Hartford Capital Appreciation A (ITHAX)
36.43
+0.04 (+0.11%)
USD |
Aug 08 2022
ITHAX Max Drawdown (5Y): 36.33% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 36.33% |
June 30, 2022 | 36.33% |
May 31, 2022 | 36.33% |
April 30, 2022 | 36.33% |
March 31, 2022 | 36.33% |
February 28, 2022 | 36.33% |
January 31, 2022 | 36.33% |
December 31, 2021 | 36.33% |
November 30, 2021 | 36.33% |
October 31, 2021 | 36.33% |
September 30, 2021 | 36.33% |
August 31, 2021 | 36.33% |
July 31, 2021 | 36.33% |
June 30, 2021 | 36.33% |
May 31, 2021 | 36.33% |
April 30, 2021 | 36.33% |
March 31, 2021 | 36.33% |
February 28, 2021 | 36.33% |
January 31, 2021 | 36.33% |
December 31, 2020 | 36.33% |
November 30, 2020 | 36.33% |
October 31, 2020 | 36.33% |
September 30, 2020 | 36.33% |
August 31, 2020 | 36.33% |
July 31, 2020 | 36.33% |
Date | Value |
---|---|
June 30, 2020 | 36.33% |
May 31, 2020 | 36.33% |
April 30, 2020 | 36.33% |
March 31, 2020 | 36.33% |
February 29, 2020 | 20.21% |
January 31, 2020 | 20.21% |
December 31, 2019 | 20.21% |
November 30, 2019 | 20.21% |
October 31, 2019 | 20.21% |
September 30, 2019 | 20.21% |
August 31, 2019 | 20.21% |
July 31, 2019 | 20.21% |
June 30, 2019 | 20.21% |
May 31, 2019 | 20.21% |
April 30, 2019 | 20.21% |
March 31, 2019 | 20.21% |
February 28, 2019 | 20.21% |
January 31, 2019 | 20.21% |
December 31, 2018 | 20.21% |
November 30, 2018 | 20.21% |
October 31, 2018 | 20.21% |
September 30, 2018 | 20.21% |
August 31, 2018 | 20.21% |
July 31, 2018 | 20.21% |
June 30, 2018 | 20.21% |
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
20.21%
Minimum
Aug 2017
36.33%
Maximum
Mar 2020
28.00%
Average
20.21%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.672 |
Beta (5Y) | 0.9945 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.20% |
Historical Sharpe Ratio (5Y) | 0.5084 |
Historical Sortino (5Y) | 0.5251 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.08% |