Tactical Dividend and Momentum Fund I (HTDIX)
14.96
+0.02
(+0.13%)
USD |
Dec 04 2025
HTDIX Max Drawdown (5Y): 18.08% for Nov. 30, 2025
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
| Donoghue Forlines Dividend Fund I | 23.75% |
| Donoghue Forlines Momentum Fund I | 25.32% |
| Swan Defined Risk Fund I | 17.67% |
| Invesco Income Advantage US Fund Y | 19.74% |
| Rational Equity Armor Fund Inst | 18.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0695 |
| Beta (5Y) | 0.4684 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0695 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4684 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.17% |
| Historical Sharpe Ratio (5Y) | 0.5648 |
| Historical Sortino (5Y) | 0.8565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.15% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:HTDIX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:HTDIX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |