Harbor Small Cap Growth Retirement (HNSGX)
11.51
+0.41 (+3.69%)
USD |
Jun 24 2022
HNSGX Max Drawdown (5Y): 38.58% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 38.58% |
| April 30, 2022 | 38.58% |
| March 31, 2022 | 38.58% |
| February 28, 2022 | 38.58% |
| January 31, 2022 | 38.58% |
| December 31, 2021 | 38.58% |
| November 30, 2021 | 38.58% |
| October 31, 2021 | 38.58% |
| September 30, 2021 | 38.58% |
| August 31, 2021 | 38.58% |
| July 31, 2021 | 38.58% |
| June 30, 2021 | 38.58% |
| May 31, 2021 | 38.58% |
| April 30, 2021 | 38.58% |
| March 31, 2021 | 38.58% |
| February 28, 2021 | 38.58% |
| January 31, 2021 | 38.58% |
| December 31, 2020 | 38.58% |
| November 30, 2020 | 38.58% |
| October 31, 2020 | 38.58% |
| September 30, 2020 | 38.58% |
| August 31, 2020 | 38.58% |
| July 31, 2020 | 38.58% |
| June 30, 2020 | 38.58% |
| May 31, 2020 | 38.58% |
| Date | Value |
|---|---|
| April 30, 2020 | 38.58% |
| March 31, 2020 | 38.58% |
| February 29, 2020 | 30.14% |
| January 31, 2020 | 30.14% |
| December 31, 2019 | 30.14% |
| November 30, 2019 | 30.14% |
| October 31, 2019 | 30.14% |
| September 30, 2019 | 30.14% |
| August 31, 2019 | 30.14% |
| July 31, 2019 | 30.14% |
| June 30, 2019 | 30.14% |
| May 31, 2019 | 30.14% |
| April 30, 2019 | 30.14% |
| March 31, 2019 | 30.14% |
| February 28, 2019 | 30.14% |
| January 31, 2019 | 30.14% |
| December 31, 2018 | 30.14% |
| November 30, 2018 | 30.14% |
| October 31, 2018 | 30.14% |
| September 30, 2018 | 30.14% |
| August 31, 2018 | 30.14% |
| July 31, 2018 | 30.14% |
| June 30, 2018 | 30.14% |
| May 31, 2018 | 30.14% |
| April 30, 2018 | 30.14% |
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
30.14%
Minimum
Jun 2017
38.58%
Maximum
Mar 2020
33.93%
Average
30.14%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| JPMorgan Small Cap Growth L | 43.97% |
| AB Small Cap Growth K | 45.68% |
| Delaware Ivy Small Cap Growth R6 | 38.68% |
| American Century Small Cap Growth R6 | 39.06% |
| Federated Hermes Kaufmann Small Cap R | 43.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.968 |
| Beta (5Y) | 1.170 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.66% |
| Historical Sharpe Ratio (5Y) | 0.5524 |
| Historical Sortino (5Y) | 0.6144 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |