Carillon Scout Small Cap C (CSSJX)
23.73
-0.47 (-1.94%)
USD |
May 24 2022
CSSJX Max Drawdown (5Y): 41.16% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.16% |
| March 31, 2022 | 41.16% |
| February 28, 2022 | 41.16% |
| January 31, 2022 | 41.16% |
| December 31, 2021 | 41.16% |
| November 30, 2021 | 41.16% |
| October 31, 2021 | 41.16% |
| September 30, 2021 | 41.16% |
| August 31, 2021 | 41.16% |
| July 31, 2021 | 41.16% |
| June 30, 2021 | 41.16% |
| May 31, 2021 | 41.16% |
| April 30, 2021 | 41.16% |
| March 31, 2021 | 41.16% |
| February 28, 2021 | 41.16% |
| January 31, 2021 | 41.16% |
| December 31, 2020 | 41.16% |
| November 30, 2020 | 41.16% |
| October 31, 2020 | 41.16% |
| September 30, 2020 | 41.16% |
| August 31, 2020 | 41.16% |
| July 31, 2020 | 41.16% |
| June 30, 2020 | 41.16% |
| May 31, 2020 | 41.16% |
| April 30, 2020 | 41.16% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.16% |
| February 29, 2020 | 26.57% |
| January 31, 2020 | 26.57% |
| December 31, 2019 | 26.57% |
| November 30, 2019 | 26.57% |
| October 31, 2019 | 26.57% |
| September 30, 2019 | 26.57% |
| August 31, 2019 | 26.57% |
| July 31, 2019 | 26.57% |
| June 30, 2019 | 26.57% |
| May 31, 2019 | 26.57% |
| April 30, 2019 | 26.57% |
| March 31, 2019 | 26.57% |
| February 28, 2019 | 26.57% |
| January 31, 2019 | 26.57% |
| December 31, 2018 | 26.57% |
| November 30, 2018 | 23.37% |
| October 31, 2018 | 23.37% |
| September 30, 2018 | 23.37% |
| August 31, 2018 | 23.37% |
| July 31, 2018 | 23.37% |
| June 30, 2018 | 23.37% |
| May 31, 2018 | 23.37% |
| April 30, 2018 | 23.37% |
| March 31, 2018 | 23.37% |
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
23.37%
Minimum
May 2017
41.16%
Maximum
Mar 2020
31.88%
Average
26.57%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Eaton Vance Tx-Mgd Small-Cap C | 37.07% |
| Hartford Small Cap Growth C | 40.71% |
| BNY Mellon Select Managers Sm Cp Gr C | 37.06% |
| Saratoga Small Capitalization C | 44.45% |
| Eaton Vance Small-Cap C | 36.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.161 |
| Beta (5Y) | 1.213 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.19% |
| Historical Sharpe Ratio (5Y) | 0.4217 |
| Historical Sortino (5Y) | 0.4923 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.74% |