John Hancock Hedged Equity & Income Fund (HEQ)
9.89
-0.04
(-0.45%)
USD |
NYSE |
Apr 25, 13:22
HEQ Max Drawdown (5Y): 44.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.30% |
February 29, 2024 | 44.30% |
January 31, 2024 | 44.30% |
December 31, 2023 | 44.30% |
November 30, 2023 | 44.30% |
October 31, 2023 | 44.30% |
September 30, 2023 | 44.30% |
August 31, 2023 | 44.30% |
July 31, 2023 | 44.30% |
June 30, 2023 | 44.30% |
May 31, 2023 | 44.30% |
April 30, 2023 | 44.30% |
March 31, 2023 | 44.30% |
February 28, 2023 | 44.30% |
January 31, 2023 | 44.30% |
December 31, 2022 | 44.30% |
November 30, 2022 | 44.30% |
October 31, 2022 | 44.30% |
September 30, 2022 | 44.30% |
August 31, 2022 | 44.30% |
July 31, 2022 | 44.30% |
June 30, 2022 | 44.30% |
May 31, 2022 | 44.30% |
April 30, 2022 | 44.30% |
March 31, 2022 | 44.30% |
Date | Value |
---|---|
February 28, 2022 | 44.30% |
January 31, 2022 | 44.30% |
December 31, 2021 | 44.30% |
November 30, 2021 | 44.30% |
October 31, 2021 | 44.30% |
September 30, 2021 | 44.30% |
August 31, 2021 | 44.30% |
July 31, 2021 | 44.30% |
June 30, 2021 | 44.30% |
May 31, 2021 | 44.30% |
April 30, 2021 | 44.30% |
March 31, 2021 | 44.30% |
February 28, 2021 | 44.30% |
January 31, 2021 | 44.30% |
December 31, 2020 | 44.30% |
November 30, 2020 | 44.30% |
October 31, 2020 | 44.30% |
September 30, 2020 | 44.30% |
August 31, 2020 | 44.30% |
July 31, 2020 | 44.30% |
June 30, 2020 | 44.30% |
May 31, 2020 | 44.30% |
April 30, 2020 | 44.30% |
March 31, 2020 | 44.30% |
February 29, 2020 | 26.16% |
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
26.16%
Minimum
Apr 2019
44.30%
Maximum
Mar 2020
40.97%
Average
44.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.178 |
Beta (5Y) | 0.8066 |
Alpha (vs YCharts Benchmark) (5Y) | -9.178 |
Beta (vs YCharts Benchmark) (5Y) | 0.8066 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.51% |
Historical Sharpe Ratio (5Y) | 0.0659 |
Historical Sortino (5Y) | 0.0648 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.08% |