abrdn Healthcare Investors (HQH)
16.85
+0.01
(+0.06%)
USD |
NYSE |
May 08, 16:00
16.84
-0.01
(-0.06%)
Pre-Market: 20:00
HQH Max Drawdown (5Y): 41.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.16% |
| March 31, 2024 | 41.16% |
| February 29, 2024 | 41.16% |
| January 31, 2024 | 41.16% |
| December 31, 2023 | 41.16% |
| November 30, 2023 | 41.16% |
| October 31, 2023 | 41.16% |
| September 30, 2023 | 41.16% |
| August 31, 2023 | 41.16% |
| July 31, 2023 | 41.16% |
| June 30, 2023 | 41.16% |
| May 31, 2023 | 41.16% |
| April 30, 2023 | 41.16% |
| March 31, 2023 | 41.16% |
| February 28, 2023 | 41.16% |
| January 31, 2023 | 41.16% |
| December 31, 2022 | 41.16% |
| November 30, 2022 | 41.16% |
| October 31, 2022 | 41.16% |
| September 30, 2022 | 41.16% |
| August 31, 2022 | 41.16% |
| July 31, 2022 | 41.16% |
| June 30, 2022 | 41.16% |
| May 31, 2022 | 41.16% |
| April 30, 2022 | 41.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.16% |
| February 28, 2022 | 41.16% |
| January 31, 2022 | 41.16% |
| December 31, 2021 | 41.16% |
| November 30, 2021 | 41.16% |
| October 31, 2021 | 41.16% |
| September 30, 2021 | 41.16% |
| August 31, 2021 | 41.21% |
| July 31, 2021 | 41.21% |
| June 30, 2021 | 41.21% |
| May 31, 2021 | 41.21% |
| April 30, 2021 | 41.21% |
| March 31, 2021 | 41.21% |
| February 28, 2021 | 41.21% |
| January 31, 2021 | 41.21% |
| December 31, 2020 | 41.21% |
| November 30, 2020 | 41.87% |
| October 31, 2020 | 41.87% |
| September 30, 2020 | 41.87% |
| August 31, 2020 | 41.87% |
| July 31, 2020 | 41.87% |
| June 30, 2020 | 41.87% |
| May 31, 2020 | 41.87% |
| April 30, 2020 | 41.87% |
| March 31, 2020 | 41.87% |
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
41.16%
Minimum
Sep 2021
41.87%
Maximum
May 2019
41.40%
Average
41.16%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Blackrock Health Sciences Trust | 36.68% |
| Tekla Healthcare Opportunities Fund | 39.35% |
| iShares Global Healthcare ETF | 27.35% |
| iShares US Healthcare ETF | 28.40% |
| VanEck Pharmaceutical ETF | 30.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.441 |
| Beta (5Y) | 0.7675 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.766 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8675 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.41% |
| Historical Sharpe Ratio (5Y) | 0.1406 |
| Historical Sortino (5Y) | 0.2148 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.46% |