Hartford Small Company HLS IA (HIASX)
18.83
+0.19 (+1.02%)
USD |
Aug 08 2022
HIASX Max Drawdown (5Y): 42.54% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 42.54% |
| June 30, 2022 | 42.54% |
| May 31, 2022 | 39.97% |
| April 30, 2022 | 38.41% |
| March 31, 2022 | 38.41% |
| February 28, 2022 | 38.41% |
| January 31, 2022 | 38.41% |
| December 31, 2021 | 38.41% |
| November 30, 2021 | 38.41% |
| October 31, 2021 | 38.41% |
| September 30, 2021 | 38.41% |
| August 31, 2021 | 38.41% |
| July 31, 2021 | 38.41% |
| June 30, 2021 | 38.41% |
| May 31, 2021 | 38.41% |
| April 30, 2021 | 38.41% |
| March 31, 2021 | 38.41% |
| February 28, 2021 | 38.41% |
| January 31, 2021 | 38.41% |
| December 31, 2020 | 38.41% |
| November 30, 2020 | 38.41% |
| October 31, 2020 | 38.41% |
| September 30, 2020 | 38.41% |
| August 31, 2020 | 38.41% |
| July 31, 2020 | 38.41% |
| Date | Value |
|---|---|
| June 30, 2020 | 38.41% |
| May 31, 2020 | 38.41% |
| April 30, 2020 | 38.41% |
| March 31, 2020 | 38.41% |
| February 29, 2020 | 33.92% |
| January 31, 2020 | 33.92% |
| December 31, 2019 | 33.92% |
| November 30, 2019 | 33.92% |
| October 31, 2019 | 33.92% |
| September 30, 2019 | 33.92% |
| August 31, 2019 | 33.92% |
| July 31, 2019 | 33.92% |
| June 30, 2019 | 33.92% |
| May 31, 2019 | 33.92% |
| April 30, 2019 | 33.92% |
| March 31, 2019 | 33.92% |
| February 28, 2019 | 33.92% |
| January 31, 2019 | 33.92% |
| December 31, 2018 | 33.92% |
| November 30, 2018 | 33.92% |
| October 31, 2018 | 33.92% |
| September 30, 2018 | 33.92% |
| August 31, 2018 | 33.92% |
| July 31, 2018 | 33.92% |
| June 30, 2018 | 33.92% |
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
33.92%
Minimum
Aug 2017
42.54%
Maximum
Jun 2022
36.25%
Average
33.92%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| MassMutual Small Cap Gr Eq I | 38.56% |
| Hartford Small Cap Growth Y | 40.64% |
| Hartford Small Cap Growth HLS IB | 40.26% |
| Hartford Small Company Y | 42.78% |
| Nuveen Small Cap Growth Opp I | 40.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.138 |
| Beta (5Y) | 1.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.76% |
| Historical Sharpe Ratio (5Y) | 0.5019 |
| Historical Sortino (5Y) | 0.624 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |