Putnam Global Health Care A (PHSTX)
58.01
+0.43 (+0.75%)
USD |
Jun 27 2022
PHSTX Max Drawdown (5Y): 25.51% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 25.51% |
| April 30, 2022 | 25.51% |
| March 31, 2022 | 25.51% |
| February 28, 2022 | 25.51% |
| January 31, 2022 | 25.51% |
| December 31, 2021 | 25.51% |
| November 30, 2021 | 25.51% |
| October 31, 2021 | 25.51% |
| September 30, 2021 | 25.51% |
| August 31, 2021 | 25.51% |
| July 31, 2021 | 25.51% |
| June 30, 2021 | 25.51% |
| May 31, 2021 | 25.51% |
| April 30, 2021 | 25.51% |
| March 31, 2021 | 25.51% |
| February 28, 2021 | 25.51% |
| January 31, 2021 | 25.51% |
| December 31, 2020 | 25.51% |
| November 30, 2020 | 25.51% |
| October 31, 2020 | 25.51% |
| September 30, 2020 | 25.51% |
| August 31, 2020 | 25.51% |
| July 31, 2020 | 25.51% |
| June 30, 2020 | 25.51% |
| May 31, 2020 | 25.51% |
| Date | Value |
|---|---|
| April 30, 2020 | 25.51% |
| March 31, 2020 | 25.51% |
| February 29, 2020 | 24.23% |
| January 31, 2020 | 24.23% |
| December 31, 2019 | 24.23% |
| November 30, 2019 | 24.23% |
| October 31, 2019 | 24.23% |
| September 30, 2019 | 24.23% |
| August 31, 2019 | 24.23% |
| July 31, 2019 | 24.23% |
| June 30, 2019 | 24.23% |
| May 31, 2019 | 24.23% |
| April 30, 2019 | 24.23% |
| March 31, 2019 | 24.23% |
| February 28, 2019 | 24.23% |
| January 31, 2019 | 24.23% |
| December 31, 2018 | 24.23% |
| November 30, 2018 | 24.23% |
| October 31, 2018 | 24.23% |
| September 30, 2018 | 24.23% |
| August 31, 2018 | 24.23% |
| July 31, 2018 | 24.23% |
| June 30, 2018 | 24.23% |
| May 31, 2018 | 24.23% |
| April 30, 2018 | 24.23% |
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
24.23%
Minimum
Jun 2017
25.51%
Maximum
Mar 2020
24.81%
Average
24.23%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| BlackRock Health Sciences Opps Inv A | 28.36% |
| Delaware Healthcare A | 25.62% |
| Janus Henderson Global Life Sciences A | 27.39% |
| DWS Health and Wellness A | 27.49% |
| Rydex Health Care A | 29.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.989 |
| Beta (5Y) | 0.7225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.71% |
| Historical Sharpe Ratio (5Y) | 0.7247 |
| Historical Sortino (5Y) | 0.9651 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.26% |