Hartford Healthcare R6 (HGHVX)
41.49
+0.19 (+0.46%)
USD |
Mar 30 2023
HGHVX Max Drawdown (5Y): 28.50% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 28.50% |
January 31, 2023 | 28.50% |
December 31, 2022 | 28.50% |
November 30, 2022 | 28.50% |
October 31, 2022 | 28.50% |
September 30, 2022 | 28.50% |
August 31, 2022 | 28.50% |
July 31, 2022 | 28.50% |
June 30, 2022 | 28.50% |
May 31, 2022 | 28.50% |
April 30, 2022 | 28.50% |
March 31, 2022 | 28.50% |
February 28, 2022 | 28.50% |
January 31, 2022 | 28.50% |
December 31, 2021 | 28.50% |
November 30, 2021 | 28.50% |
October 31, 2021 | 28.50% |
September 30, 2021 | 28.50% |
August 31, 2021 | 28.50% |
July 31, 2021 | 28.50% |
June 30, 2021 | 28.50% |
May 31, 2021 | 28.50% |
April 30, 2021 | 28.50% |
March 31, 2021 | 28.50% |
February 28, 2021 | 28.50% |
Date | Value |
---|---|
January 31, 2021 | 28.50% |
December 31, 2020 | 28.50% |
November 30, 2020 | 28.50% |
October 31, 2020 | 28.50% |
September 30, 2020 | 28.50% |
August 31, 2020 | 28.50% |
July 31, 2020 | 28.50% |
June 30, 2020 | 28.50% |
May 31, 2020 | 28.50% |
April 30, 2020 | 28.50% |
March 31, 2020 | 28.50% |
February 29, 2020 | 24.49% |
January 31, 2020 | 24.49% |
December 31, 2019 | 24.49% |
November 30, 2019 | 24.49% |
October 31, 2019 | 24.49% |
September 30, 2019 | 24.49% |
August 31, 2019 | 24.49% |
July 31, 2019 | 24.49% |
June 30, 2019 | 24.49% |
May 31, 2019 | 24.49% |
April 30, 2019 | 24.49% |
March 31, 2019 | 24.49% |
February 28, 2019 | 24.49% |
January 31, 2019 | 24.49% |
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
24.49%
Minimum
Mar 2018
28.50%
Maximum
Mar 2020
26.89%
Average
28.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.906 |
Beta (5Y) | 0.7956 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8943 |
Beta (vs YCharts Benchmark) (5Y) | 1.018 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.71% |
Historical Sharpe Ratio (5Y) | 0.4048 |
Historical Sortino (5Y) | 0.5363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.97% |