John Hancock Financial Opportunities Fund (BTO)

35.30 +0.28 (+0.80%) USD  |  NYSE  |  Dec 24, 16:00
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BTO Max Drawdown (5Y): 65.61% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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First Trust Specialty Fnc & Fncl Oppor 74.21%
iShares US Regional Banks ETF 55.53%
SPDR S&P Regional Banking ETF 54.98%
Invesco KBW Regional Banking ETF 52.79%
First Trust Nasdaq Bank ETF 55.24%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.121
Beta (5Y) 1.496
Alpha (vs YCharts Benchmark) (5Y) -10.83
Beta (vs YCharts Benchmark) (5Y) 1.399
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.16%
Historical Sharpe Ratio (5Y) 0.2004
Historical Sortino (5Y) 0.2559
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.77%