Federated Hermes SDG Engagement High Yld Crdt R6 (FHHRX)
9.83
-0.01
(-0.10%)
USD |
Dec 13 2024
FHHRX Max Drawdown (5Y): 23.36% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
MFS Global High Yield Fund R2 | 19.81% |
DWS Global High Income Fund R6 | 22.19% |
Hartford Low Duration High Income Fund R3 | 22.99% |
Hartford High Yield Fund R4 | 22.17% |
Pioneer High Yield Fund R | 23.52% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.527 |
Beta (5Y) | 0.9102 |
Alpha (vs YCharts Benchmark) (5Y) | -1.046 |
Beta (vs YCharts Benchmark) (5Y) | 1.028 |
Historical Sortino (5Y) | 0.2518 |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:FHHRX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:FHHRX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |