Homestead Value Fund (HOVLX)
51.10
+0.50
(+0.99%)
USD |
Dec 20 2024
HOVLX Max Drawdown (5Y): 38.08% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| JNL/Mellon Dow Index Fund A | 36.92% |
| Fidelity Value Discovery Fund | 37.74% |
| Fidelity Large Cap Value Index Fund | 38.28% |
| JNL/T Rowe Price Value Fund A | 38.69% |
| Clipper Fund | 37.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.332 |
| Beta (5Y) | 0.9259 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.042 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9485 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.75% |
| Historical Sharpe Ratio (5Y) | 0.5352 |
| Historical Sortino (5Y) | 0.5649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.74% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:HOVLX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:HOVLX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |