Hartford Multifactor Dev Mkts (exUS) ETF (RODM)
28.03
-0.01
(-0.04%)
USD |
NYSEARCA |
Mar 28, 14:26
RODM Max Drawdown (5Y): 35.98% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 35.98% |
January 31, 2024 | 35.98% |
December 31, 2023 | 35.98% |
November 30, 2023 | 35.98% |
October 31, 2023 | 35.98% |
September 30, 2023 | 35.98% |
August 31, 2023 | 35.98% |
July 31, 2023 | 35.98% |
June 30, 2023 | 35.98% |
May 31, 2023 | 35.98% |
April 30, 2023 | 35.98% |
March 31, 2023 | 35.98% |
February 28, 2023 | 35.98% |
January 31, 2023 | 35.98% |
December 31, 2022 | 35.98% |
November 30, 2022 | 35.98% |
October 31, 2022 | 35.98% |
September 30, 2022 | 35.98% |
August 31, 2022 | 35.98% |
July 31, 2022 | 35.98% |
June 30, 2022 | 35.98% |
May 31, 2022 | 35.98% |
April 30, 2022 | 35.98% |
March 31, 2022 | 35.98% |
February 28, 2022 | 35.98% |
Date | Value |
---|---|
January 31, 2022 | 35.98% |
December 31, 2021 | 35.98% |
November 30, 2021 | 35.98% |
October 31, 2021 | 35.98% |
September 30, 2021 | 35.98% |
August 31, 2021 | 35.98% |
July 31, 2021 | 35.98% |
June 30, 2021 | 35.98% |
May 31, 2021 | 35.98% |
April 30, 2021 | 35.98% |
March 31, 2021 | 35.98% |
February 28, 2021 | 35.98% |
January 31, 2021 | 35.98% |
December 31, 2020 | 35.98% |
November 30, 2020 | 35.98% |
October 31, 2020 | 35.98% |
September 30, 2020 | 35.98% |
August 31, 2020 | 35.98% |
July 31, 2020 | 35.98% |
June 30, 2020 | 35.98% |
May 31, 2020 | 35.98% |
April 30, 2020 | 35.98% |
March 31, 2020 | 35.98% |
February 29, 2020 | 21.99% |
January 31, 2020 | 21.99% |
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
21.99%
Minimum
Mar 2019
35.98%
Maximum
Mar 2020
33.18%
Average
35.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.927 |
Beta (5Y) | 0.9179 |
Alpha (vs YCharts Benchmark) (5Y) | -2.396 |
Beta (vs YCharts Benchmark) (5Y) | 0.9186 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.40% |
Historical Sharpe Ratio (5Y) | 0.1479 |
Historical Sortino (5Y) | 0.1557 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.60% |