Hartford Small Company I (IHSIX)
19.61
+0.27 (+1.40%)
USD |
Aug 12 2022
IHSIX Max Drawdown (5Y): 42.81% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 42.81% |
June 30, 2022 | 42.81% |
May 31, 2022 | 40.19% |
April 30, 2022 | 37.85% |
March 31, 2022 | 37.85% |
February 28, 2022 | 37.85% |
January 31, 2022 | 37.85% |
December 31, 2021 | 37.85% |
November 30, 2021 | 37.85% |
October 31, 2021 | 37.85% |
September 30, 2021 | 37.85% |
August 31, 2021 | 37.85% |
July 31, 2021 | 37.85% |
June 30, 2021 | 37.85% |
May 31, 2021 | 37.85% |
April 30, 2021 | 37.85% |
March 31, 2021 | 37.85% |
February 28, 2021 | 37.85% |
January 31, 2021 | 37.85% |
December 31, 2020 | 37.85% |
November 30, 2020 | 37.85% |
October 31, 2020 | 37.85% |
September 30, 2020 | 37.85% |
August 31, 2020 | 37.85% |
July 31, 2020 | 37.85% |
Date | Value |
---|---|
June 30, 2020 | 37.85% |
May 31, 2020 | 37.85% |
April 30, 2020 | 37.85% |
March 31, 2020 | 37.85% |
February 29, 2020 | 33.67% |
January 31, 2020 | 33.67% |
December 31, 2019 | 33.67% |
November 30, 2019 | 33.67% |
October 31, 2019 | 33.67% |
September 30, 2019 | 33.67% |
August 31, 2019 | 33.67% |
July 31, 2019 | 33.67% |
June 30, 2019 | 33.67% |
May 31, 2019 | 33.67% |
April 30, 2019 | 33.67% |
March 31, 2019 | 33.67% |
February 28, 2019 | 33.67% |
January 31, 2019 | 33.67% |
December 31, 2018 | 33.67% |
November 30, 2018 | 33.67% |
October 31, 2018 | 33.67% |
September 30, 2018 | 33.67% |
August 31, 2018 | 33.67% |
July 31, 2018 | 33.67% |
June 30, 2018 | 33.67% |
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
33.67%
Minimum
Aug 2017
42.81%
Maximum
Jun 2022
35.89%
Average
33.67%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Hartford Small Company HLS IB | 42.77% |
Hartford Small Cap Growth I | 40.64% |
MassMutual Small Cap Gr Eq I | 38.56% |
Transamerica Small Cap Growth I | 37.90% |
ERShares US Small Cap™ Inst | 51.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.41 |
Beta (5Y) | 1.203 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.48% |
Historical Sharpe Ratio (5Y) | 0.4912 |
Historical Sortino (5Y) | 0.6141 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.10% |