John Hancock Financial Opportunities Fund (BTO)
26.75
-0.41
(-1.51%)
USD |
NYSE |
Jun 14, 11:31
BTO Max Drawdown (5Y): 65.61% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 65.61% |
April 30, 2024 | 65.61% |
March 31, 2024 | 65.61% |
February 29, 2024 | 65.61% |
January 31, 2024 | 65.61% |
December 31, 2023 | 65.61% |
November 30, 2023 | 65.61% |
October 31, 2023 | 65.61% |
September 30, 2023 | 65.61% |
August 31, 2023 | 65.61% |
July 31, 2023 | 65.61% |
June 30, 2023 | 65.61% |
May 31, 2023 | 65.61% |
April 30, 2023 | 65.61% |
March 31, 2023 | 65.61% |
February 28, 2023 | 65.61% |
January 31, 2023 | 65.61% |
December 31, 2022 | 65.61% |
November 30, 2022 | 65.61% |
October 31, 2022 | 65.61% |
September 30, 2022 | 65.61% |
August 31, 2022 | 65.61% |
July 31, 2022 | 65.61% |
June 30, 2022 | 65.61% |
May 31, 2022 | 65.61% |
Date | Value |
---|---|
April 30, 2022 | 65.61% |
March 31, 2022 | 65.61% |
February 28, 2022 | 65.61% |
January 31, 2022 | 65.61% |
December 31, 2021 | 65.61% |
November 30, 2021 | 65.61% |
October 31, 2021 | 65.61% |
September 30, 2021 | 65.61% |
August 31, 2021 | 65.61% |
July 31, 2021 | 65.61% |
June 30, 2021 | 65.61% |
May 31, 2021 | 65.61% |
April 30, 2021 | 65.61% |
March 31, 2021 | 65.61% |
February 28, 2021 | 65.61% |
January 31, 2021 | 65.61% |
December 31, 2020 | 65.61% |
November 30, 2020 | 65.61% |
October 31, 2020 | 65.61% |
September 30, 2020 | 65.61% |
August 31, 2020 | 65.61% |
July 31, 2020 | 65.61% |
June 30, 2020 | 65.61% |
May 31, 2020 | 65.61% |
April 30, 2020 | 65.61% |
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
32.87%
Minimum
Jun 2019
65.61%
Maximum
Mar 2020
60.70%
Average
65.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares US Regional Banks ETF | 55.53% |
SPDR® S&P Regional Banking ETF | 54.98% |
Invesco KBW Regional Banking ETF | 52.79% |
SPDR® S&P Bank ETF | 53.11% |
First Trust Specialty Fnc & Fncl Oppor | 74.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.08 |
Beta (5Y) | 1.492 |
Alpha (vs YCharts Benchmark) (5Y) | -9.350 |
Beta (vs YCharts Benchmark) (5Y) | 1.363 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.67% |
Historical Sharpe Ratio (5Y) | 0.0989 |
Historical Sortino (5Y) | 0.1273 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.77% |