Hartford Total Return Bond ETF (HTRB)
33.74
-0.01
(-0.03%)
USD |
NYSEARCA |
Mar 28, 11:08
HTRB Max Drawdown (5Y): 19.48% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 19.48% |
January 31, 2024 | 19.48% |
December 31, 2023 | 19.48% |
November 30, 2023 | 19.48% |
October 31, 2023 | 19.48% |
September 30, 2023 | 19.48% |
August 31, 2023 | 19.48% |
July 31, 2023 | 19.48% |
June 30, 2023 | 19.48% |
May 31, 2023 | 19.48% |
April 30, 2023 | 19.48% |
March 31, 2023 | 19.48% |
February 28, 2023 | 19.48% |
January 31, 2023 | 19.48% |
December 31, 2022 | 19.48% |
November 30, 2022 | 19.48% |
October 31, 2022 | 19.48% |
September 30, 2022 | 17.92% |
August 31, 2022 | 15.47% |
July 31, 2022 | 15.47% |
June 30, 2022 | 15.47% |
May 31, 2022 | 12.93% |
April 30, 2022 | 11.93% |
March 31, 2022 | 10.49% |
February 28, 2022 | 10.49% |
Date | Value |
---|---|
January 31, 2022 | 10.49% |
December 31, 2021 | 10.49% |
November 30, 2021 | 10.49% |
October 31, 2021 | 10.49% |
September 30, 2021 | 10.49% |
August 31, 2021 | 10.49% |
July 31, 2021 | 10.49% |
June 30, 2021 | 10.49% |
May 31, 2021 | 10.49% |
April 30, 2021 | 10.49% |
March 31, 2021 | 10.49% |
February 28, 2021 | 10.49% |
January 31, 2021 | 10.49% |
December 31, 2020 | 10.49% |
November 30, 2020 | 10.49% |
October 31, 2020 | 10.49% |
September 30, 2020 | 10.49% |
August 31, 2020 | 10.49% |
July 31, 2020 | 10.49% |
June 30, 2020 | 10.49% |
May 31, 2020 | 10.49% |
April 30, 2020 | 10.49% |
March 31, 2020 | 10.49% |
February 29, 2020 | 2.58% |
January 31, 2020 | 2.58% |
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
2.58%
Minimum
Mar 2019
19.48%
Maximum
Oct 2022
11.89%
Average
10.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PIMCO Active Bond ETF | 19.72% |
Fidelity Total Bond ETF | 17.26% |
JPMorgan Core Plus Bond ETF | 16.68% |
Capital Group Core Plus Income ETF | -- |
Invesco Total Return Bond ETF | 20.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7704 |
Beta (5Y) | 1.068 |
Alpha (vs YCharts Benchmark) (5Y) | 0.7704 |
Beta (vs YCharts Benchmark) (5Y) | 1.068 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.26% |
Historical Sharpe Ratio (5Y) | -0.0652 |
Historical Sortino (5Y) | -0.0913 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.61% |