Columbia Small Cap Growth Inst2 (CSCRX)
18.66
+0.65 (+3.61%)
USD |
Jun 24 2022
CSCRX Max Drawdown (5Y): 50.92% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 50.92% |
April 30, 2022 | 42.51% |
March 31, 2022 | 40.54% |
February 28, 2022 | 37.48% |
January 31, 2022 | 37.48% |
December 31, 2021 | 37.48% |
November 30, 2021 | 37.48% |
October 31, 2021 | 37.48% |
September 30, 2021 | 37.48% |
August 31, 2021 | 37.48% |
July 31, 2021 | 37.48% |
June 30, 2021 | 37.48% |
May 31, 2021 | 37.48% |
April 30, 2021 | 37.48% |
March 31, 2021 | 37.48% |
February 28, 2021 | 37.48% |
January 31, 2021 | 37.48% |
December 31, 2020 | 37.48% |
November 30, 2020 | 37.48% |
October 31, 2020 | 37.48% |
September 30, 2020 | 37.48% |
August 31, 2020 | 37.48% |
July 31, 2020 | 37.48% |
June 30, 2020 | 37.48% |
May 31, 2020 | 37.48% |
Date | Value |
---|---|
April 30, 2020 | 37.48% |
March 31, 2020 | 37.48% |
February 29, 2020 | 26.89% |
January 31, 2020 | 26.89% |
December 31, 2019 | 26.89% |
November 30, 2019 | 26.89% |
October 31, 2019 | 26.89% |
September 30, 2019 | 26.89% |
August 31, 2019 | 26.89% |
July 31, 2019 | 26.89% |
June 30, 2019 | 26.89% |
May 31, 2019 | 26.89% |
April 30, 2019 | 26.89% |
March 31, 2019 | 26.89% |
February 28, 2019 | 26.89% |
January 31, 2019 | 26.89% |
December 31, 2018 | 26.89% |
November 30, 2018 | 26.89% |
October 31, 2018 | 26.89% |
September 30, 2018 | 26.89% |
August 31, 2018 | 26.89% |
July 31, 2018 | 26.89% |
June 30, 2018 | 26.89% |
May 31, 2018 | 26.89% |
April 30, 2018 | 26.89% |
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
26.89%
Minimum
Jun 2017
50.92%
Maximum
May 2022
32.02%
Average
26.89%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.312 |
Beta (5Y) | 1.237 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.42% |
Historical Sharpe Ratio (5Y) | 0.5113 |
Historical Sortino (5Y) | 0.6533 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.77% |