Hartford Core Equity R3 (HGIRX)
43.29
+0.99 (+2.34%)
USD |
May 27 2022
HGIRX Max Drawdown (5Y): 33.48% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 33.48% |
| March 31, 2022 | 33.48% |
| February 28, 2022 | 33.48% |
| January 31, 2022 | 33.48% |
| December 31, 2021 | 33.48% |
| November 30, 2021 | 33.48% |
| October 31, 2021 | 33.48% |
| September 30, 2021 | 33.48% |
| August 31, 2021 | 33.48% |
| July 31, 2021 | 33.48% |
| June 30, 2021 | 33.48% |
| May 31, 2021 | 33.48% |
| April 30, 2021 | 33.48% |
| March 31, 2021 | 33.48% |
| February 28, 2021 | 33.48% |
| January 31, 2021 | 33.48% |
| December 31, 2020 | 33.48% |
| November 30, 2020 | 33.48% |
| October 31, 2020 | 33.48% |
| September 30, 2020 | 33.48% |
| August 31, 2020 | 33.48% |
| July 31, 2020 | 33.48% |
| June 30, 2020 | 33.48% |
| May 31, 2020 | 33.48% |
| April 30, 2020 | 33.48% |
| Date | Value |
|---|---|
| March 31, 2020 | 33.48% |
| February 29, 2020 | 18.09% |
| January 31, 2020 | 18.09% |
| December 31, 2019 | 18.09% |
| November 30, 2019 | 18.09% |
| October 31, 2019 | 18.09% |
| September 30, 2019 | 18.09% |
| August 31, 2019 | 18.09% |
| July 31, 2019 | 18.09% |
| June 30, 2019 | 18.09% |
| May 31, 2019 | 18.09% |
| April 30, 2019 | 18.09% |
| March 31, 2019 | 18.09% |
| February 28, 2019 | 18.09% |
| January 31, 2019 | 18.09% |
| December 31, 2018 | 18.09% |
| November 30, 2018 | 12.27% |
| October 31, 2018 | 12.27% |
| September 30, 2018 | 12.27% |
| August 31, 2018 | 12.27% |
| July 31, 2018 | 12.27% |
| June 30, 2018 | 12.27% |
| May 31, 2018 | 12.27% |
| April 30, 2018 | 12.27% |
| March 31, 2018 | 12.27% |
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
12.27%
Minimum
May 2017
33.48%
Maximum
Mar 2020
22.92%
Average
18.09%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Invesco Charter R6 | 34.72% |
| Hartford Capital Appreciation R4 | 36.32% |
| MassMutual Main Street R5 | 34.15% |
| Invesco Main Street All Cap R | 34.22% |
| Principal Large Cap S&P 500 Index R1 | 33.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.355 |
| Beta (5Y) | 0.9574 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.63% |
| Historical Sharpe Ratio (5Y) | 0.7902 |
| Historical Sortino (5Y) | 0.7659 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.29% |