Horizon Active Dividend Investor (HNDDX)
56.96
+0.66 (+1.17%)
USD |
Mar 21 2023
HNDDX Max Drawdown (5Y): 36.28% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 36.28% |
| January 31, 2023 | 36.28% |
| December 31, 2022 | 36.28% |
| November 30, 2022 | 36.28% |
| October 31, 2022 | 36.28% |
| September 30, 2022 | 36.28% |
| August 31, 2022 | 36.28% |
| July 31, 2022 | 36.28% |
| June 30, 2022 | 36.28% |
| May 31, 2022 | 36.28% |
| April 30, 2022 | 36.28% |
| March 31, 2022 | 36.28% |
| February 28, 2022 | 36.28% |
| January 31, 2022 | 36.28% |
| December 31, 2021 | 36.28% |
| November 30, 2021 | 36.28% |
| October 31, 2021 | 36.28% |
| September 30, 2021 | 36.28% |
| August 31, 2021 | 36.28% |
| July 31, 2021 | 36.28% |
| June 30, 2021 | 36.28% |
| May 31, 2021 | 36.28% |
| April 30, 2021 | 36.28% |
| March 31, 2021 | 36.28% |
| February 28, 2021 | 36.28% |
| Date | Value |
|---|---|
| January 31, 2021 | 36.28% |
| December 31, 2020 | 36.28% |
| November 30, 2020 | 36.28% |
| October 31, 2020 | 36.28% |
| September 30, 2020 | 36.28% |
| August 31, 2020 | 36.28% |
| July 31, 2020 | 36.28% |
| June 30, 2020 | 36.28% |
| May 31, 2020 | 36.28% |
| April 30, 2020 | 36.28% |
| March 31, 2020 | 36.28% |
| February 29, 2020 | 18.20% |
| January 31, 2020 | 18.20% |
| December 31, 2019 | 18.20% |
| November 30, 2019 | 18.20% |
| October 31, 2019 | 18.20% |
| September 30, 2019 | 18.20% |
| August 31, 2019 | 18.20% |
| July 31, 2019 | 18.20% |
| June 30, 2019 | 18.20% |
| May 31, 2019 | 18.20% |
| April 30, 2019 | 18.20% |
| March 31, 2019 | 18.20% |
| February 28, 2019 | 18.20% |
| January 31, 2019 | 18.20% |
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
9.68%
Minimum
Mar 2018
36.28%
Maximum
Mar 2020
27.77%
Average
36.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Zacks Dividend Investor | 35.27% |
| Invesco Dividend Income Investor | 31.88% |
| Hamlin High Dividend Equity Inv | 36.13% |
| MainStay Epoch US Equity Yield Investor | 35.86% |
| BNY Mellon Income Stock Inv | 44.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.786 |
| Beta (5Y) | 0.8703 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.517 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9081 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.88% |
| Historical Sharpe Ratio (5Y) | 0.1799 |
| Historical Sortino (5Y) | 0.189 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.85% |