Federated Hermes MDT Small Cap Growth R6 (QLSGX)
21.42
-0.11 (-0.51%)
USD |
Jun 27 2022
QLSGX Max Drawdown (5Y): 45.00% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 45.00% |
| April 30, 2022 | 45.00% |
| March 31, 2022 | 45.00% |
| February 28, 2022 | 45.00% |
| January 31, 2022 | 45.00% |
| December 31, 2021 | 45.00% |
| November 30, 2021 | 45.00% |
| October 31, 2021 | 45.00% |
| September 30, 2021 | 45.00% |
| August 31, 2021 | 45.00% |
| July 31, 2021 | 45.00% |
| June 30, 2021 | 45.00% |
| May 31, 2021 | 45.00% |
| April 30, 2021 | 45.00% |
| March 31, 2021 | 45.00% |
| February 28, 2021 | 45.00% |
| January 31, 2021 | 45.00% |
| December 31, 2020 | 45.00% |
| November 30, 2020 | 45.00% |
| October 31, 2020 | 45.00% |
| September 30, 2020 | 45.00% |
| August 31, 2020 | 45.00% |
| July 31, 2020 | 45.00% |
| June 30, 2020 | 45.00% |
| May 31, 2020 | 45.00% |
| Date | Value |
|---|---|
| April 30, 2020 | 45.00% |
| March 31, 2020 | 45.00% |
| February 29, 2020 | 29.94% |
| January 31, 2020 | 29.94% |
| December 31, 2019 | 29.94% |
| November 30, 2019 | 29.94% |
| October 31, 2019 | 29.94% |
| September 30, 2019 | 29.94% |
| August 31, 2019 | 29.94% |
| July 31, 2019 | 29.94% |
| June 30, 2019 | 29.94% |
| May 31, 2019 | 29.94% |
| April 30, 2019 | 29.94% |
| March 31, 2019 | 29.94% |
| February 28, 2019 | 29.94% |
| January 31, 2019 | 29.94% |
| December 31, 2018 | 29.94% |
| November 30, 2018 | 25.33% |
| October 31, 2018 | 25.33% |
| September 30, 2018 | 25.33% |
| August 31, 2018 | 25.33% |
| July 31, 2018 | 25.33% |
| June 30, 2018 | 25.33% |
| May 31, 2018 | 25.33% |
| April 30, 2018 | 25.33% |
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
25.33%
Minimum
Jun 2017
45.00%
Maximum
Mar 2020
35.33%
Average
29.94%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PGIM Jennison Small Company R | 47.41% |
| JPMorgan Small Cap Blend R6 | 38.26% |
| Harbor Small Cap Growth Retirement | 38.58% |
| Victory RS Small Cap Growth R6 | 51.12% |
| abrdn US Small Cap Equity R | 35.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.276 |
| Beta (5Y) | 1.242 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.68% |
| Historical Sharpe Ratio (5Y) | 0.4287 |
| Historical Sortino (5Y) | 0.4913 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.57% |