Highland Opportunities and Income Fund (HFRO)
6.48
-0.06
(-0.92%)
USD |
NYSE |
Apr 24, 16:00
6.51
+0.03
(+0.46%)
After-Hours: 20:00
HFRO Max Drawdown (5Y): 49.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.42% |
February 29, 2024 | 49.42% |
January 31, 2024 | 49.42% |
December 31, 2023 | 49.42% |
November 30, 2023 | 49.42% |
October 31, 2023 | 49.42% |
September 30, 2023 | 49.42% |
August 31, 2023 | 49.42% |
July 31, 2023 | 49.42% |
June 30, 2023 | 49.42% |
May 31, 2023 | 49.42% |
April 30, 2023 | 49.42% |
March 31, 2023 | 49.42% |
February 28, 2023 | 49.42% |
January 31, 2023 | 49.42% |
December 31, 2022 | 49.42% |
November 30, 2022 | 49.42% |
October 31, 2022 | 49.42% |
September 30, 2022 | 49.42% |
August 31, 2022 | 49.42% |
July 31, 2022 | 49.42% |
June 30, 2022 | 49.42% |
May 31, 2022 | 49.42% |
April 30, 2022 | 49.42% |
March 31, 2022 | 49.42% |
Date | Value |
---|---|
February 28, 2022 | 49.42% |
January 31, 2022 | 49.42% |
December 31, 2021 | 49.42% |
November 30, 2021 | 49.42% |
October 31, 2021 | 49.42% |
September 30, 2021 | 49.42% |
August 31, 2021 | 49.42% |
July 31, 2021 | 49.42% |
June 30, 2021 | 49.42% |
May 31, 2021 | 49.42% |
April 30, 2021 | 49.42% |
March 31, 2021 | 49.42% |
February 28, 2021 | 49.42% |
January 31, 2021 | 49.42% |
December 31, 2020 | 49.42% |
November 30, 2020 | 49.42% |
October 31, 2020 | 49.42% |
September 30, 2020 | 49.42% |
August 31, 2020 | 49.42% |
July 31, 2020 | 49.42% |
June 30, 2020 | 49.42% |
May 31, 2020 | 49.42% |
April 30, 2020 | 47.37% |
March 31, 2020 | 41.08% |
February 29, 2020 | 21.95% |
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
21.74%
Minimum
Apr 2019
49.42%
Maximum
May 2020
44.19%
Average
49.42%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.333 |
Beta (5Y) | 0.6874 |
Alpha (vs YCharts Benchmark) (5Y) | -5.455 |
Beta (vs YCharts Benchmark) (5Y) | 0.6842 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.03% |
Historical Sharpe Ratio (5Y) | -0.2303 |
Historical Sortino (5Y) | -0.3233 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.27% |