Hartford Schroders US MidCap Opps I (SMDIX)
16.57
-0.04 (-0.24%)
USD |
May 20 2022
SMDIX Max Drawdown (5Y): 40.70% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 40.70% |
March 31, 2022 | 40.70% |
February 28, 2022 | 40.70% |
January 31, 2022 | 40.70% |
December 31, 2021 | 40.70% |
November 30, 2021 | 40.70% |
October 31, 2021 | 40.70% |
September 30, 2021 | 40.70% |
August 31, 2021 | 40.70% |
July 31, 2021 | 40.70% |
June 30, 2021 | 40.70% |
May 31, 2021 | 40.70% |
April 30, 2021 | 40.70% |
March 31, 2021 | 40.70% |
February 28, 2021 | 40.70% |
January 31, 2021 | 40.70% |
December 31, 2020 | 40.70% |
November 30, 2020 | 40.70% |
October 31, 2020 | 40.70% |
September 30, 2020 | 40.70% |
August 31, 2020 | 40.70% |
July 31, 2020 | 40.70% |
June 30, 2020 | 40.70% |
May 31, 2020 | 40.70% |
April 30, 2020 | 40.70% |
Date | Value |
---|---|
March 31, 2020 | 40.70% |
February 29, 2020 | 20.34% |
January 31, 2020 | 20.34% |
December 31, 2019 | 20.34% |
November 30, 2019 | 20.34% |
October 31, 2019 | 20.34% |
September 30, 2019 | 20.34% |
August 31, 2019 | 20.34% |
July 31, 2019 | 20.34% |
June 30, 2019 | 20.34% |
May 31, 2019 | 20.34% |
April 30, 2019 | 20.34% |
March 31, 2019 | 20.34% |
February 28, 2019 | 20.34% |
January 31, 2019 | 20.34% |
December 31, 2018 | 20.34% |
November 30, 2018 | 16.16% |
October 31, 2018 | 16.16% |
September 30, 2018 | 16.16% |
August 31, 2018 | 16.16% |
July 31, 2018 | 16.16% |
June 30, 2018 | 16.16% |
May 31, 2018 | 16.16% |
April 30, 2018 | 16.16% |
March 31, 2018 | 16.16% |
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
16.16%
Minimum
May 2017
40.70%
Maximum
Mar 2020
27.84%
Average
20.34%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Cambiar SMID Investor | 41.94% |
Goldman Sachs Mid Cap Value Inv | 42.58% |
Vanguard Mid Cap Index Investor | 39.27% |
Goldman Sachs Small/Mid Cap Value Inv | 44.31% |
Jensen Quality Value J | 34.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.006 |
Beta (5Y) | 1.019 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.42% |
Historical Sharpe Ratio (5Y) | 0.4944 |
Historical Sortino (5Y) | 0.4612 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.58% |