Hartford International Opportunities R3 (IHORX)
15.61
+0.39 (+2.56%)
USD |
Jun 24 2022
IHORX Max Drawdown (5Y): 36.04% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 36.04% |
| April 30, 2022 | 36.04% |
| March 31, 2022 | 36.04% |
| February 28, 2022 | 36.04% |
| January 31, 2022 | 36.04% |
| December 31, 2021 | 36.04% |
| November 30, 2021 | 36.04% |
| October 31, 2021 | 36.04% |
| September 30, 2021 | 36.04% |
| August 31, 2021 | 36.04% |
| July 31, 2021 | 36.04% |
| June 30, 2021 | 36.04% |
| May 31, 2021 | 36.04% |
| April 30, 2021 | 36.04% |
| March 31, 2021 | 36.04% |
| February 28, 2021 | 36.04% |
| January 31, 2021 | 36.04% |
| December 31, 2020 | 36.04% |
| November 30, 2020 | 36.04% |
| October 31, 2020 | 36.04% |
| September 30, 2020 | 36.04% |
| August 31, 2020 | 36.04% |
| July 31, 2020 | 36.04% |
| June 30, 2020 | 36.04% |
| May 31, 2020 | 36.04% |
| Date | Value |
|---|---|
| April 30, 2020 | 36.04% |
| March 31, 2020 | 36.04% |
| February 29, 2020 | 27.78% |
| January 31, 2020 | 27.78% |
| December 31, 2019 | 27.78% |
| November 30, 2019 | 27.78% |
| October 31, 2019 | 27.78% |
| September 30, 2019 | 27.78% |
| August 31, 2019 | 27.78% |
| July 31, 2019 | 27.78% |
| June 30, 2019 | 27.78% |
| May 31, 2019 | 27.78% |
| April 30, 2019 | 27.78% |
| March 31, 2019 | 27.78% |
| February 28, 2019 | 27.78% |
| January 31, 2019 | 27.78% |
| December 31, 2018 | 27.78% |
| November 30, 2018 | 23.06% |
| October 31, 2018 | 23.00% |
| September 30, 2018 | 20.78% |
| August 31, 2018 | 20.78% |
| July 31, 2018 | 20.78% |
| June 30, 2018 | 20.78% |
| May 31, 2018 | 20.78% |
| April 30, 2018 | 20.78% |
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
20.78%
Minimum
Jul 2017
36.04%
Maximum
Mar 2020
29.50%
Average
27.78%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4146 |
| Beta (5Y) | 1.029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.29% |
| Historical Sharpe Ratio (5Y) | 0.2435 |
| Historical Sortino (5Y) | 0.2751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.39% |