Calamos Select Fund A (CVAAX)
16.04
-0.07 (-0.43%)
USD |
May 16 2022
CVAAX Max Drawdown (5Y): 35.98% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 35.98% |
March 31, 2022 | 35.98% |
February 28, 2022 | 35.98% |
January 31, 2022 | 35.98% |
December 31, 2021 | 35.98% |
November 30, 2021 | 35.98% |
October 31, 2021 | 35.98% |
September 30, 2021 | 35.98% |
August 31, 2021 | 35.98% |
July 31, 2021 | 35.98% |
June 30, 2021 | 35.98% |
May 31, 2021 | 35.98% |
April 30, 2021 | 35.98% |
March 31, 2021 | 35.98% |
February 28, 2021 | 35.98% |
January 31, 2021 | 35.98% |
December 31, 2020 | 35.98% |
November 30, 2020 | 35.98% |
October 31, 2020 | 35.98% |
September 30, 2020 | 35.98% |
August 31, 2020 | 35.98% |
July 31, 2020 | 35.98% |
June 30, 2020 | 35.98% |
May 31, 2020 | 35.98% |
April 30, 2020 | 35.98% |
Date | Value |
---|---|
March 31, 2020 | 35.98% |
February 29, 2020 | 18.36% |
January 31, 2020 | 18.36% |
December 31, 2019 | 18.36% |
November 30, 2019 | 18.36% |
October 31, 2019 | 18.36% |
September 30, 2019 | 18.36% |
August 31, 2019 | 18.36% |
July 31, 2019 | 18.36% |
June 30, 2019 | 18.36% |
May 31, 2019 | 18.36% |
April 30, 2019 | 18.36% |
March 31, 2019 | 18.36% |
February 28, 2019 | 18.36% |
January 31, 2019 | 18.36% |
December 31, 2018 | 18.36% |
November 30, 2018 | 17.42% |
October 31, 2018 | 17.42% |
September 30, 2018 | 17.42% |
August 31, 2018 | 17.42% |
July 31, 2018 | 17.42% |
June 30, 2018 | 17.42% |
May 31, 2018 | 17.42% |
April 30, 2018 | 17.42% |
March 31, 2018 | 17.42% |
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
17.42%
Minimum
May 2017
35.98%
Maximum
Mar 2020
25.70%
Average
18.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
American Century Sustainable Equity A | 34.35% |
Morgan Stanley Instl US Core A | 38.35% |
Nuveen Large Cap Select A | 34.73% |
Natixis Vaughan Nelson Select A | 33.15% |
JPMorgan US Large Cap Core Plus A | 35.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.010 |
Beta (5Y) | 1.031 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.12% |
Historical Sharpe Ratio (5Y) | 0.6426 |
Historical Sortino (5Y) | 0.6301 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.68% |