Tekla World Healthcare Fund (THW)
11.88
-0.25
(-2.06%)
USD |
NYSE |
Nov 14, 16:00
11.90
+0.02
(+0.17%)
Pre-Market: 20:00
THW Max Drawdown (5Y): 37.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 37.38% |
September 30, 2024 | 37.38% |
August 31, 2024 | 37.38% |
July 31, 2024 | 37.38% |
June 30, 2024 | 37.38% |
May 31, 2024 | 37.38% |
April 30, 2024 | 37.38% |
March 31, 2024 | 37.38% |
February 29, 2024 | 37.38% |
January 31, 2024 | 37.38% |
December 31, 2023 | 37.38% |
November 30, 2023 | 37.38% |
October 31, 2023 | 37.38% |
September 30, 2023 | 37.38% |
August 31, 2023 | 37.38% |
July 31, 2023 | 37.38% |
June 30, 2023 | 37.38% |
May 31, 2023 | 37.38% |
April 30, 2023 | 37.38% |
March 31, 2023 | 37.38% |
February 28, 2023 | 37.38% |
January 31, 2023 | 37.38% |
December 31, 2022 | 37.38% |
November 30, 2022 | 37.38% |
October 31, 2022 | 37.38% |
Date | Value |
---|---|
September 30, 2022 | 37.38% |
August 31, 2022 | 37.38% |
July 31, 2022 | 37.38% |
June 30, 2022 | 37.38% |
May 31, 2022 | 37.38% |
April 30, 2022 | 37.38% |
March 31, 2022 | 37.38% |
February 28, 2022 | 37.38% |
January 31, 2022 | 37.38% |
December 31, 2021 | 37.38% |
November 30, 2021 | 37.38% |
October 31, 2021 | 37.38% |
September 30, 2021 | 37.38% |
August 31, 2021 | 37.38% |
July 31, 2021 | 37.38% |
June 30, 2021 | 37.38% |
May 31, 2021 | 37.38% |
April 30, 2021 | 37.38% |
March 31, 2021 | 37.38% |
February 28, 2021 | 37.38% |
January 31, 2021 | 37.38% |
December 31, 2020 | 37.38% |
November 30, 2020 | 37.38% |
October 31, 2020 | 37.38% |
September 30, 2020 | 37.38% |
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
36.36%
Minimum
Nov 2019
37.38%
Maximum
Mar 2020
37.31%
Average
37.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.706 |
Beta (5Y) | 0.9346 |
Alpha (vs YCharts Benchmark) (5Y) | -5.279 |
Beta (vs YCharts Benchmark) (5Y) | 0.899 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.76% |
Historical Sharpe Ratio (5Y) | 0.2554 |
Historical Sortino (5Y) | 0.3595 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |