Heartland Value Investor (HRTVX)
41.14
-0.26 (-0.63%)
USD |
May 20 2022
HRTVX Max Drawdown (5Y): 46.33% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 46.33% |
March 31, 2022 | 46.33% |
February 28, 2022 | 46.33% |
January 31, 2022 | 46.33% |
December 31, 2021 | 46.33% |
November 30, 2021 | 46.33% |
October 31, 2021 | 46.33% |
September 30, 2021 | 46.33% |
August 31, 2021 | 46.33% |
July 31, 2021 | 46.33% |
June 30, 2021 | 46.33% |
May 31, 2021 | 46.33% |
April 30, 2021 | 46.33% |
March 31, 2021 | 46.33% |
February 28, 2021 | 46.33% |
January 31, 2021 | 46.33% |
December 31, 2020 | 46.33% |
November 30, 2020 | 46.33% |
October 31, 2020 | 46.33% |
September 30, 2020 | 46.33% |
August 31, 2020 | 46.33% |
July 31, 2020 | 46.33% |
June 30, 2020 | 46.33% |
May 31, 2020 | 46.33% |
April 30, 2020 | 46.33% |
Date | Value |
---|---|
March 31, 2020 | 46.33% |
February 29, 2020 | 29.32% |
January 31, 2020 | 29.32% |
December 31, 2019 | 29.32% |
November 30, 2019 | 29.32% |
October 31, 2019 | 29.32% |
September 30, 2019 | 29.32% |
August 31, 2019 | 29.32% |
July 31, 2019 | 29.32% |
June 30, 2019 | 29.32% |
May 31, 2019 | 29.32% |
April 30, 2019 | 29.32% |
March 31, 2019 | 29.32% |
February 28, 2019 | 29.32% |
January 31, 2019 | 29.32% |
December 31, 2018 | 29.32% |
November 30, 2018 | 29.32% |
October 31, 2018 | 29.32% |
September 30, 2018 | 29.32% |
August 31, 2018 | 29.32% |
July 31, 2018 | 29.32% |
June 30, 2018 | 29.32% |
May 31, 2018 | 29.32% |
April 30, 2018 | 29.32% |
March 31, 2018 | 29.32% |
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
29.32%
Minimum
May 2017
46.33%
Maximum
Mar 2020
36.69%
Average
29.32%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Royce Special Equity Invmt | 32.12% |
LSV Small Cap Value Investor | 54.92% |
Royce Small-Cap Value Investment | 48.30% |
Huber Small Cap Value Inv | 48.37% |
Third Avenue Small Cap Value Investor | 40.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.019 |
Beta (5Y) | 1.116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.44% |
Historical Sharpe Ratio (5Y) | 0.367 |
Historical Sortino (5Y) | 0.3798 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.18% |