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% |