Columbia Global Opportunities Fund I (CSAZX)
14.30
+0.03
(+0.21%)
USD |
Jun 06 2025
CSAZX Max Drawdown (5Y): 28.49% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Invesco Global Allocation Fund Y | 22.81% |
| Macquarie Asset Strategy Fund Y | 21.97% |
| Thornburg Summit Fund I | 17.01% |
| PIMCO Global Core Asset Allocation Fund I-2 | 22.55% |
| Persimmon Long/Short Fund I | 13.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.138 |
| Beta (5Y) | 0.7342 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.485 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4116 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.94% |
| Historical Sharpe Ratio (5Y) | 0.1517 |
| Historical Sortino (5Y) | 0.2173 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.59% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CSAZX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CSAZX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |