Hartford Small Cap Growth HLS IB (HBSGX)
27.24
+0.26 (+0.96%)
USD |
Aug 05 2022
HBSGX Max Drawdown (5Y): 40.26% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 40.26% |
| June 30, 2022 | 40.26% |
| May 31, 2022 | 40.26% |
| April 30, 2022 | 40.26% |
| March 31, 2022 | 40.26% |
| February 28, 2022 | 40.26% |
| January 31, 2022 | 40.26% |
| December 31, 2021 | 40.26% |
| November 30, 2021 | 40.26% |
| October 31, 2021 | 40.26% |
| September 30, 2021 | 40.26% |
| August 31, 2021 | 40.26% |
| July 31, 2021 | 40.26% |
| June 30, 2021 | 40.26% |
| May 31, 2021 | 40.26% |
| April 30, 2021 | 40.26% |
| March 31, 2021 | 40.26% |
| February 28, 2021 | 40.26% |
| January 31, 2021 | 40.26% |
| December 31, 2020 | 40.26% |
| November 30, 2020 | 40.26% |
| October 31, 2020 | 40.26% |
| September 30, 2020 | 40.26% |
| August 31, 2020 | 40.26% |
| July 31, 2020 | 40.26% |
| Date | Value |
|---|---|
| June 30, 2020 | 40.26% |
| May 31, 2020 | 40.26% |
| April 30, 2020 | 40.26% |
| March 31, 2020 | 40.26% |
| February 29, 2020 | 29.68% |
| January 31, 2020 | 29.68% |
| December 31, 2019 | 29.68% |
| November 30, 2019 | 29.68% |
| October 31, 2019 | 29.68% |
| September 30, 2019 | 29.68% |
| August 31, 2019 | 29.68% |
| July 31, 2019 | 29.68% |
| June 30, 2019 | 29.68% |
| May 31, 2019 | 29.68% |
| April 30, 2019 | 29.68% |
| March 31, 2019 | 29.68% |
| February 28, 2019 | 29.68% |
| January 31, 2019 | 29.68% |
| December 31, 2018 | 29.68% |
| November 30, 2018 | 26.60% |
| October 31, 2018 | 26.60% |
| September 30, 2018 | 26.60% |
| August 31, 2018 | 26.60% |
| July 31, 2018 | 26.60% |
| June 30, 2018 | 26.60% |
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
26.60%
Minimum
Aug 2017
40.26%
Maximum
Mar 2020
33.97%
Average
29.68%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford Small Cap Growth Y | 40.64% |
| MassMutual Small Cap Gr Eq I | 38.56% |
| Voya SmallCap Opportunities Port I | 41.81% |
| Hartford Small Company HLS IA | 42.54% |
| Voya Small Cap Growth I | 39.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.644 |
| Beta (5Y) | 1.180 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.33% |
| Historical Sharpe Ratio (5Y) | 0.3198 |
| Historical Sortino (5Y) | 0.3796 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.93% |