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% |