Hamlin High Dividend Equity Inv (HHDVX)
28.34
-0.22 (-0.77%)
USD |
Jan 30 2023
HHDVX Max Drawdown (5Y): 36.13% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2022 | 36.13% |
| November 30, 2022 | 36.13% |
| October 31, 2022 | 36.13% |
| September 30, 2022 | 36.13% |
| August 31, 2022 | 36.13% |
| July 31, 2022 | 36.13% |
| June 30, 2022 | 36.13% |
| May 31, 2022 | 36.13% |
| April 30, 2022 | 36.13% |
| March 31, 2022 | 36.13% |
| February 28, 2022 | 36.13% |
| January 31, 2022 | 36.13% |
| December 31, 2021 | 36.13% |
| November 30, 2021 | 36.13% |
| October 31, 2021 | 36.13% |
| September 30, 2021 | 36.13% |
| August 31, 2021 | 36.13% |
| July 31, 2021 | 36.13% |
| June 30, 2021 | 36.13% |
| May 31, 2021 | 36.13% |
| April 30, 2021 | 36.13% |
| March 31, 2021 | 36.13% |
| February 28, 2021 | 36.13% |
| January 31, 2021 | 36.13% |
| December 31, 2020 | 36.13% |
| Date | Value |
|---|---|
| November 30, 2020 | 36.13% |
| October 31, 2020 | 36.13% |
| September 30, 2020 | 36.13% |
| August 31, 2020 | 36.13% |
| July 31, 2020 | 36.13% |
| June 30, 2020 | 36.13% |
| May 31, 2020 | 36.13% |
| April 30, 2020 | 36.13% |
| March 31, 2020 | 36.13% |
| February 29, 2020 | 18.84% |
| January 31, 2020 | 18.84% |
| December 31, 2019 | 18.84% |
| November 30, 2019 | 18.84% |
| October 31, 2019 | 18.84% |
| September 30, 2019 | 18.84% |
| August 31, 2019 | 18.84% |
| July 31, 2019 | 18.84% |
| June 30, 2019 | 18.84% |
| May 31, 2019 | 18.84% |
| April 30, 2019 | 18.84% |
| March 31, 2019 | 18.84% |
| February 28, 2019 | 18.84% |
| January 31, 2019 | 18.84% |
| December 31, 2018 | 18.84% |
| November 30, 2018 | 18.84% |
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
18.84%
Minimum
Jan 2018
36.13%
Maximum
Mar 2020
28.64%
Average
36.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Horizon Active Dividend Investor | 36.28% |
| Zacks Dividend Investor | 35.27% |
| Invesco Dividend Income Investor | 31.88% |
| BNY Mellon Income Stock Inv | 44.15% |
| Huber Select Large Cap Value Inv | 35.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2396 |
| Beta (5Y) | 0.8687 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.156 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.04% |
| Historical Sharpe Ratio (5Y) | 0.4763 |
| Historical Sortino (5Y) | 0.5056 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.58% |