Hillman Value Fund No Load (HCMAX)
27.69
-0.31
(-1.11%)
USD |
Mar 13 2025
HCMAX Max Drawdown (5Y): 35.27% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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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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Max Drawdown (5Y) Benchmarks
| Thompson LargeCap Fund | 40.68% |
| ClearBridge Large Cap Value Fund 1 | 35.50% |
| Commerce Value Fund | 35.70% |
| Torray Fund | 38.31% |
| Touchstone Value Fund Y | 40.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.662 |
| Beta (5Y) | 0.9836 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4751 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9923 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.99% |
| Historical Sharpe Ratio (5Y) | 0.5883 |
| Historical Sortino (5Y) | 1.033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.33% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:HCMAX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:HCMAX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |