Hodges Small Cap Fund Institutional (HDSIX)

23.88 -0.10 (-0.42%) USD  |  Dec 13 2024
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HDSIX Max Drawdown (5Y): 58.83% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Virtus Small-Cap Fund Inst 40.80%
RBC Small Cap Core Fund I 50.59%
AB Small Cap Core Portfolio Z 44.86%
Nuveen Small Cap Blend Index Fund I 41.75%
JNL/DFA US Small Cap Fund I 45.18%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.159
Beta (5Y) 1.404
Alpha (vs YCharts Benchmark) (5Y) 5.893
Beta (vs YCharts Benchmark) (5Y) 1.162
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.62%
Historical Sharpe Ratio (5Y) 0.4766
Historical Sortino (5Y) 0.5531
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.28%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:HDSIX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:HDSIX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.