Hartford Small Company R4 (IHSSX)
22.07
+0.06 (+0.27%)
USD |
Aug 11 2022
IHSSX Max Drawdown (5Y): 43.03% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 43.03% |
June 30, 2022 | 43.03% |
May 31, 2022 | 40.40% |
April 30, 2022 | 37.87% |
March 31, 2022 | 37.87% |
February 28, 2022 | 37.87% |
January 31, 2022 | 37.87% |
December 31, 2021 | 37.87% |
November 30, 2021 | 37.87% |
October 31, 2021 | 37.87% |
September 30, 2021 | 37.87% |
August 31, 2021 | 37.87% |
July 31, 2021 | 37.87% |
June 30, 2021 | 37.87% |
May 31, 2021 | 37.87% |
April 30, 2021 | 37.87% |
March 31, 2021 | 37.87% |
February 28, 2021 | 37.87% |
January 31, 2021 | 37.87% |
December 31, 2020 | 37.87% |
November 30, 2020 | 37.87% |
October 31, 2020 | 37.87% |
September 30, 2020 | 37.87% |
August 31, 2020 | 37.87% |
July 31, 2020 | 37.87% |
Date | Value |
---|---|
June 30, 2020 | 37.87% |
May 31, 2020 | 37.87% |
April 30, 2020 | 37.87% |
March 31, 2020 | 37.87% |
February 29, 2020 | 33.72% |
January 31, 2020 | 33.72% |
December 31, 2019 | 33.72% |
November 30, 2019 | 33.72% |
October 31, 2019 | 33.72% |
September 30, 2019 | 33.72% |
August 31, 2019 | 33.72% |
July 31, 2019 | 33.72% |
June 30, 2019 | 33.72% |
May 31, 2019 | 33.72% |
April 30, 2019 | 33.72% |
March 31, 2019 | 33.72% |
February 28, 2019 | 33.72% |
January 31, 2019 | 33.72% |
December 31, 2018 | 33.72% |
November 30, 2018 | 33.72% |
October 31, 2018 | 33.72% |
September 30, 2018 | 33.72% |
August 31, 2018 | 33.72% |
July 31, 2018 | 33.72% |
June 30, 2018 | 33.72% |
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
33.72%
Minimum
Aug 2017
43.03%
Maximum
Jun 2022
35.94%
Average
33.72%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
MassMutual Small Cap Gr Eq R3 | 38.57% |
Hartford Small Cap Growth R3 | 40.68% |
Nuveen Small Cap Growth Opp R6 | 40.15% |
BlackRock Advantage Small Cap Gr R | 41.55% |
Voya SmallCap Opportunities R6 | 42.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.670 |
Beta (5Y) | 1.203 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.48% |
Historical Sharpe Ratio (5Y) | 0.4811 |
Historical Sortino (5Y) | 0.6019 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.14% |