BlackRock Health Sciences Opps Inv A (SHSAX)
66.48
+0.51 (+0.77%)
USD |
May 16 2022
SHSAX Max Drawdown (5Y): 28.36% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 28.36% |
| March 31, 2022 | 28.36% |
| February 28, 2022 | 28.36% |
| January 31, 2022 | 28.36% |
| December 31, 2021 | 28.36% |
| November 30, 2021 | 28.36% |
| October 31, 2021 | 28.36% |
| September 30, 2021 | 28.36% |
| August 31, 2021 | 28.36% |
| July 31, 2021 | 28.36% |
| June 30, 2021 | 28.36% |
| May 31, 2021 | 28.36% |
| April 30, 2021 | 28.36% |
| March 31, 2021 | 28.36% |
| February 28, 2021 | 28.36% |
| January 31, 2021 | 28.36% |
| December 31, 2020 | 28.36% |
| November 30, 2020 | 28.36% |
| October 31, 2020 | 28.36% |
| September 30, 2020 | 28.36% |
| August 31, 2020 | 28.36% |
| July 31, 2020 | 28.36% |
| June 30, 2020 | 28.36% |
| May 31, 2020 | 28.36% |
| April 30, 2020 | 28.36% |
| Date | Value |
|---|---|
| March 31, 2020 | 28.36% |
| February 29, 2020 | 23.06% |
| January 31, 2020 | 23.06% |
| December 31, 2019 | 23.06% |
| November 30, 2019 | 23.06% |
| October 31, 2019 | 23.06% |
| September 30, 2019 | 23.06% |
| August 31, 2019 | 23.06% |
| July 31, 2019 | 23.06% |
| June 30, 2019 | 23.06% |
| May 31, 2019 | 23.06% |
| April 30, 2019 | 23.06% |
| March 31, 2019 | 23.06% |
| February 28, 2019 | 23.06% |
| January 31, 2019 | 23.06% |
| December 31, 2018 | 23.06% |
| November 30, 2018 | 23.06% |
| October 31, 2018 | 23.06% |
| September 30, 2018 | 23.06% |
| August 31, 2018 | 23.06% |
| July 31, 2018 | 23.06% |
| June 30, 2018 | 23.06% |
| May 31, 2018 | 23.06% |
| April 30, 2018 | 23.06% |
| March 31, 2018 | 23.06% |
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
23.06%
Minimum
May 2017
28.36%
Maximum
Mar 2020
25.36%
Average
23.06%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Putnam Global Health Care A | 25.51% |
| Delaware Healthcare A | 25.62% |
| Hartford Healthcare A | 28.52% |
| Janus Henderson Global Life Sciences A | 27.39% |
| DWS Health and Wellness A | 27.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.220 |
| Beta (5Y) | 0.7608 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.50% |
| Historical Sharpe Ratio (5Y) | 0.7512 |
| Historical Sortino (5Y) | 0.9823 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.92% |