Columbia Select Small Cap Value R (SSVRX)
18.27
-0.09 (-0.49%)
USD |
Feb 03 2023
SSVRX Max Drawdown (5Y): 48.95% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 48.95% |
| December 31, 2022 | 48.95% |
| November 30, 2022 | 48.95% |
| October 31, 2022 | 48.95% |
| September 30, 2022 | 48.95% |
| August 31, 2022 | 48.95% |
| July 31, 2022 | 48.95% |
| June 30, 2022 | 48.95% |
| May 31, 2022 | 48.95% |
| April 30, 2022 | 48.95% |
| March 31, 2022 | 48.95% |
| February 28, 2022 | 48.95% |
| January 31, 2022 | 48.95% |
| December 31, 2021 | 48.95% |
| November 30, 2021 | 48.95% |
| October 31, 2021 | 48.95% |
| September 30, 2021 | 48.95% |
| August 31, 2021 | 48.95% |
| July 31, 2021 | 48.95% |
| June 30, 2021 | 48.95% |
| May 31, 2021 | 48.95% |
| April 30, 2021 | 48.95% |
| March 31, 2021 | 48.95% |
| February 28, 2021 | 48.95% |
| January 31, 2021 | 48.95% |
| Date | Value |
|---|---|
| December 31, 2020 | 48.95% |
| November 30, 2020 | 48.95% |
| October 31, 2020 | 48.95% |
| September 30, 2020 | 48.95% |
| August 31, 2020 | 48.95% |
| July 31, 2020 | 48.95% |
| June 30, 2020 | 48.95% |
| May 31, 2020 | 48.95% |
| April 30, 2020 | 48.95% |
| March 31, 2020 | 48.95% |
| February 29, 2020 | 27.78% |
| January 31, 2020 | 27.78% |
| December 31, 2019 | 27.78% |
| November 30, 2019 | 27.78% |
| October 31, 2019 | 27.78% |
| September 30, 2019 | 27.78% |
| August 31, 2019 | 27.78% |
| July 31, 2019 | 27.78% |
| June 30, 2019 | 27.78% |
| May 31, 2019 | 27.78% |
| April 30, 2019 | 27.78% |
| March 31, 2019 | 27.78% |
| February 28, 2019 | 27.78% |
| January 31, 2019 | 27.78% |
| December 31, 2018 | 27.78% |
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
27.78%
Minimum
Feb 2018
48.95%
Maximum
Mar 2020
40.13%
Average
48.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Putnam Small Cap Value R | 52.82% |
| Pacific Funds Small-Cap Value R6 | 48.09% |
| Victory RS Partners R | 42.97% |
| Victory Integrity Small-Cap Value R | 52.63% |
| Columbia Small Cap Value I R | 48.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.682 |
| Beta (5Y) | 1.201 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.8739 |
| Beta (vs YCharts Benchmark) (5Y) | 1.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.69% |
| Historical Sharpe Ratio (5Y) | 0.2879 |
| Historical Sortino (5Y) | 0.3166 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.18% |