Hotchkis & Wiley Sm Cp Divers Val I (HWVIX)
13.68
+0.15 (+1.11%)
USD |
Aug 18 2022
HWVIX Max Drawdown (5Y): 52.12% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 52.12% |
| June 30, 2022 | 52.12% |
| May 31, 2022 | 52.12% |
| April 30, 2022 | 52.12% |
| March 31, 2022 | 52.12% |
| February 28, 2022 | 52.12% |
| January 31, 2022 | 52.12% |
| December 31, 2021 | 52.12% |
| November 30, 2021 | 52.12% |
| October 31, 2021 | 52.12% |
| September 30, 2021 | 52.12% |
| August 31, 2021 | 52.12% |
| July 31, 2021 | 52.12% |
| June 30, 2021 | 52.12% |
| May 31, 2021 | 52.12% |
| April 30, 2021 | 52.12% |
| March 31, 2021 | 52.12% |
| February 28, 2021 | 52.12% |
| January 31, 2021 | 52.12% |
| December 31, 2020 | 52.12% |
| November 30, 2020 | 52.12% |
| October 31, 2020 | 52.12% |
| September 30, 2020 | 52.12% |
| August 31, 2020 | 52.12% |
| July 31, 2020 | 52.12% |
| Date | Value |
|---|---|
| June 30, 2020 | 52.12% |
| May 31, 2020 | 52.12% |
| April 30, 2020 | 52.12% |
| March 31, 2020 | 52.12% |
| February 29, 2020 | 26.99% |
| January 31, 2020 | 26.99% |
| December 31, 2019 | 26.99% |
| November 30, 2019 | 26.99% |
| October 31, 2019 | 26.99% |
| September 30, 2019 | 26.99% |
| August 31, 2019 | 26.99% |
| July 31, 2019 | 26.99% |
| June 30, 2019 | 26.99% |
| May 31, 2019 | 26.99% |
| April 30, 2019 | 26.99% |
| March 31, 2019 | 26.99% |
| February 28, 2019 | 26.99% |
| January 31, 2019 | 26.99% |
| December 31, 2018 | 26.99% |
| November 30, 2018 | 23.21% |
| October 31, 2018 | 23.21% |
| September 30, 2018 | 23.21% |
| August 31, 2018 | 23.21% |
| July 31, 2018 | 23.21% |
| June 30, 2018 | 23.21% |
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
23.21%
Minimum
Aug 2017
52.12%
Maximum
Mar 2020
38.13%
Average
26.99%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.061 |
| Beta (5Y) | 1.207 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.36% |
| Historical Sharpe Ratio (5Y) | 0.3964 |
| Historical Sortino (5Y) | 0.4475 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.13% |