Hartford Schroders US Small Cap Opps R3 (HOORX)
26.02
-0.18 (-0.69%)
USD |
Mar 23 2023
HOORX Max Drawdown (5Y): 42.84% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 42.84% |
| January 31, 2023 | 42.84% |
| December 31, 2022 | 42.84% |
| November 30, 2022 | 42.84% |
| October 31, 2022 | 42.84% |
| September 30, 2022 | 42.84% |
| August 31, 2022 | 42.84% |
| July 31, 2022 | 42.84% |
| June 30, 2022 | 42.84% |
| May 31, 2022 | 42.84% |
| April 30, 2022 | 42.84% |
| March 31, 2022 | 42.84% |
| February 28, 2022 | 42.84% |
| January 31, 2022 | 42.84% |
| December 31, 2021 | 42.84% |
| November 30, 2021 | 42.84% |
| October 31, 2021 | 42.84% |
| September 30, 2021 | 42.84% |
| August 31, 2021 | 42.84% |
| July 31, 2021 | 42.84% |
| June 30, 2021 | 42.84% |
| May 31, 2021 | 42.84% |
| April 30, 2021 | 42.84% |
| March 31, 2021 | 42.84% |
| February 28, 2021 | 42.84% |
| Date | Value |
|---|---|
| January 31, 2021 | 42.84% |
| December 31, 2020 | 42.84% |
| November 30, 2020 | 42.84% |
| October 31, 2020 | 42.84% |
| September 30, 2020 | 42.84% |
| August 31, 2020 | 42.84% |
| July 31, 2020 | 42.84% |
| June 30, 2020 | 42.84% |
| May 31, 2020 | 42.84% |
| April 30, 2020 | 42.84% |
| March 31, 2020 | 42.84% |
| February 29, 2020 | 23.10% |
| January 31, 2020 | 23.10% |
| December 31, 2019 | 23.10% |
| November 30, 2019 | 23.10% |
| October 31, 2019 | 23.10% |
| September 30, 2019 | 23.10% |
| August 31, 2019 | 23.10% |
| July 31, 2019 | 23.10% |
| June 30, 2019 | 23.10% |
| May 31, 2019 | 23.10% |
| April 30, 2019 | 23.10% |
| March 31, 2019 | 23.10% |
| February 28, 2019 | 23.10% |
| January 31, 2019 | 23.10% |
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
19.73%
Minimum
Mar 2018
42.84%
Maximum
Mar 2020
34.44%
Average
42.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.572 |
| Beta (5Y) | 1.066 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4887 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8996 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.51% |
| Historical Sharpe Ratio (5Y) | 0.3473 |
| Historical Sortino (5Y) | 0.3759 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.34% |