Hartford Healthcare R3 (HGHRX)
45.95
-0.39 (-0.84%)
USD |
Sep 24 2021
HGHRX Max Drawdown (5Y): 28.53% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 28.53% |
| July 31, 2021 | 28.53% |
| June 30, 2021 | 28.53% |
| May 31, 2021 | 28.53% |
| April 30, 2021 | 28.53% |
| March 31, 2021 | 28.53% |
| February 28, 2021 | 28.53% |
| January 31, 2021 | 28.53% |
| December 31, 2020 | 28.53% |
| November 30, 2020 | 28.53% |
| October 31, 2020 | 28.53% |
| September 30, 2020 | 28.53% |
| August 31, 2020 | 28.53% |
| July 31, 2020 | 28.53% |
| June 30, 2020 | 28.53% |
| May 31, 2020 | 28.53% |
| April 30, 2020 | 28.53% |
| March 31, 2020 | 28.53% |
| February 29, 2020 | 24.79% |
| January 31, 2020 | 24.79% |
| December 31, 2019 | 24.79% |
| November 30, 2019 | 24.79% |
| October 31, 2019 | 24.79% |
| September 30, 2019 | 24.79% |
| August 31, 2019 | 24.79% |
| Date | Value |
|---|---|
| July 31, 2019 | 24.79% |
| June 30, 2019 | 24.79% |
| May 31, 2019 | 24.79% |
| April 30, 2019 | 24.79% |
| March 31, 2019 | 24.79% |
| February 28, 2019 | 24.79% |
| January 31, 2019 | 24.79% |
| December 31, 2018 | 24.79% |
| November 30, 2018 | 24.79% |
| October 31, 2018 | 24.79% |
| September 30, 2018 | 24.79% |
| August 31, 2018 | 24.79% |
| July 31, 2018 | 24.79% |
| June 30, 2018 | 24.79% |
| May 31, 2018 | 24.79% |
| April 30, 2018 | 24.79% |
| March 31, 2018 | 24.79% |
| February 28, 2018 | 24.79% |
| January 31, 2018 | 24.79% |
| December 31, 2017 | 24.79% |
| November 30, 2017 | 24.79% |
| October 31, 2017 | 24.79% |
| September 30, 2017 | 24.79% |
| August 31, 2017 | 24.79% |
| July 31, 2017 | 24.79% |
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
24.79%
Minimum
Sep 2016
28.53%
Maximum
Mar 2020
25.91%
Average
24.79%
Median
Sep 2016
Max Drawdown (5Y) Benchmarks
| Eaton Vance Worldwide Health Sci R | 27.45% |
| Putnam Global Health Care R6 | 25.51% |
| BlackRock Health Sciences Opps R | 28.38% |
| PGIM Jennison Health Sciences R | 36.40% |
| Delaware Healthcare R | 25.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.572 |
| Beta (5Y) | 0.8636 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.72% |
| Historical Sharpe Ratio (5Y) | 0.8937 |
| Historical Sortino (5Y) | 1.112 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.27% |