Hartford Schroders US Small Cap Opps F (HOOFX)
26.47
-0.14 (-0.53%)
USD |
Jun 30 2022
HOOFX Max Drawdown (5Y): 42.76% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 42.76% |
| May 31, 2022 | 42.76% |
| April 30, 2022 | 42.76% |
| March 31, 2022 | 42.76% |
| February 28, 2022 | 42.76% |
| January 31, 2022 | 42.76% |
| December 31, 2021 | 42.76% |
| November 30, 2021 | 42.76% |
| October 31, 2021 | 42.76% |
| September 30, 2021 | 42.76% |
| August 31, 2021 | 42.76% |
| July 31, 2021 | 42.76% |
| June 30, 2021 | 42.76% |
| May 31, 2021 | 42.76% |
| April 30, 2021 | 42.76% |
| March 31, 2021 | 42.76% |
| February 28, 2021 | 42.76% |
| January 31, 2021 | 42.76% |
| December 31, 2020 | 42.76% |
| November 30, 2020 | 42.76% |
| October 31, 2020 | 42.76% |
| September 30, 2020 | 42.76% |
| August 31, 2020 | 42.76% |
| July 31, 2020 | 42.76% |
| June 30, 2020 | 42.76% |
| Date | Value |
|---|---|
| May 31, 2020 | 42.76% |
| April 30, 2020 | 42.76% |
| March 31, 2020 | 42.76% |
| February 29, 2020 | 22.91% |
| January 31, 2020 | 22.91% |
| December 31, 2019 | 22.91% |
| November 30, 2019 | 22.91% |
| October 31, 2019 | 22.91% |
| September 30, 2019 | 22.91% |
| August 31, 2019 | 22.91% |
| July 31, 2019 | 22.91% |
| June 30, 2019 | 22.91% |
| May 31, 2019 | 22.91% |
| April 30, 2019 | 22.91% |
| March 31, 2019 | 22.91% |
| February 28, 2019 | 22.91% |
| January 31, 2019 | 22.91% |
| December 31, 2018 | 22.91% |
| November 30, 2018 | 19.48% |
| October 31, 2018 | 19.48% |
| September 30, 2018 | 19.48% |
| August 31, 2018 | 19.48% |
| July 31, 2018 | 19.48% |
| June 30, 2018 | 19.48% |
| May 31, 2018 | 19.48% |
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
19.48%
Minimum
Jul 2017
42.76%
Maximum
Mar 2020
31.20%
Average
22.91%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MassMutual Small Cap Opps Adm | 42.28% |
| Crossmark Steward ValFcs SmMdCpEnhIdxA | 45.82% |
| Rydex Russell 2000 H | 43.03% |
| Voya Small Company W | 43.25% |
| Virtus Small-Cap P | 40.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.657 |
| Beta (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.38% |
| Historical Sharpe Ratio (5Y) | 0.3382 |
| Historical Sortino (5Y) | 0.3433 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.44% |