abrdn Life Sciences Investors (HQL)
15.48
+0.10
(+0.62%)
USD |
NYSE |
Jul 26, 16:00
15.48
0.00 (0.00%)
After-Hours: 20:00
HQL Max Drawdown (5Y): 38.77% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2022 | 36.81% |
| July 31, 2022 | 36.81% |
| June 30, 2022 | 36.81% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 45.19% |
| June 30, 2020 | 45.19% |
| May 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
Jul 2019
39.94%
Average
38.77%
Median
Oct 2023
Max Drawdown (5Y) Benchmarks
| Simplify Health Care ETF | -- |
| abrdn Healthcare Investors | 41.16% |
| VanEck Biotech ETF | 39.86% |
| First Trust NYSE Arca Biotech ETF | 33.28% |
| Invesco Biotechnology & Genome ETF | 37.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.519 |
| Beta (5Y) | 0.7599 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.930 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8682 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.80% |
| Historical Sharpe Ratio (5Y) | 0.1666 |
| Historical Sortino (5Y) | 0.2682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.34% |