Federated Hermes Clover Small Value R (VSFRX)
22.82
-0.19 (-0.83%)
USD |
Jun 28 2022
VSFRX Max Drawdown (5Y): 48.56% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 48.56% |
| April 30, 2022 | 48.56% |
| March 31, 2022 | 48.56% |
| February 28, 2022 | 48.56% |
| January 31, 2022 | 48.56% |
| December 31, 2021 | 48.56% |
| November 30, 2021 | 48.56% |
| October 31, 2021 | 48.56% |
| September 30, 2021 | 48.56% |
| August 31, 2021 | 48.56% |
| July 31, 2021 | 48.56% |
| June 30, 2021 | 48.56% |
| May 31, 2021 | 48.56% |
| April 30, 2021 | 48.56% |
| March 31, 2021 | 48.56% |
| February 28, 2021 | 48.56% |
| January 31, 2021 | 48.56% |
| December 31, 2020 | 48.56% |
| November 30, 2020 | 48.56% |
| October 31, 2020 | 48.56% |
| September 30, 2020 | 48.56% |
| August 31, 2020 | 48.56% |
| July 31, 2020 | 48.56% |
| June 30, 2020 | 48.56% |
| May 31, 2020 | 48.56% |
| Date | Value |
|---|---|
| April 30, 2020 | 48.56% |
| March 31, 2020 | 48.56% |
| February 29, 2020 | 26.83% |
| January 31, 2020 | 26.83% |
| December 31, 2019 | 26.83% |
| November 30, 2019 | 26.83% |
| October 31, 2019 | 26.83% |
| September 30, 2019 | 26.83% |
| August 31, 2019 | 26.83% |
| July 31, 2019 | 26.83% |
| June 30, 2019 | 26.83% |
| May 31, 2019 | 26.83% |
| April 30, 2019 | 26.83% |
| March 31, 2019 | 26.83% |
| February 28, 2019 | 26.83% |
| January 31, 2019 | 26.83% |
| December 31, 2018 | 26.83% |
| November 30, 2018 | 22.96% |
| October 31, 2018 | 22.96% |
| September 30, 2018 | 22.96% |
| August 31, 2018 | 22.96% |
| July 31, 2018 | 22.96% |
| June 30, 2018 | 22.96% |
| May 31, 2018 | 22.96% |
| April 30, 2018 | 22.96% |
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
22.96%
Minimum
Jun 2017
48.56%
Maximum
Mar 2020
35.45%
Average
26.83%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.878 |
| Beta (5Y) | 1.177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.62% |
| Historical Sharpe Ratio (5Y) | 0.3875 |
| Historical Sortino (5Y) | 0.4111 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.46% |