Huber Small Cap Value Inv (HUSIX)
22.70
-0.11 (-0.48%)
USD |
Jul 27
HUSIX Max Drawdown (5Y): 48.37% for June 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2021 | 48.37% |
| May 31, 2021 | 48.37% |
| April 30, 2021 | 48.37% |
| March 31, 2021 | 48.37% |
| February 28, 2021 | 48.37% |
| January 31, 2021 | 48.37% |
| December 31, 2020 | 48.37% |
| November 30, 2020 | 48.37% |
| October 31, 2020 | 48.37% |
| September 30, 2020 | 48.37% |
| August 31, 2020 | 48.37% |
| July 31, 2020 | 48.37% |
| June 30, 2020 | 48.37% |
| May 31, 2020 | 48.37% |
| April 30, 2020 | 48.37% |
| March 31, 2020 | 48.37% |
| February 29, 2020 | 38.58% |
| January 31, 2020 | 38.58% |
| December 31, 2019 | 38.58% |
| November 30, 2019 | 38.58% |
| October 31, 2019 | 38.58% |
| September 30, 2019 | 38.58% |
| August 31, 2019 | 38.58% |
| July 31, 2019 | 38.58% |
| June 30, 2019 | 38.58% |
| Date | Value |
|---|---|
| May 31, 2019 | 38.58% |
| April 30, 2019 | 38.58% |
| March 31, 2019 | 38.58% |
| February 28, 2019 | 38.58% |
| January 31, 2019 | 38.58% |
| December 31, 2018 | 38.58% |
| November 30, 2018 | 38.58% |
| October 31, 2018 | 38.58% |
| September 30, 2018 | 38.58% |
| August 31, 2018 | 38.58% |
| July 31, 2018 | 38.58% |
| June 30, 2018 | 38.58% |
| May 31, 2018 | 38.58% |
| April 30, 2018 | 38.58% |
| March 31, 2018 | 38.58% |
| February 28, 2018 | 38.58% |
| January 31, 2018 | 38.58% |
| December 31, 2017 | 38.58% |
| November 30, 2017 | 38.58% |
| October 31, 2017 | 38.58% |
| September 30, 2017 | 38.58% |
| August 31, 2017 | 38.58% |
| July 31, 2017 | 38.58% |
| June 30, 2017 | 38.58% |
| May 31, 2017 | 38.58% |
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
38.58%
Minimum
Jul 2016
48.37%
Maximum
Mar 2020
41.19%
Average
38.58%
Median
Jul 2016
Max Drawdown (5Y) Benchmarks
| Royce Small-Cap Value Investment | 48.30% |
| LSV Small Cap Value Investor | 54.92% |
| Foundry Partners Fdmtl Sm Cp Val Inv | 47.70% |
| ProFunds Small Cap Value Inv | 49.20% |
| Huber Mid Cap Value Inv | 50.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.199 |
| Beta (5Y) | 1.268 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.94% |
| Historical Sharpe Ratio (5Y) | 0.5813 |
| Historical Sortino (5Y) | 0.6079 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.62% |