JPMorgan Equity Income I (HLIEX)
22.17
-0.72 (-3.15%)
USD |
May 18 2022
HLIEX Max Drawdown (5Y): 36.89% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 36.89% |
| March 31, 2022 | 36.89% |
| February 28, 2022 | 36.89% |
| January 31, 2022 | 36.89% |
| December 31, 2021 | 36.89% |
| November 30, 2021 | 36.89% |
| October 31, 2021 | 36.89% |
| September 30, 2021 | 36.89% |
| August 31, 2021 | 36.89% |
| July 31, 2021 | 36.89% |
| June 30, 2021 | 36.89% |
| May 31, 2021 | 36.89% |
| April 30, 2021 | 36.89% |
| March 31, 2021 | 36.89% |
| February 28, 2021 | 36.89% |
| January 31, 2021 | 36.89% |
| December 31, 2020 | 36.89% |
| November 30, 2020 | 36.89% |
| October 31, 2020 | 36.89% |
| September 30, 2020 | 36.89% |
| August 31, 2020 | 36.89% |
| July 31, 2020 | 36.89% |
| June 30, 2020 | 36.89% |
| May 31, 2020 | 36.89% |
| April 30, 2020 | 36.89% |
| Date | Value |
|---|---|
| March 31, 2020 | 36.89% |
| February 29, 2020 | 16.26% |
| January 31, 2020 | 16.26% |
| December 31, 2019 | 16.26% |
| November 30, 2019 | 16.26% |
| October 31, 2019 | 16.26% |
| September 30, 2019 | 16.26% |
| August 31, 2019 | 16.26% |
| July 31, 2019 | 16.26% |
| June 30, 2019 | 16.26% |
| May 31, 2019 | 16.26% |
| April 30, 2019 | 16.26% |
| March 31, 2019 | 16.26% |
| February 28, 2019 | 16.26% |
| January 31, 2019 | 16.26% |
| December 31, 2018 | 16.26% |
| November 30, 2018 | 12.05% |
| October 31, 2018 | 12.05% |
| September 30, 2018 | 12.05% |
| August 31, 2018 | 12.05% |
| July 31, 2018 | 12.05% |
| June 30, 2018 | 12.05% |
| May 31, 2018 | 12.05% |
| April 30, 2018 | 12.05% |
| March 31, 2018 | 12.05% |
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
12.05%
Minimum
May 2017
36.89%
Maximum
Mar 2020
23.87%
Average
16.26%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Vanguard Equity-Income Adm | 35.23% |
| Hartford Equity Income I | 34.99% |
| Invesco Diversified Dividend Y | 35.72% |
| Columbia Dividend Income Inst3 | 32.75% |
| Vanguard High Dividend Yield Index Adm | 35.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.103 |
| Beta (5Y) | 0.8854 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.77% |
| Historical Sharpe Ratio (5Y) | 0.6806 |
| Historical Sortino (5Y) | 0.6235 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.33% |