Homestead Small Company Stock (HSCSX)
23.50
-0.25 (-1.05%)
USD |
May 24 2022
HSCSX Max Drawdown (5Y): 44.06% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 44.06% |
| March 31, 2022 | 44.06% |
| February 28, 2022 | 44.06% |
| January 31, 2022 | 44.06% |
| December 31, 2021 | 44.06% |
| November 30, 2021 | 44.06% |
| October 31, 2021 | 44.06% |
| September 30, 2021 | 44.06% |
| August 31, 2021 | 44.06% |
| July 31, 2021 | 44.06% |
| June 30, 2021 | 44.06% |
| May 31, 2021 | 44.06% |
| April 30, 2021 | 44.06% |
| March 31, 2021 | 44.06% |
| February 28, 2021 | 44.06% |
| January 31, 2021 | 44.06% |
| December 31, 2020 | 44.06% |
| November 30, 2020 | 44.06% |
| October 31, 2020 | 44.06% |
| September 30, 2020 | 44.06% |
| August 31, 2020 | 44.06% |
| July 31, 2020 | 44.06% |
| June 30, 2020 | 44.06% |
| May 31, 2020 | 44.06% |
| April 30, 2020 | 44.06% |
| Date | Value |
|---|---|
| March 31, 2020 | 44.06% |
| February 29, 2020 | 32.46% |
| January 31, 2020 | 32.46% |
| December 31, 2019 | 32.46% |
| November 30, 2019 | 32.46% |
| October 31, 2019 | 32.46% |
| September 30, 2019 | 32.46% |
| August 31, 2019 | 32.46% |
| July 31, 2019 | 32.46% |
| June 30, 2019 | 32.46% |
| May 31, 2019 | 32.46% |
| April 30, 2019 | 32.46% |
| March 31, 2019 | 32.46% |
| February 28, 2019 | 32.46% |
| January 31, 2019 | 32.46% |
| December 31, 2018 | 32.46% |
| November 30, 2018 | 21.61% |
| October 31, 2018 | 21.61% |
| September 30, 2018 | 21.61% |
| August 31, 2018 | 21.61% |
| July 31, 2018 | 21.61% |
| June 30, 2018 | 21.61% |
| May 31, 2018 | 21.61% |
| April 30, 2018 | 21.61% |
| March 31, 2018 | 21.61% |
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
21.61%
Minimum
May 2017
44.06%
Maximum
Mar 2020
34.05%
Average
32.46%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.77 |
| Beta (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.24% |
| Historical Sharpe Ratio (5Y) | 0.2349 |
| Historical Sortino (5Y) | 0.268 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.25% |