Federated Hermes MDT Small Cap Core C (QCSCX)
18.66
+0.02 (+0.11%)
USD |
Aug 15 2022
QCSCX Max Drawdown (5Y): 49.78% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 49.78% |
| June 30, 2022 | 49.78% |
| May 31, 2022 | 49.78% |
| April 30, 2022 | 49.78% |
| March 31, 2022 | 49.78% |
| February 28, 2022 | 49.78% |
| January 31, 2022 | 49.78% |
| December 31, 2021 | 49.78% |
| November 30, 2021 | 49.78% |
| October 31, 2021 | 49.78% |
| September 30, 2021 | 49.78% |
| August 31, 2021 | 49.78% |
| July 31, 2021 | 49.78% |
| June 30, 2021 | 49.78% |
| May 31, 2021 | 49.78% |
| April 30, 2021 | 49.78% |
| March 31, 2021 | 49.78% |
| February 28, 2021 | 49.78% |
| January 31, 2021 | 49.78% |
| December 31, 2020 | 49.78% |
| November 30, 2020 | 49.78% |
| October 31, 2020 | 49.78% |
| September 30, 2020 | 49.78% |
| August 31, 2020 | 49.78% |
| July 31, 2020 | 49.78% |
| Date | Value |
|---|---|
| June 30, 2020 | 49.78% |
| May 31, 2020 | 49.78% |
| April 30, 2020 | 49.78% |
| March 31, 2020 | 49.78% |
| February 29, 2020 | 28.87% |
| January 31, 2020 | 28.87% |
| December 31, 2019 | 28.87% |
| November 30, 2019 | 28.87% |
| October 31, 2019 | 28.87% |
| September 30, 2019 | 28.87% |
| August 31, 2019 | 28.87% |
| July 31, 2019 | 28.87% |
| June 30, 2019 | 28.87% |
| May 31, 2019 | 28.87% |
| April 30, 2019 | 28.87% |
| March 31, 2019 | 28.87% |
| February 28, 2019 | 28.87% |
| January 31, 2019 | 28.87% |
| December 31, 2018 | 28.87% |
| November 30, 2018 | 24.02% |
| October 31, 2018 | 24.02% |
| September 30, 2018 | 24.02% |
| August 31, 2018 | 24.02% |
| July 31, 2018 | 24.02% |
| June 30, 2018 | 24.02% |
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
24.02%
Minimum
Aug 2017
49.78%
Maximum
Mar 2020
37.68%
Average
28.87%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| TETON Westwood Mighty Mites C | 42.43% |
| Fidelity Advisor® Small Cap C | 40.52% |
| Nuveen Small-Cap Value Opps C | 48.07% |
| JPMorgan US Small Company C | 43.32% |
| Fidelity Advisor® Stock Selector Sm Cp C | 38.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.424 |
| Beta (5Y) | 1.225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.27% |
| Historical Sharpe Ratio (5Y) | 0.3183 |
| Historical Sortino (5Y) | 0.3491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.66% |