Hartford Schroders US MidCap Opps A (SMDVX)
16.65
+0.36 (+2.21%)
USD |
May 27 2022
SMDVX Max Drawdown (5Y): 40.75% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.75% |
| March 31, 2022 | 40.75% |
| February 28, 2022 | 40.75% |
| January 31, 2022 | 40.75% |
| December 31, 2021 | 40.75% |
| November 30, 2021 | 40.75% |
| October 31, 2021 | 40.75% |
| September 30, 2021 | 40.75% |
| August 31, 2021 | 40.75% |
| July 31, 2021 | 40.75% |
| June 30, 2021 | 40.75% |
| May 31, 2021 | 40.75% |
| April 30, 2021 | 40.75% |
| March 31, 2021 | 40.75% |
| February 28, 2021 | 40.75% |
| January 31, 2021 | 40.75% |
| December 31, 2020 | 40.75% |
| November 30, 2020 | 40.75% |
| October 31, 2020 | 40.75% |
| September 30, 2020 | 40.75% |
| August 31, 2020 | 40.75% |
| July 31, 2020 | 40.75% |
| June 30, 2020 | 40.75% |
| May 31, 2020 | 40.75% |
| April 30, 2020 | 40.75% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.75% |
| February 29, 2020 | 20.33% |
| January 31, 2020 | 20.33% |
| December 31, 2019 | 20.33% |
| November 30, 2019 | 20.33% |
| October 31, 2019 | 20.33% |
| September 30, 2019 | 20.33% |
| August 31, 2019 | 20.33% |
| July 31, 2019 | 20.33% |
| June 30, 2019 | 20.33% |
| May 31, 2019 | 20.33% |
| April 30, 2019 | 20.33% |
| March 31, 2019 | 20.33% |
| February 28, 2019 | 20.33% |
| January 31, 2019 | 20.33% |
| December 31, 2018 | 20.33% |
| November 30, 2018 | 16.23% |
| October 31, 2018 | 16.23% |
| September 30, 2018 | 16.23% |
| August 31, 2018 | 16.23% |
| July 31, 2018 | 16.23% |
| June 30, 2018 | 16.23% |
| May 31, 2018 | 16.23% |
| April 30, 2018 | 16.23% |
| March 31, 2018 | 16.23% |
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
16.23%
Minimum
May 2017
40.75%
Maximum
Mar 2020
27.88%
Average
20.33%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Mid Cap Value A | 42.62% |
| Calvert Mid-Cap A | 37.47% |
| BNY Mellon Active MidCap A | 42.07% |
| JPMorgan SMID Cap Equity A | 41.36% |
| Touchstone Mid Cap A | 35.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.285 |
| Beta (5Y) | 1.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.42% |
| Historical Sharpe Ratio (5Y) | 0.4791 |
| Historical Sortino (5Y) | 0.448 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.61% |