Tekla Life Sciences Investors (HQL)
13.66
+0.04 (+0.29%)
USD |
NYSE |
Mar 27, 16:00
13.64
-0.02 (-0.15%)
Pre-Market: 20:00
HQL Max Drawdown (5Y): 36.81% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
April 30, 2020 | 45.19% |
March 31, 2020 | 45.19% |
February 29, 2020 | 45.19% |
January 31, 2020 | 45.19% |
December 31, 2019 | 45.19% |
November 30, 2019 | 45.19% |
October 31, 2019 | 45.19% |
September 30, 2019 | 45.19% |
August 31, 2019 | 45.19% |
July 31, 2019 | 45.19% |
June 30, 2019 | 45.19% |
May 31, 2019 | 45.19% |
April 30, 2019 | 45.19% |
March 31, 2019 | 45.19% |
February 28, 2019 | 45.19% |
January 31, 2019 | 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
Mar 2018
41.88%
Average
45.19%
Median
Mar 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.448 |
Beta (5Y) | 0.861 |
Alpha (vs YCharts Benchmark) (5Y) | -6.478 |
Beta (vs YCharts Benchmark) (5Y) | 0.9665 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.85% |
Historical Sharpe Ratio (5Y) | 0.1484 |
Historical Sortino (5Y) | 0.2305 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.83% |