Columbia Small Cap Value I A (CSMIX)

39.84 -0.21 (-0.52%) USD  |  May 20 2022

CSMIX Max Drawdown (5Y): 48.42% for April 30, 2022

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 48.42%
March 31, 2022 48.42%
February 28, 2022 48.42%
January 31, 2022 48.42%
December 31, 2021 48.42%
November 30, 2021 48.42%
October 31, 2021 48.42%
September 30, 2021 48.42%
August 31, 2021 48.42%
July 31, 2021 48.42%
June 30, 2021 48.42%
May 31, 2021 48.42%
April 30, 2021 48.42%
March 31, 2021 48.42%
February 28, 2021 48.42%
January 31, 2021 48.42%
December 31, 2020 48.42%
November 30, 2020 48.42%
October 31, 2020 48.42%
September 30, 2020 48.42%
August 31, 2020 48.42%
July 31, 2020 48.42%
June 30, 2020 48.42%
May 31, 2020 48.42%
April 30, 2020 48.42%
Date Value
March 31, 2020 48.42%
February 29, 2020 27.65%
January 31, 2020 27.65%
December 31, 2019 27.65%
November 30, 2019 27.65%
October 31, 2019 27.65%
September 30, 2019 27.65%
August 31, 2019 27.65%
July 31, 2019 27.65%
June 30, 2019 27.65%
May 31, 2019 27.65%
April 30, 2019 27.65%
March 31, 2019 27.65%
February 28, 2019 27.65%
January 31, 2019 27.65%
December 31, 2018 27.65%
November 30, 2018 23.35%
October 31, 2018 23.35%
September 30, 2018 23.35%
August 31, 2018 23.35%
July 31, 2018 23.35%
June 30, 2018 23.35%
May 31, 2018 23.35%
April 30, 2018 23.35%
March 31, 2018 23.35%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

23.35%
Minimum
May 2017
48.42%
Maximum
Mar 2020
35.29%
Average
27.65%
Median
Dec 2018

Max Drawdown (5Y) Benchmarks

Goldman Sachs Small Cp Val Insghts A 47.46%
Lord Abbett Small Cap Value A 50.30%
American Century Small Cap Value A 43.54%
Keeley Small Cap Dividend Value A 49.11%
Victory Sycamore Small Company Opp A 39.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.684
Beta (5Y) 1.182
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.56%
Historical Sharpe Ratio (5Y) 0.3623
Historical Sortino (5Y) 0.4134
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.22%