Janus Henderson Dividend & Inc Builder T (HDTVX)
13.29
-0.30 (-2.21%)
USD |
May 18 2022
HDTVX Max Drawdown (5Y): 28.62% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 28.62% |
| March 31, 2022 | 28.62% |
| February 28, 2022 | 28.62% |
| January 31, 2022 | 28.62% |
| December 31, 2021 | 28.62% |
| November 30, 2021 | 28.62% |
| October 31, 2021 | 28.62% |
| September 30, 2021 | 28.62% |
| August 31, 2021 | 28.62% |
| July 31, 2021 | 28.62% |
| June 30, 2021 | 28.62% |
| May 31, 2021 | 28.62% |
| April 30, 2021 | 28.62% |
| March 31, 2021 | 28.62% |
| February 28, 2021 | 28.62% |
| January 31, 2021 | 28.62% |
| December 31, 2020 | 28.62% |
| November 30, 2020 | 28.62% |
| October 31, 2020 | 28.62% |
| September 30, 2020 | 28.62% |
| August 31, 2020 | 28.62% |
| July 31, 2020 | 28.62% |
| June 30, 2020 | 28.62% |
| May 31, 2020 | 28.62% |
| April 30, 2020 | 28.62% |
| Date | Value |
|---|---|
| March 31, 2020 | 28.62% |
| February 29, 2020 | 16.04% |
| January 31, 2020 | 16.04% |
| December 31, 2019 | 16.04% |
| November 30, 2019 | 16.04% |
| October 31, 2019 | 16.04% |
| September 30, 2019 | 16.04% |
| August 31, 2019 | 16.04% |
| July 31, 2019 | 16.04% |
| June 30, 2019 | 16.04% |
| May 31, 2019 | 16.04% |
| April 30, 2019 | 16.04% |
| March 31, 2019 | 16.04% |
| February 28, 2019 | 16.04% |
| January 31, 2019 | 16.04% |
| December 31, 2018 | 16.04% |
| November 30, 2018 | 12.25% |
| October 31, 2018 | 12.25% |
| September 30, 2018 | 12.25% |
| August 31, 2018 | 12.25% |
| July 31, 2018 | 12.25% |
| June 30, 2018 | 12.25% |
| May 31, 2018 | 12.25% |
| April 30, 2018 | 12.25% |
| March 31, 2018 | 12.25% |
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
12.25%
Minimum
May 2017
28.62%
Maximum
Mar 2020
20.29%
Average
16.04%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Funds Capital Income Bldr 529E | 25.26% |
| Hartford Real Asset F | 36.79% |
| MainStay Income Builder Simple | 24.50% |
| SA Worldwide Moderate Growth | 30.56% |
| GMO Global Asset Allocation I | 25.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.466 |
| Beta (5Y) | 0.6606 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.63% |
| Historical Sharpe Ratio (5Y) | 0.3402 |
| Historical Sortino (5Y) | 0.3312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.96% |