Hartford Small Cap Value A (HSMAX)
10.79
+0.08 (+0.75%)
USD |
Jul 01 2022
HSMAX Max Drawdown (5Y): 48.58% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 48.58% |
May 31, 2022 | 48.58% |
April 30, 2022 | 48.58% |
March 31, 2022 | 48.58% |
February 28, 2022 | 48.58% |
January 31, 2022 | 48.58% |
December 31, 2021 | 48.58% |
November 30, 2021 | 48.58% |
October 31, 2021 | 48.58% |
September 30, 2021 | 48.58% |
August 31, 2021 | 48.58% |
July 31, 2021 | 48.58% |
June 30, 2021 | 48.58% |
May 31, 2021 | 48.58% |
April 30, 2021 | 48.58% |
March 31, 2021 | 48.58% |
February 28, 2021 | 48.58% |
January 31, 2021 | 48.58% |
December 31, 2020 | 48.58% |
November 30, 2020 | 48.58% |
October 31, 2020 | 48.58% |
September 30, 2020 | 48.58% |
August 31, 2020 | 48.58% |
July 31, 2020 | 48.58% |
June 30, 2020 | 48.58% |
Date | Value |
---|---|
May 31, 2020 | 48.58% |
April 30, 2020 | 48.58% |
March 31, 2020 | 48.58% |
February 29, 2020 | 26.17% |
January 31, 2020 | 26.17% |
December 31, 2019 | 26.17% |
November 30, 2019 | 26.17% |
October 31, 2019 | 26.17% |
September 30, 2019 | 26.17% |
August 31, 2019 | 26.17% |
July 31, 2019 | 26.17% |
June 30, 2019 | 26.17% |
May 31, 2019 | 26.17% |
April 30, 2019 | 26.17% |
March 31, 2019 | 26.17% |
February 28, 2019 | 26.17% |
January 31, 2019 | 26.17% |
December 31, 2018 | 26.17% |
November 30, 2018 | 26.17% |
October 31, 2018 | 26.17% |
September 30, 2018 | 26.17% |
August 31, 2018 | 26.17% |
July 31, 2018 | 26.17% |
June 30, 2018 | 26.17% |
May 31, 2018 | 26.17% |
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
26.17%
Minimum
Jul 2017
48.58%
Maximum
Mar 2020
36.63%
Average
26.17%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.433 |
Beta (5Y) | 1.177 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.92% |
Historical Sharpe Ratio (5Y) | 0.297 |
Historical Sortino (5Y) | 0.3414 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.67% |