Federated Hermes Clover Small Value IS (VSFIX)
26.64
+0.42 (+1.60%)
USD |
Aug 12 2022
VSFIX Max Drawdown (5Y): 48.34% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 48.34% |
| June 30, 2022 | 48.34% |
| May 31, 2022 | 48.34% |
| April 30, 2022 | 48.34% |
| March 31, 2022 | 48.34% |
| February 28, 2022 | 48.34% |
| January 31, 2022 | 48.34% |
| December 31, 2021 | 48.34% |
| November 30, 2021 | 48.34% |
| October 31, 2021 | 48.34% |
| September 30, 2021 | 48.34% |
| August 31, 2021 | 48.34% |
| July 31, 2021 | 48.34% |
| June 30, 2021 | 48.34% |
| May 31, 2021 | 48.34% |
| April 30, 2021 | 48.34% |
| March 31, 2021 | 48.34% |
| February 28, 2021 | 48.34% |
| January 31, 2021 | 48.34% |
| December 31, 2020 | 48.34% |
| November 30, 2020 | 48.34% |
| October 31, 2020 | 48.34% |
| September 30, 2020 | 48.34% |
| August 31, 2020 | 48.34% |
| July 31, 2020 | 48.34% |
| Date | Value |
|---|---|
| June 30, 2020 | 48.34% |
| May 31, 2020 | 48.34% |
| April 30, 2020 | 48.34% |
| March 31, 2020 | 48.34% |
| February 29, 2020 | 26.79% |
| January 31, 2020 | 26.79% |
| December 31, 2019 | 26.79% |
| November 30, 2019 | 26.79% |
| October 31, 2019 | 26.79% |
| September 30, 2019 | 26.79% |
| August 31, 2019 | 26.79% |
| July 31, 2019 | 26.79% |
| June 30, 2019 | 26.79% |
| May 31, 2019 | 26.79% |
| April 30, 2019 | 26.79% |
| March 31, 2019 | 26.79% |
| February 28, 2019 | 26.79% |
| January 31, 2019 | 26.79% |
| December 31, 2018 | 26.79% |
| November 30, 2018 | 22.78% |
| October 31, 2018 | 22.78% |
| September 30, 2018 | 22.78% |
| August 31, 2018 | 22.78% |
| July 31, 2018 | 22.78% |
| June 30, 2018 | 22.78% |
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
22.78%
Minimum
Aug 2017
48.34%
Maximum
Mar 2020
36.14%
Average
26.79%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| ClearBridge Small Cap Value I | 51.24% |
| Transamerica Small Cap Value I | 51.12% |
| Wilshire Small Company Value Instl | 49.39% |
| Diamond Hill Small Cap Y | 45.83% |
| Hartford Small Cap Value I | 48.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.451 |
| Beta (5Y) | 1.173 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.91% |
| Historical Sharpe Ratio (5Y) | 0.3792 |
| Historical Sortino (5Y) | 0.4079 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.26% |