VY® Columbia Small Cap Value II A (ICSAX)
14.70
-0.42 (-2.78%)
USD |
Mar 17 2023
ICSAX Max Drawdown (5Y): 49.36% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 49.36% |
| January 31, 2023 | 49.36% |
| December 31, 2022 | 49.36% |
| November 30, 2022 | 49.36% |
| October 31, 2022 | 49.36% |
| September 30, 2022 | 49.36% |
| August 31, 2022 | 49.36% |
| July 31, 2022 | 49.36% |
| June 30, 2022 | 49.36% |
| May 31, 2022 | 49.36% |
| April 30, 2022 | 49.36% |
| March 31, 2022 | 49.36% |
| February 28, 2022 | 49.36% |
| January 31, 2022 | 49.36% |
| December 31, 2021 | 49.36% |
| November 30, 2021 | 49.36% |
| October 31, 2021 | 49.36% |
| September 30, 2021 | 49.36% |
| August 31, 2021 | 49.36% |
| July 31, 2021 | 49.36% |
| June 30, 2021 | 49.36% |
| May 31, 2021 | 49.36% |
| April 30, 2021 | 49.36% |
| March 31, 2021 | 49.36% |
| February 28, 2021 | 49.36% |
| Date | Value |
|---|---|
| January 31, 2021 | 49.36% |
| December 31, 2020 | 49.36% |
| November 30, 2020 | 49.36% |
| October 31, 2020 | 49.36% |
| September 30, 2020 | 49.36% |
| August 31, 2020 | 49.36% |
| July 31, 2020 | 49.36% |
| June 30, 2020 | 49.36% |
| May 31, 2020 | 49.36% |
| April 30, 2020 | 49.36% |
| March 31, 2020 | 49.36% |
| February 29, 2020 | 27.36% |
| January 31, 2020 | 27.36% |
| December 31, 2019 | 27.36% |
| November 30, 2019 | 27.36% |
| October 31, 2019 | 27.36% |
| September 30, 2019 | 27.36% |
| August 31, 2019 | 27.36% |
| July 31, 2019 | 27.36% |
| June 30, 2019 | 27.36% |
| May 31, 2019 | 27.36% |
| April 30, 2019 | 27.36% |
| March 31, 2019 | 27.36% |
| February 28, 2019 | 27.36% |
| January 31, 2019 | 27.36% |
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
22.02%
Minimum
Mar 2018
49.36%
Maximum
Mar 2020
39.76%
Average
49.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Columbia Small Cap Value II Adv | 48.38% |
| Columbia Small Cap Value I Adv | 48.20% |
| Columbia Select Small Cap Value Adv | 48.57% |
| FPA Queens Road Small Cap Value Advisor | 32.91% |
| James Micro Cap | 47.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.177 |
| Beta (5Y) | 1.199 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.608 |
| Beta (vs YCharts Benchmark) (5Y) | 1.030 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.06% |
| Historical Sharpe Ratio (5Y) | 0.3142 |
| Historical Sortino (5Y) | 0.3623 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.22% |