Calvert Equity Fund C (CSECX)
32.93
-0.56
(-1.67%)
USD |
May 21 2025
CSECX Max Drawdown (5Y): 26.14% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
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
| Eaton Vance Atlanta Capital Focused Growth Fund C | 27.87% |
| Victory Pioneer Fundamental Growth Fund C | 27.37% |
| Principal Blue Chip Fund C | 38.50% |
| Franklin Growth Fund C | 32.57% |
| MFS Growth Fund C | 36.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.367 |
| Beta (5Y) | 0.9497 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.810 |
| Beta (vs YCharts Benchmark) (5Y) | 0.737 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.69% |
| Historical Sharpe Ratio (5Y) | 0.5388 |
| Historical Sortino (5Y) | 0.8184 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.73% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CSECX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CSECX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |