CRM Small/Mid Cap Value Inv (CRMAX)
10.05
+0.11 (+1.11%)
USD |
Jul 01 2022
CRMAX Max Drawdown (5Y): 41.56% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 41.56% |
| May 31, 2022 | 41.56% |
| April 30, 2022 | 41.56% |
| March 31, 2022 | 41.56% |
| February 28, 2022 | 41.56% |
| January 31, 2022 | 41.56% |
| December 31, 2021 | 41.56% |
| November 30, 2021 | 41.56% |
| October 31, 2021 | 41.56% |
| September 30, 2021 | 41.56% |
| August 31, 2021 | 41.56% |
| July 31, 2021 | 41.56% |
| June 30, 2021 | 41.56% |
| May 31, 2021 | 41.56% |
| April 30, 2021 | 41.56% |
| March 31, 2021 | 41.56% |
| February 28, 2021 | 41.56% |
| January 31, 2021 | 41.56% |
| December 31, 2020 | 41.56% |
| November 30, 2020 | 41.56% |
| October 31, 2020 | 41.56% |
| September 30, 2020 | 41.56% |
| August 31, 2020 | 41.56% |
| July 31, 2020 | 41.56% |
| June 30, 2020 | 41.56% |
| Date | Value |
|---|---|
| May 31, 2020 | 41.56% |
| April 30, 2020 | 41.56% |
| March 31, 2020 | 41.56% |
| February 29, 2020 | 24.26% |
| January 31, 2020 | 24.26% |
| December 31, 2019 | 24.26% |
| November 30, 2019 | 24.26% |
| October 31, 2019 | 24.26% |
| September 30, 2019 | 24.26% |
| August 31, 2019 | 24.26% |
| July 31, 2019 | 24.26% |
| June 30, 2019 | 24.26% |
| May 31, 2019 | 24.26% |
| April 30, 2019 | 24.26% |
| March 31, 2019 | 24.26% |
| February 28, 2019 | 24.26% |
| January 31, 2019 | 24.26% |
| December 31, 2018 | 24.26% |
| November 30, 2018 | 24.07% |
| October 31, 2018 | 24.07% |
| September 30, 2018 | 24.07% |
| August 31, 2018 | 24.07% |
| July 31, 2018 | 24.07% |
| June 30, 2018 | 24.07% |
| May 31, 2018 | 24.07% |
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
24.07%
Minimum
Jul 2017
41.56%
Maximum
Mar 2020
32.28%
Average
24.26%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| CRM All Cap Value Inv | 42.61% |
| Goldman Sachs Mid Cap Value Inv | 42.58% |
| ProFunds Mid Cap Inv | 42.07% |
| BNY Mellon MidCap Index Inv | 42.09% |
| Goldman Sachs Small/Mid Cap Value Inv | 44.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.700 |
| Beta (5Y) | 1.046 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.92% |
| Historical Sharpe Ratio (5Y) | 0.4641 |
| Historical Sortino (5Y) | 0.4782 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.08% |