Columbia Var Port-Government Money Market Fund 1 (LP40182897)

1.00 0.00 (0.00%) USD  |  Mar 04 2025
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LP40182897 Max Drawdown (5Y): 0.06% for Feb. 28, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Goldman Sachs Invest Tax-Exempt Money Mkt Svc 0.09%
JPMorgan Tax Free Money Market Fund Morgan 0.09%
JPMorgan New York Muni Money Market Fund Morgan 0.09%
DWS Tax-Exempt Port DWS Tax-Exempt Money Fund 0.07%
Fidelity Instl Tax-Exempt Portfolio Select 0.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.2547
Beta (5Y) 0.9387
Alpha (vs YCharts Benchmark) (5Y) -0.2547
Beta (vs YCharts Benchmark) (5Y) 0.9387
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 0.65%
Historical Sharpe Ratio (5Y) -0.3507
Historical Sortino (5Y) -118.43
Monthly Value at Risk (VaR) 5% (5Y Lookback) -0.00%