CRM All Cap Value Inv (CRMEX)
6.70
0.00 (0.00%)
USD |
May 20 2022
CRMEX Max Drawdown (5Y): 42.61% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.61% |
| March 31, 2022 | 42.61% |
| February 28, 2022 | 42.61% |
| January 31, 2022 | 42.61% |
| December 31, 2021 | 42.61% |
| November 30, 2021 | 42.61% |
| October 31, 2021 | 42.61% |
| September 30, 2021 | 42.61% |
| August 31, 2021 | 42.61% |
| July 31, 2021 | 42.61% |
| June 30, 2021 | 42.61% |
| May 31, 2021 | 42.61% |
| April 30, 2021 | 42.61% |
| March 31, 2021 | 42.61% |
| February 28, 2021 | 42.61% |
| January 31, 2021 | 42.61% |
| December 31, 2020 | 42.61% |
| November 30, 2020 | 42.61% |
| October 31, 2020 | 42.61% |
| September 30, 2020 | 42.61% |
| August 31, 2020 | 42.61% |
| July 31, 2020 | 42.61% |
| June 30, 2020 | 42.61% |
| May 31, 2020 | 42.61% |
| April 30, 2020 | 42.61% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.61% |
| February 29, 2020 | 24.60% |
| January 31, 2020 | 24.60% |
| December 31, 2019 | 24.60% |
| November 30, 2019 | 24.60% |
| October 31, 2019 | 24.60% |
| September 30, 2019 | 24.60% |
| August 31, 2019 | 24.60% |
| July 31, 2019 | 24.60% |
| June 30, 2019 | 24.60% |
| May 31, 2019 | 24.60% |
| April 30, 2019 | 24.60% |
| March 31, 2019 | 24.60% |
| February 28, 2019 | 24.60% |
| January 31, 2019 | 24.60% |
| December 31, 2018 | 24.60% |
| November 30, 2018 | 17.51% |
| October 31, 2018 | 17.51% |
| September 30, 2018 | 17.51% |
| August 31, 2018 | 17.51% |
| July 31, 2018 | 17.51% |
| June 30, 2018 | 17.51% |
| May 31, 2018 | 17.51% |
| April 30, 2018 | 17.51% |
| March 31, 2018 | 17.51% |
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
17.51%
Minimum
May 2017
42.61%
Maximum
Mar 2020
30.16%
Average
24.60%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| CRM Mid Cap Value Inv | 39.68% |
| Harbor Mid Cap Investor | -- |
| CRM Small/Mid Cap Value Inv | 41.56% |
| Cambiar SMID Investor | 41.94% |
| Goldman Sachs Small/Mid Cap Value Inv | 44.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.841 |
| Beta (5Y) | 1.069 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.40% |
| Historical Sharpe Ratio (5Y) | 0.4535 |
| Historical Sortino (5Y) | 0.4412 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.18% |