City National Rochdale US Cor Eq Instl (CNRUX)

29.83 -0.22 (-0.73%) USD  |  Dec 12 2024
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CNRUX Max Drawdown (5Y): 32.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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AB Core Opportunities Z 31.10%
VY® Columbia Contrarian Core I 32.51%
Franklin U.S. Large Cap Equity I 35.23%
Nuveen Equity Index I 34.90%
BNY Mellon Sust US Equity Y 31.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.990
Beta (5Y) 0.9553
Alpha (vs YCharts Benchmark) (5Y) -1.990
Beta (vs YCharts Benchmark) (5Y) 0.9553
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.92%
Historical Sharpe Ratio (5Y) 0.6011
Historical Sortino (5Y) 0.6418
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.21%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:CNRUX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:CNRUX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.