Cohen & Steers Real Estate Securities I (CSDIX)
18.41
+0.20 (+1.10%)
USD |
May 24 2022
CSDIX Max Drawdown (5Y): 42.68% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.68% |
| March 31, 2022 | 42.68% |
| February 28, 2022 | 42.68% |
| January 31, 2022 | 42.68% |
| December 31, 2021 | 42.68% |
| November 30, 2021 | 42.68% |
| October 31, 2021 | 42.68% |
| September 30, 2021 | 42.68% |
| August 31, 2021 | 42.68% |
| July 31, 2021 | 42.68% |
| June 30, 2021 | 42.68% |
| May 31, 2021 | 42.68% |
| April 30, 2021 | 42.68% |
| March 31, 2021 | 42.68% |
| February 28, 2021 | 42.68% |
| January 31, 2021 | 42.68% |
| December 31, 2020 | 42.68% |
| November 30, 2020 | 42.68% |
| October 31, 2020 | 42.68% |
| September 30, 2020 | 42.68% |
| August 31, 2020 | 42.68% |
| July 31, 2020 | 42.68% |
| June 30, 2020 | 42.68% |
| May 31, 2020 | 42.68% |
| April 30, 2020 | 42.68% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.68% |
| February 29, 2020 | 13.40% |
| January 31, 2020 | 13.40% |
| December 31, 2019 | 13.40% |
| November 30, 2019 | 13.40% |
| October 31, 2019 | 13.40% |
| September 30, 2019 | 13.40% |
| August 31, 2019 | 13.40% |
| July 31, 2019 | 13.40% |
| June 30, 2019 | 13.40% |
| May 31, 2019 | 13.40% |
| April 30, 2019 | 13.40% |
| March 31, 2019 | 13.40% |
| February 28, 2019 | 13.40% |
| January 31, 2019 | 13.40% |
| December 31, 2018 | 13.40% |
| November 30, 2018 | 13.40% |
| October 31, 2018 | 13.40% |
| September 30, 2018 | 14.82% |
| August 31, 2018 | 14.82% |
| July 31, 2018 | 14.82% |
| June 30, 2018 | 16.78% |
| May 31, 2018 | 17.09% |
| April 30, 2018 | 17.09% |
| March 31, 2018 | 17.09% |
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
13.40%
Minimum
Oct 2018
42.68%
Maximum
Mar 2020
27.01%
Average
17.09%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Cohen & Steers Instl Realty Shares | 41.45% |
| Cohen & Steers Realty Shares I | 41.67% |
| Manning & Napier Real Estate I | 41.93% |
| Invesco Real Estate Y | 42.41% |
| DWS RREEF Real Estate Securities Instl | 41.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.140 |
| Beta (5Y) | 0.8418 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.99% |
| Historical Sharpe Ratio (5Y) | 0.576 |
| Historical Sortino (5Y) | 0.5249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.68% |