Hartford Schroders International Stk A (SCVEX)
15.39
+0.32 (+2.12%)
USD |
Aug 10 2022
SCVEX Max Drawdown (5Y): 31.62% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 31.62% |
| June 30, 2022 | 31.62% |
| May 31, 2022 | 31.62% |
| April 30, 2022 | 31.62% |
| March 31, 2022 | 31.62% |
| February 28, 2022 | 31.62% |
| January 31, 2022 | 31.62% |
| December 31, 2021 | 31.62% |
| November 30, 2021 | 31.62% |
| October 31, 2021 | 31.62% |
| September 30, 2021 | 31.62% |
| August 31, 2021 | 31.62% |
| July 31, 2021 | 31.62% |
| June 30, 2021 | 31.62% |
| May 31, 2021 | 31.62% |
| April 30, 2021 | 31.62% |
| March 31, 2021 | 31.62% |
| February 28, 2021 | 31.62% |
| January 31, 2021 | 31.62% |
| December 31, 2020 | 31.62% |
| November 30, 2020 | 31.62% |
| October 31, 2020 | 31.62% |
| September 30, 2020 | 31.62% |
| August 31, 2020 | 31.62% |
| July 31, 2020 | 31.62% |
| Date | Value |
|---|---|
| June 30, 2020 | 31.62% |
| May 31, 2020 | 31.62% |
| April 30, 2020 | 31.62% |
| March 31, 2020 | 31.62% |
| February 29, 2020 | 22.24% |
| January 31, 2020 | 22.24% |
| December 31, 2019 | 22.24% |
| November 30, 2019 | 22.24% |
| October 31, 2019 | 22.24% |
| September 30, 2019 | 22.24% |
| August 31, 2019 | 22.24% |
| July 31, 2019 | 22.24% |
| June 30, 2019 | 22.24% |
| May 31, 2019 | 22.24% |
| April 30, 2019 | 22.24% |
| March 31, 2019 | 22.24% |
| February 28, 2019 | 22.24% |
| January 31, 2019 | 22.24% |
| December 31, 2018 | 22.24% |
| November 30, 2018 | 22.24% |
| October 31, 2018 | 22.24% |
| September 30, 2018 | 22.24% |
| August 31, 2018 | 22.24% |
| July 31, 2018 | 22.24% |
| June 30, 2018 | 22.24% |
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
22.24%
Minimum
Aug 2017
31.62%
Maximum
Mar 2020
26.77%
Average
22.24%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.374 |
| Beta (5Y) | 1.038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.36% |
| Historical Sharpe Ratio (5Y) | 0.3438 |
| Historical Sortino (5Y) | 0.4192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.19% |