 | 21.32% |
| January 31, 2020 | 21.32% |
| December 31, 2019 | 21.32% |
| November 30, 2019 | 21.32% |
| October 31, 2019 | 21.32% |
| September 30, 2019 | 21.32% |
| August 31, 2019 | 21.32% |
| July 31, 2019 | 21.32% |
| June 30, 2019 | 21.32% |
| May 31, 2019 | 21.32% |
| April 30, 2019 | 21.32% |
| March 31, 2019 | 21.32% |
| February 28, 2019 | 21.32% |
| Date | Value |
|---|---|
| January 31, 2019 | 21.32% |
| December 31, 2018 | 21.32% |
| November 30, 2018 | 20.69% |
| October 31, 2018 | 20.69% |
| September 30, 2018 | 20.69% |
| August 31, 2018 | 20.69% |
| July 31, 2018 | 20.69% |
| June 30, 2018 | 20.69% |
| May 31, 2018 | 20.69% |
| April 30, 2018 | 20.69% |
| March 31, 2018 | 20.69% |
| February 28, 2018 | 20.69% |
| January 31, 2018 | 20.69% |
| December 31, 2017 | 20.69% |
| November 30, 2017 | 20.69% |
| October 31, 2017 | 20.69% |
| September 30, 2017 | 20.69% |
| August 31, 2017 | 20.69% |
| July 31, 2017 | 20.69% |
| June 30, 2017 | 20.69% |
| May 31, 2017 | 20.69% |
| April 30, 2017 | 20.69% |
| March 31, 2017 | 20.69% |
| February 28, 2017 | 20.69% |
| January 31, 2017 | 20.69% |
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
20.69%
Minimum
Oct 2016
43.30%
Maximum
Mar 2020
26.19%
Average
21.32%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MFS Mid Cap Value R2 | 42.76% |
| JPMorgan Mid Cap Value R2 | 43.12% |
| Nuveen Mid Cap Value R6 | 44.53% |
| American Century Mid Cap Value R | 39.23% |
| Hartford MidCap Value R4 | 44.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.498 |
| Beta (5Y) | 1.196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.18% |
| Historical Sharpe Ratio (5Y) | 0.6355 |
| Historical Sortino (5Y) | 0.5704 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.56% |