abrdn Life Sciences Investors (HQL)
15.17
+0.06
(+0.40%)
USD |
NYSE |
Oct 17, 16:00
15.17
0.00 (0.00%)
After-Hours: 20:00
HQL Max Drawdown (5Y): 38.77% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 38.77% |
August 31, 2024 | 38.77% |
July 31, 2024 | 38.77% |
June 30, 2024 | 38.77% |
May 31, 2024 | 38.77% |
April 30, 2024 | 38.77% |
March 31, 2024 | 38.77% |
February 29, 2024 | 38.77% |
January 31, 2024 | 38.77% |
December 31, 2023 | 38.77% |
November 30, 2023 | 38.77% |
October 31, 2023 | 38.77% |
September 30, 2023 | 36.81% |
August 31, 2023 | 36.81% |
July 31, 2023 | 36.81% |
June 30, 2023 | 36.81% |
May 31, 2023 | 36.81% |
April 30, 2023 | 36.81% |
March 31, 2023 | 36.81% |
February 28, 2023 | 36.81% |
January 31, 2023 | 36.81% |
December 31, 2022 | 36.81% |
November 30, 2022 | 36.81% |
October 31, 2022 | 36.81% |
September 30, 2022 | 36.81% |
Date | Value |
---|---|
August 31, 2022 | 36.81% |
July 31, 2022 | 36.81% |
June 30, 2022 | 36.81% |
May 31, 2022 | 36.60% |
April 30, 2022 | 36.60% |
March 31, 2022 | 36.60% |
February 28, 2022 | 36.60% |
January 31, 2022 | 36.60% |
December 31, 2021 | 36.60% |
November 30, 2021 | 36.60% |
October 31, 2021 | 36.60% |
September 30, 2021 | 36.60% |
August 31, 2021 | 39.96% |
July 31, 2021 | 39.96% |
June 30, 2021 | 39.96% |
May 31, 2021 | 39.96% |
April 30, 2021 | 39.96% |
March 31, 2021 | 39.96% |
February 28, 2021 | 39.96% |
January 31, 2021 | 39.96% |
December 31, 2020 | 40.96% |
November 30, 2020 | 45.19% |
October 31, 2020 | 45.19% |
September 30, 2020 | 45.19% |
August 31, 2020 | 45.19% |
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
36.60%
Minimum
Sep 2021
45.19%
Maximum
Oct 2019
39.61%
Average
38.77%
Median
Oct 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6414 |
Beta (5Y) | 0.7601 |
Alpha (vs YCharts Benchmark) (5Y) | -1.563 |
Beta (vs YCharts Benchmark) (5Y) | 0.8568 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.56% |
Historical Sharpe Ratio (5Y) | 0.3332 |
Historical Sortino (5Y) | 0.5209 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.34% |