Fintrust Income and Opportunity A (HROAX)
9.27
+0.01 (+0.11%)
USD |
May 20 2022
HROAX Max Drawdown (5Y): 30.32% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 30.32% |
| March 31, 2022 | 30.32% |
| February 28, 2022 | 30.32% |
| January 31, 2022 | 30.32% |
| December 31, 2021 | 30.32% |
| November 30, 2021 | 30.32% |
| October 31, 2021 | 30.32% |
| September 30, 2021 | 30.32% |
| August 31, 2021 | 30.32% |
| July 31, 2021 | 30.32% |
| June 30, 2021 | 30.32% |
| May 31, 2021 | 30.32% |
| April 30, 2021 | 30.32% |
| March 31, 2021 | 30.32% |
| February 28, 2021 | 30.32% |
| January 31, 2021 | 30.32% |
| December 31, 2020 | 30.32% |
| November 30, 2020 | 30.32% |
| October 31, 2020 | 30.32% |
| September 30, 2020 | 30.32% |
| August 31, 2020 | 30.32% |
| July 31, 2020 | 30.32% |
| June 30, 2020 | 30.32% |
| May 31, 2020 | 30.32% |
| April 30, 2020 | 30.32% |
| Date | Value |
|---|---|
| March 31, 2020 | 30.32% |
| February 29, 2020 | 13.63% |
| January 31, 2020 | 13.63% |
| December 31, 2019 | 13.63% |
| November 30, 2019 | 13.63% |
| October 31, 2019 | 13.63% |
| September 30, 2019 | 13.63% |
| August 31, 2019 | 13.63% |
| July 31, 2019 | 13.63% |
| June 30, 2019 | 13.63% |
| May 31, 2019 | 13.63% |
| April 30, 2019 | 13.63% |
| March 31, 2019 | 13.63% |
| February 28, 2019 | 13.63% |
| January 31, 2019 | 13.63% |
| December 31, 2018 | 13.63% |
| November 30, 2018 | 8.54% |
| October 31, 2018 | 8.54% |
| September 30, 2018 | 6.76% |
| August 31, 2018 | 6.76% |
| July 31, 2018 | 6.76% |
| June 30, 2018 | 6.76% |
| May 31, 2018 | 6.76% |
| April 30, 2018 | 6.76% |
| March 31, 2018 | 6.76% |
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
6.08%
Minimum
May 2017
30.32%
Maximum
Mar 2020
18.64%
Average
13.63%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Federated Hermes MDT Market Neutral A | 25.57% |
| NexPoint Event Driven A | 32.50% |
| Salient Tactical Plus A | 11.16% |
| ACM Dynamic Opportunity A | 14.75% |
| Clough Global Long/Short A | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.903 |
| Beta (5Y) | 0.6171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.93% |
| Historical Sharpe Ratio (5Y) | 0.1096 |
| Historical Sortino (5Y) | 0.1233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.65% |