Hartford Quality Value R6 (HVOVX)
25.27
+0.35 (+1.40%)
USD |
Aug 10 2022
HVOVX Max Drawdown (5Y): 36.40% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 36.40% |
| June 30, 2022 | 36.40% |
| May 31, 2022 | 36.40% |
| April 30, 2022 | 36.40% |
| March 31, 2022 | 36.40% |
| February 28, 2022 | 36.40% |
| January 31, 2022 | 36.40% |
| December 31, 2021 | 36.40% |
| November 30, 2021 | 36.40% |
| October 31, 2021 | 36.40% |
| September 30, 2021 | 36.40% |
| August 31, 2021 | 36.40% |
| July 31, 2021 | 36.40% |
| June 30, 2021 | 36.40% |
| May 31, 2021 | 36.40% |
| April 30, 2021 | 36.40% |
| March 31, 2021 | 36.40% |
| February 28, 2021 | 36.40% |
| January 31, 2021 | 36.40% |
| December 31, 2020 | 36.40% |
| November 30, 2020 | 36.40% |
| October 31, 2020 | 36.40% |
| September 30, 2020 | 36.40% |
| August 31, 2020 | 36.40% |
| July 31, 2020 | 36.40% |
| Date | Value |
|---|---|
| June 30, 2020 | 36.40% |
| May 31, 2020 | 36.40% |
| April 30, 2020 | 36.40% |
| March 31, 2020 | 36.40% |
| February 29, 2020 | 22.83% |
| January 31, 2020 | 22.83% |
| December 31, 2019 | 22.83% |
| November 30, 2019 | 22.83% |
| October 31, 2019 | 22.83% |
| September 30, 2019 | 22.83% |
| August 31, 2019 | 22.83% |
| July 31, 2019 | 22.83% |
| June 30, 2019 | 22.83% |
| May 31, 2019 | 22.83% |
| April 30, 2019 | 22.83% |
| March 31, 2019 | 22.83% |
| February 28, 2019 | 22.83% |
| January 31, 2019 | 22.83% |
| December 31, 2018 | 22.83% |
| November 30, 2018 | 22.83% |
| October 31, 2018 | 22.83% |
| September 30, 2018 | 22.83% |
| August 31, 2018 | 22.83% |
| July 31, 2018 | 22.83% |
| June 30, 2018 | 22.83% |
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
22.83%
Minimum
Aug 2017
36.40%
Maximum
Mar 2020
29.39%
Average
22.83%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Fidelity® Value Discovery K | 37.71% |
| Calvert US Large Cap Value Rspnb Idx R6 | 36.91% |
| PGIM Quant Solutions Large-Cap Val R6 | 47.76% |
| American Century Value R6 | 39.81% |
| PGIM Jennison Value R6 | 38.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.494 |
| Beta (5Y) | 0.8907 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.11% |
| Historical Sharpe Ratio (5Y) | 0.5269 |
| Historical Sortino (5Y) | 0.5332 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.59% |