Harbor Mid Cap Value Retirement (HNMVX)
25.48
+0.47 (+1.88%)
USD |
May 27 2022
HNMVX Max Drawdown (5Y): 51.25% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 51.25% |
| March 31, 2022 | 51.25% |
| February 28, 2022 | 51.25% |
| January 31, 2022 | 51.25% |
| December 31, 2021 | 51.25% |
| November 30, 2021 | 51.25% |
| October 31, 2021 | 51.25% |
| September 30, 2021 | 51.25% |
| August 31, 2021 | 51.25% |
| July 31, 2021 | 51.25% |
| June 30, 2021 | 51.25% |
| May 31, 2021 | 51.25% |
| April 30, 2021 | 51.25% |
| March 31, 2021 | 51.25% |
| February 28, 2021 | 51.25% |
| January 31, 2021 | 51.25% |
| December 31, 2020 | 51.25% |
| November 30, 2020 | 51.25% |
| October 31, 2020 | 51.25% |
| September 30, 2020 | 51.25% |
| August 31, 2020 | 51.25% |
| July 31, 2020 | 51.25% |
| June 30, 2020 | 51.25% |
| May 31, 2020 | 51.25% |
| April 30, 2020 | 51.25% |
| Date | Value |
|---|---|
| March 31, 2020 | 51.25% |
| February 29, 2020 | 26.78% |
| January 31, 2020 | 26.78% |
| December 31, 2019 | 26.78% |
| November 30, 2019 | 26.78% |
| October 31, 2019 | 26.78% |
| September 30, 2019 | 26.78% |
| August 31, 2019 | 26.78% |
| July 31, 2019 | 26.78% |
| June 30, 2019 | 26.78% |
| May 31, 2019 | 26.78% |
| April 30, 2019 | 26.78% |
| March 31, 2019 | 26.78% |
| February 28, 2019 | 26.78% |
| January 31, 2019 | 26.78% |
| December 31, 2018 | 26.78% |
| November 30, 2018 | 20.98% |
| October 31, 2018 | 20.98% |
| September 30, 2018 | 20.98% |
| August 31, 2018 | 20.98% |
| July 31, 2018 | 20.98% |
| June 30, 2018 | 20.98% |
| May 31, 2018 | 20.98% |
| April 30, 2018 | 20.98% |
| March 31, 2018 | 20.98% |
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
20.98%
Minimum
May 2017
51.25%
Maximum
Mar 2020
35.55%
Average
26.78%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Franklin Mutual U.S. Value R6 | 43.63% |
| Transamerica Small/Mid Cap Value R6 | 44.07% |
| Invesco American Value R6 | 45.49% |
| Virtus NFJ Mid-Cap Value R6 | 42.46% |
| Invesco Value Opportunities R | 51.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.90 |
| Beta (5Y) | 1.209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.75% |
| Historical Sharpe Ratio (5Y) | 0.2936 |
| Historical Sortino (5Y) | 0.2948 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.82% |