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% |