Columbia Large Cap Growth V (GAEGX)
42.69
+0.36 (+0.85%)
USD |
Jul 01 2022
GAEGX Max Drawdown (5Y): 33.67% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 33.67% |
| May 31, 2022 | 30.31% |
| April 30, 2022 | 30.31% |
| March 31, 2022 | 30.31% |
| February 28, 2022 | 30.31% |
| January 31, 2022 | 30.31% |
| December 31, 2021 | 30.31% |
| November 30, 2021 | 30.31% |
| October 31, 2021 | 30.31% |
| September 30, 2021 | 30.31% |
| August 31, 2021 | 30.31% |
| July 31, 2021 | 30.31% |
| June 30, 2021 | 30.31% |
| May 31, 2021 | 30.31% |
| April 30, 2021 | 30.31% |
| March 31, 2021 | 30.31% |
| February 28, 2021 | 30.31% |
| January 31, 2021 | 30.31% |
| December 31, 2020 | 30.31% |
| November 30, 2020 | 30.31% |
| October 31, 2020 | 30.31% |
| September 30, 2020 | 30.31% |
| August 31, 2020 | 30.31% |
| July 31, 2020 | 30.31% |
| June 30, 2020 | 30.31% |
| Date | Value |
|---|---|
| May 31, 2020 | 30.31% |
| April 30, 2020 | 30.31% |
| March 31, 2020 | 30.31% |
| February 29, 2020 | 23.34% |
| January 31, 2020 | 23.34% |
| December 31, 2019 | 23.34% |
| November 30, 2019 | 23.34% |
| October 31, 2019 | 23.34% |
| September 30, 2019 | 23.34% |
| August 31, 2019 | 23.34% |
| July 31, 2019 | 23.34% |
| June 30, 2019 | 23.34% |
| May 31, 2019 | 23.34% |
| April 30, 2019 | 23.34% |
| March 31, 2019 | 23.34% |
| February 28, 2019 | 23.34% |
| January 31, 2019 | 23.34% |
| December 31, 2018 | 23.34% |
| November 30, 2018 | 19.84% |
| October 31, 2018 | 19.84% |
| September 30, 2018 | 19.84% |
| August 31, 2018 | 19.84% |
| July 31, 2018 | 19.84% |
| June 30, 2018 | 19.84% |
| May 31, 2018 | 19.84% |
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
19.84%
Minimum
Jul 2017
33.67%
Maximum
Jun 2022
25.66%
Average
23.34%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Principal LargeCap Growth I J | 38.63% |
| MassMutual Blue Chip Growth Adm | 37.52% |
| Harbor Capital Appreciation Admin | 42.48% |
| Schwab Large-Cap Growth | 31.30% |
| PF Growth P | 33.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5114 |
| Beta (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.30% |
| Historical Sharpe Ratio (5Y) | 0.6117 |
| Historical Sortino (5Y) | 0.7586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.30% |