CornerCap Small-Cap Value Advisor (CSCVX)
12.40
+0.24 (+1.97%)
USD |
Mar 31 2023
CSCVX Max Drawdown (5Y): 45.71% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2023 | 45.71% |
February 28, 2023 | 45.71% |
January 31, 2023 | 45.71% |
December 31, 2022 | 45.71% |
November 30, 2022 | 45.71% |
October 31, 2022 | 45.71% |
September 30, 2022 | 45.71% |
August 31, 2022 | 45.71% |
July 31, 2022 | 45.71% |
June 30, 2022 | 45.71% |
May 31, 2022 | 45.71% |
April 30, 2022 | 45.71% |
March 31, 2022 | 45.71% |
February 28, 2022 | 45.71% |
January 31, 2022 | 45.71% |
December 31, 2021 | 45.71% |
November 30, 2021 | 45.71% |
October 31, 2021 | 45.71% |
September 30, 2021 | 45.71% |
August 31, 2021 | 45.71% |
July 31, 2021 | 45.71% |
June 30, 2021 | 45.71% |
May 31, 2021 | 45.71% |
April 30, 2021 | 45.71% |
March 31, 2021 | 45.71% |
Date | Value |
---|---|
February 28, 2021 | 45.71% |
January 31, 2021 | 45.71% |
December 31, 2020 | 45.71% |
November 30, 2020 | 45.71% |
October 31, 2020 | 45.71% |
September 30, 2020 | 45.71% |
August 31, 2020 | 45.71% |
July 31, 2020 | 45.71% |
June 30, 2020 | 45.71% |
May 31, 2020 | 45.71% |
April 30, 2020 | 45.71% |
March 31, 2020 | 45.71% |
February 29, 2020 | 25.13% |
January 31, 2020 | 25.13% |
December 31, 2019 | 25.13% |
November 30, 2019 | 25.13% |
October 31, 2019 | 25.13% |
September 30, 2019 | 25.13% |
August 31, 2019 | 25.13% |
July 31, 2019 | 25.13% |
June 30, 2019 | 25.13% |
May 31, 2019 | 25.13% |
April 30, 2019 | 25.13% |
March 31, 2019 | 25.13% |
February 28, 2019 | 25.13% |
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
18.75%
Minimum
Apr 2018
45.71%
Maximum
Mar 2020
36.97%
Average
45.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.497 |
Beta (5Y) | 1.103 |
Alpha (vs YCharts Benchmark) (5Y) | 1.647 |
Beta (vs YCharts Benchmark) (5Y) | 0.9444 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.61% |
Historical Sharpe Ratio (5Y) | 0.3277 |
Historical Sortino (5Y) | 0.3769 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.20% |