JHancock Financial Industries C (FIDCX)
14.09
-0.14 (-0.98%)
USD |
May 19 2022
FIDCX Max Drawdown (5Y): 42.16% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 42.16% |
March 31, 2022 | 42.16% |
February 28, 2022 | 42.16% |
January 31, 2022 | 42.16% |
December 31, 2021 | 42.16% |
November 30, 2021 | 42.16% |
October 31, 2021 | 42.16% |
September 30, 2021 | 42.16% |
August 31, 2021 | 42.16% |
July 31, 2021 | 42.16% |
June 30, 2021 | 42.16% |
May 31, 2021 | 42.16% |
April 30, 2021 | 42.16% |
March 31, 2021 | 42.16% |
February 28, 2021 | 42.16% |
January 31, 2021 | 42.16% |
December 31, 2020 | 42.16% |
November 30, 2020 | 42.16% |
October 31, 2020 | 42.16% |
September 30, 2020 | 42.16% |
August 31, 2020 | 42.16% |
July 31, 2020 | 42.16% |
June 30, 2020 | 42.16% |
May 31, 2020 | 42.16% |
April 30, 2020 | 42.16% |
Date | Value |
---|---|
March 31, 2020 | 42.16% |
February 29, 2020 | 27.28% |
January 31, 2020 | 27.28% |
December 31, 2019 | 27.28% |
November 30, 2019 | 27.28% |
October 31, 2019 | 27.28% |
September 30, 2019 | 27.28% |
August 31, 2019 | 27.28% |
July 31, 2019 | 27.28% |
June 30, 2019 | 27.28% |
May 31, 2019 | 27.28% |
April 30, 2019 | 27.28% |
March 31, 2019 | 27.28% |
February 28, 2019 | 27.28% |
January 31, 2019 | 27.28% |
December 31, 2018 | 27.28% |
November 30, 2018 | 27.28% |
October 31, 2018 | 27.28% |
September 30, 2018 | 27.28% |
August 31, 2018 | 27.28% |
July 31, 2018 | 27.28% |
June 30, 2018 | 27.28% |
May 31, 2018 | 27.28% |
April 30, 2018 | 27.28% |
March 31, 2018 | 27.28% |
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
27.28%
Minimum
Jul 2017
42.16%
Maximum
Mar 2020
33.89%
Average
27.28%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Fidelity AdvisorĀ® Financial Services C | 46.01% |
1919 Financial Services C | 43.61% |
Franklin Mutual Financial Services C | 48.62% |
Rydex Banking C | 52.13% |
JHancock Regional Bank C | 52.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.502 |
Beta (5Y) | 1.108 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.07% |
Historical Sharpe Ratio (5Y) | 0.3559 |
Historical Sortino (5Y) | 0.3634 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.37% |