Highland Opportunities and Income Fund (HFRO)
5.50
+0.10
(+1.85%)
USD |
NYSE |
Nov 14, 16:00
5.48
-0.02
(-0.36%)
Pre-Market: 20:00
HFRO Max Drawdown (5Y): 49.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.42% |
| September 30, 2024 | 49.42% |
| August 31, 2024 | 49.42% |
| July 31, 2024 | 49.42% |
| June 30, 2024 | 49.42% |
| May 31, 2024 | 49.42% |
| April 30, 2024 | 49.42% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
21.95%
Minimum
Nov 2019
49.42%
Maximum
May 2020
47.42%
Average
49.42%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Invesco Senior Income Trust | 55.89% |
| Blackrock Floating Rate Income Trust | 41.92% |
| Nuveen Floating Rate Income Fund | 47.67% |
| Pioneer Floating Rate Trust | 39.85% |
| SPDR® Blackstone Senior Loan ETF | 22.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.134 |
| Beta (5Y) | 0.8622 |
| Alpha (vs YCharts Benchmark) (5Y) | -16.87 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5951 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.93% |
| Historical Sharpe Ratio (5Y) | -0.2997 |
| Historical Sortino (5Y) | -0.4234 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.27% |