Harbor Small Cap Value Investor (HISVX)
35.18
+0.21 (+0.60%)
USD |
Jul 01 2022
HISVX Max Drawdown (5Y): 42.19% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 42.19% |
| May 31, 2022 | 42.19% |
| April 30, 2022 | 42.19% |
| March 31, 2022 | 42.19% |
| February 28, 2022 | 42.19% |
| January 31, 2022 | 42.19% |
| December 31, 2021 | 42.19% |
| November 30, 2021 | 42.19% |
| October 31, 2021 | 42.19% |
| September 30, 2021 | 42.19% |
| August 31, 2021 | 42.19% |
| July 31, 2021 | 42.19% |
| June 30, 2021 | 42.19% |
| May 31, 2021 | 42.19% |
| April 30, 2021 | 42.19% |
| March 31, 2021 | 42.19% |
| February 28, 2021 | 42.19% |
| January 31, 2021 | 42.19% |
| December 31, 2020 | 42.19% |
| November 30, 2020 | 42.19% |
| October 31, 2020 | 42.19% |
| September 30, 2020 | 42.19% |
| August 31, 2020 | 42.19% |
| July 31, 2020 | 42.19% |
| June 30, 2020 | 42.19% |
| Date | Value |
|---|---|
| May 31, 2020 | 42.19% |
| April 30, 2020 | 42.19% |
| March 31, 2020 | 42.19% |
| February 29, 2020 | 26.40% |
| January 31, 2020 | 26.40% |
| December 31, 2019 | 26.40% |
| November 30, 2019 | 26.40% |
| October 31, 2019 | 26.40% |
| September 30, 2019 | 26.40% |
| August 31, 2019 | 26.40% |
| July 31, 2019 | 26.40% |
| June 30, 2019 | 26.40% |
| May 31, 2019 | 26.40% |
| April 30, 2019 | 26.40% |
| March 31, 2019 | 26.40% |
| February 28, 2019 | 26.40% |
| January 31, 2019 | 26.40% |
| December 31, 2018 | 26.40% |
| November 30, 2018 | 20.83% |
| October 31, 2018 | 20.83% |
| September 30, 2018 | 20.83% |
| August 31, 2018 | 20.83% |
| July 31, 2018 | 20.83% |
| June 30, 2018 | 20.83% |
| May 31, 2018 | 20.83% |
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
20.83%
Minimum
Jul 2017
42.19%
Maximum
Mar 2020
32.19%
Average
26.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MainStay WMC Small Companies Inv | 48.45% |
| SA US Small Company Investor | 43.12% |
| Goldman Sachs Small Cap Eq Insghts Inv | 45.23% |
| Cambiar Small Cap Inv | 41.99% |
| Vanguard Small Cap Index Inv | 41.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.806 |
| Beta (5Y) | 1.144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.81% |
| Historical Sharpe Ratio (5Y) | 0.3161 |
| Historical Sortino (5Y) | 0.3518 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.20% |