Integrity Dividend Harvest A (IDIVX)
14.93
+0.11 (+0.74%)
USD |
Apr 16
IDIVX Max Drawdown (5Y): 31.64% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2021 | 31.64% |
| February 28, 2021 | 31.64% |
| January 31, 2021 | 31.64% |
| December 31, 2020 | 31.64% |
| November 30, 2020 | 31.64% |
| October 31, 2020 | 31.64% |
| September 30, 2020 | 31.64% |
| August 31, 2020 | 31.64% |
| July 31, 2020 | 31.64% |
| June 30, 2020 | 31.64% |
| May 31, 2020 | 31.64% |
| April 30, 2020 | 31.64% |
| March 31, 2020 | 31.64% |
| February 29, 2020 | 12.04% |
| January 31, 2020 | 12.04% |
| December 31, 2019 | 12.04% |
| November 30, 2019 | 12.04% |
| October 31, 2019 | 12.04% |
| September 30, 2019 | 12.04% |
| August 31, 2019 | 12.04% |
| July 31, 2019 | 12.04% |
| June 30, 2019 | 12.04% |
| May 31, 2019 | 12.04% |
| April 30, 2019 | 12.04% |
| March 31, 2019 | 12.04% |
| Date | Value |
|---|---|
| February 28, 2019 | 12.04% |
| January 31, 2019 | 12.04% |
| December 31, 2018 | 12.04% |
| November 30, 2018 | 10.71% |
| October 31, 2018 | 10.71% |
| September 30, 2018 | 10.71% |
| August 31, 2018 | 10.71% |
| July 31, 2018 | 10.71% |
| June 30, 2018 | 10.71% |
| May 31, 2018 | 10.71% |
| April 30, 2018 | 10.71% |
| March 31, 2018 | 10.71% |
| February 28, 2018 | 9.29% |
| January 31, 2018 | 9.29% |
| December 31, 2017 | 9.29% |
| November 30, 2017 | 9.29% |
| October 31, 2017 | 9.29% |
| September 30, 2017 | 9.29% |
| August 31, 2017 | 9.29% |
| July 31, 2017 | 9.29% |
| June 30, 2017 | 9.29% |
| May 31, 2017 | 9.29% |
| April 30, 2017 | 9.29% |
| March 31, 2017 | 9.29% |
| February 28, 2017 | 9.29% |
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
9.29%
Minimum
Apr 2016
31.64%
Maximum
Mar 2020
15.03%
Average
10.71%
Median
Mar 2018
Max Drawdown (5Y) Benchmarks
| EquityCompass Quality Dividend A | 37.15% |
| Federated Hermes Strategic Value Div A | 36.46% |
| Columbia Dividend Opportunity A | 34.74% |
| Madison Dividend Income A | 32.37% |
| Rational Equity Armor Fund A | 19.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.725 |
| Beta (5Y) | 0.7464 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.66% |
| Historical Sharpe Ratio (5Y) | 0.6185 |
| Historical Sortino (5Y) | 0.5919 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.67% |