Delaware Healthcare C (DLHCX)
24.08
+0.10 (+0.42%)
USD |
Jul 06 2022
DLHCX Max Drawdown (5Y): 25.63% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 25.63% |
May 31, 2022 | 25.63% |
April 30, 2022 | 25.63% |
March 31, 2022 | 25.63% |
February 28, 2022 | 25.63% |
January 31, 2022 | 25.63% |
December 31, 2021 | 25.63% |
November 30, 2021 | 25.63% |
October 31, 2021 | 25.63% |
September 30, 2021 | 25.63% |
August 31, 2021 | 25.63% |
July 31, 2021 | 25.63% |
June 30, 2021 | 25.63% |
May 31, 2021 | 25.63% |
April 30, 2021 | 25.63% |
March 31, 2021 | 25.63% |
February 28, 2021 | 25.63% |
January 31, 2021 | 25.63% |
December 31, 2020 | 25.63% |
November 30, 2020 | 25.63% |
October 31, 2020 | 25.63% |
September 30, 2020 | 25.63% |
August 31, 2020 | 25.63% |
July 31, 2020 | 25.63% |
June 30, 2020 | 25.63% |
Date | Value |
---|---|
May 31, 2020 | 25.63% |
April 30, 2020 | 25.63% |
March 31, 2020 | 25.63% |
February 29, 2020 | 22.05% |
January 31, 2020 | 22.05% |
December 31, 2019 | 22.05% |
November 30, 2019 | 22.05% |
October 31, 2019 | 22.05% |
September 30, 2019 | 22.05% |
August 31, 2019 | 22.05% |
July 31, 2019 | 22.05% |
June 30, 2019 | 22.05% |
May 31, 2019 | 22.05% |
April 30, 2019 | 22.05% |
March 31, 2019 | 22.05% |
February 28, 2019 | 22.05% |
January 31, 2019 | 22.05% |
December 31, 2018 | 22.05% |
November 30, 2018 | 22.05% |
October 31, 2018 | 22.05% |
September 30, 2018 | 22.05% |
August 31, 2018 | 22.05% |
July 31, 2018 | 22.05% |
June 30, 2018 | 22.05% |
May 31, 2018 | 22.05% |
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
22.05%
Minimum
Jul 2017
25.63%
Maximum
Mar 2020
23.72%
Average
22.05%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Putnam Global Health Care C | 25.58% |
BlackRock Health Sciences Opps Inv C | 28.42% |
Janus Henderson Global Life Sciences C | 27.42% |
Rydex Health Care C | 29.11% |
DWS Health and Wellness C | 27.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.225 |
Beta (5Y) | 0.783 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.44% |
Historical Sharpe Ratio (5Y) | 0.4811 |
Historical Sortino (5Y) | 0.6941 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.02% |