Carillon Scout Mid Cap C (CSMFX)
21.36
+0.04 (+0.19%)
USD |
Aug 15 2022
CSMFX Max Drawdown (5Y): 36.94% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 36.94% |
| June 30, 2022 | 36.94% |
| May 31, 2022 | 36.94% |
| April 30, 2022 | 36.94% |
| March 31, 2022 | 36.94% |
| February 28, 2022 | 36.94% |
| January 31, 2022 | 36.94% |
| December 31, 2021 | 36.94% |
| November 30, 2021 | 36.94% |
| October 31, 2021 | 36.94% |
| September 30, 2021 | 36.94% |
| August 31, 2021 | 36.94% |
| July 31, 2021 | 36.94% |
| June 30, 2021 | 36.94% |
| May 31, 2021 | 36.94% |
| April 30, 2021 | 36.94% |
| March 31, 2021 | 36.94% |
| February 28, 2021 | 36.94% |
| January 31, 2021 | 36.94% |
| December 31, 2020 | 36.94% |
| November 30, 2020 | 36.94% |
| October 31, 2020 | 36.94% |
| September 30, 2020 | 36.94% |
| August 31, 2020 | 36.94% |
| July 31, 2020 | 36.94% |
| Date | Value |
|---|---|
| June 30, 2020 | 36.94% |
| May 31, 2020 | 36.94% |
| April 30, 2020 | 36.94% |
| March 31, 2020 | 36.94% |
| February 29, 2020 | 21.95% |
| January 31, 2020 | 21.95% |
| December 31, 2019 | 21.95% |
| November 30, 2019 | 21.95% |
| October 31, 2019 | 21.95% |
| September 30, 2019 | 21.95% |
| August 31, 2019 | 21.95% |
| July 31, 2019 | 21.95% |
| June 30, 2019 | 21.95% |
| May 31, 2019 | 21.95% |
| April 30, 2019 | 21.95% |
| March 31, 2019 | 21.95% |
| February 28, 2019 | 21.95% |
| January 31, 2019 | 21.95% |
| December 31, 2018 | 21.95% |
| November 30, 2018 | 16.63% |
| October 31, 2018 | 16.63% |
| September 30, 2018 | 16.63% |
| August 31, 2018 | 16.63% |
| July 31, 2018 | 16.63% |
| June 30, 2018 | 16.63% |
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
16.63%
Minimum
Aug 2017
36.94%
Maximum
Mar 2020
27.77%
Average
21.95%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Mid Cap Equity C | 38.37% |
| Timothy Plan Large/Mid Cap Value C | 37.41% |
| Invesco Main Street Mid Cap C | 41.26% |
| JPMorgan SMID Cap Equity C | 41.33% |
| Lord Abbett Value Opportunities C | 39.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.856 |
| Beta (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.01% |
| Historical Sharpe Ratio (5Y) | 0.4536 |
| Historical Sortino (5Y) | 0.5022 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.80% |