Hartford Core Equity A (HAIAX)
41.13
+0.93 (+2.31%)
USD |
May 13 2022
HAIAX Max Drawdown (5Y): 33.49% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 33.49% |
March 31, 2022 | 33.49% |
February 28, 2022 | 33.49% |
January 31, 2022 | 33.49% |
December 31, 2021 | 33.49% |
November 30, 2021 | 33.49% |
October 31, 2021 | 33.49% |
September 30, 2021 | 33.49% |
August 31, 2021 | 33.49% |
July 31, 2021 | 33.49% |
June 30, 2021 | 33.49% |
May 31, 2021 | 33.49% |
April 30, 2021 | 33.49% |
March 31, 2021 | 33.49% |
February 28, 2021 | 33.49% |
January 31, 2021 | 33.49% |
December 31, 2020 | 33.49% |
November 30, 2020 | 33.49% |
October 31, 2020 | 33.49% |
September 30, 2020 | 33.49% |
August 31, 2020 | 33.49% |
July 31, 2020 | 33.49% |
June 30, 2020 | 33.49% |
May 31, 2020 | 33.49% |
April 30, 2020 | 33.49% |
Date | Value |
---|---|
March 31, 2020 | 33.49% |
February 29, 2020 | 18.00% |
January 31, 2020 | 18.00% |
December 31, 2019 | 18.00% |
November 30, 2019 | 18.00% |
October 31, 2019 | 18.00% |
September 30, 2019 | 18.00% |
August 31, 2019 | 18.00% |
July 31, 2019 | 18.00% |
June 30, 2019 | 18.00% |
May 31, 2019 | 18.00% |
April 30, 2019 | 18.00% |
March 31, 2019 | 18.00% |
February 28, 2019 | 18.00% |
January 31, 2019 | 18.00% |
December 31, 2018 | 18.00% |
November 30, 2018 | 12.17% |
October 31, 2018 | 12.17% |
September 30, 2018 | 12.17% |
August 31, 2018 | 12.17% |
July 31, 2018 | 12.17% |
June 30, 2018 | 12.17% |
May 31, 2018 | 12.17% |
April 30, 2018 | 12.17% |
March 31, 2018 | 12.17% |
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
12.17%
Minimum
May 2017
33.49%
Maximum
Mar 2020
22.87%
Average
18.00%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Hartford Capital Appreciation A | 36.33% |
Invesco Charter A | 34.73% |
JNL/Mellon US Stock Market Index A | -- |
Principal Capital Appreciation A | 33.26% |
Invesco Rising Dividends A | 36.69% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0506 |
Beta (5Y) | 0.9574 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.63% |
Historical Sharpe Ratio (5Y) | 0.8148 |
Historical Sortino (5Y) | 0.7884 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.27% |