JHancock Multifactor Industrials ETF (JHMI)
48.14
+1.00 (+2.11%)
USD |
NYSEARCA |
May 27, 16:00
48.00
-0.14 (-0.30%)
After-Hours: 20:00
JHMI Max Drawdown (5Y): 41.91% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 41.91% |
March 31, 2022 | 41.91% |
February 28, 2022 | 41.91% |
January 31, 2022 | 41.91% |
December 31, 2021 | 41.91% |
November 30, 2021 | 41.91% |
October 31, 2021 | 41.91% |
September 30, 2021 | 41.91% |
August 31, 2021 | 41.91% |
July 31, 2021 | 41.91% |
June 30, 2021 | 41.91% |
May 31, 2021 | 41.91% |
April 30, 2021 | 41.91% |
March 31, 2021 | 41.91% |
February 28, 2021 | 41.91% |
January 31, 2021 | 41.91% |
December 31, 2020 | 41.91% |
November 30, 2020 | 41.91% |
October 31, 2020 | 41.91% |
September 30, 2020 | 41.91% |
August 31, 2020 | 41.91% |
July 31, 2020 | 41.91% |
June 30, 2020 | 41.91% |
May 31, 2020 | 41.91% |
April 30, 2020 | 41.91% |
Date | Value |
---|---|
March 31, 2020 | 41.91% |
February 29, 2020 | 23.21% |
January 31, 2020 | 23.21% |
December 31, 2019 | 23.21% |
November 30, 2019 | 23.21% |
October 31, 2019 | 23.21% |
September 30, 2019 | 23.21% |
August 31, 2019 | 23.21% |
July 31, 2019 | 23.21% |
June 30, 2019 | 23.21% |
May 31, 2019 | 23.21% |
April 30, 2019 | 23.21% |
March 31, 2019 | 23.21% |
February 28, 2019 | 23.21% |
January 31, 2019 | 23.21% |
December 31, 2018 | 23.21% |
November 30, 2018 | 16.24% |
October 31, 2018 | 16.24% |
September 30, 2018 | 10.55% |
August 31, 2018 | 10.55% |
July 31, 2018 | 10.55% |
June 30, 2018 | 10.55% |
May 31, 2018 | 10.55% |
April 30, 2018 | 9.89% |
March 31, 2018 | 9.64% |
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
4.55%
Minimum
May 2017
41.91%
Maximum
Mar 2020
26.55%
Average
23.21%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Invesco DWA Industrials Momentum ETF | 36.27% |
Invesco Aerospace & Defense ETF | 43.91% |
Invesco S&P 500® Equal Wt Indls ETF | 42.01% |
Vanguard Industrials ETF | 42.43% |
Fidelity® MSCI Industrials ETF | 42.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.031 |
Beta (5Y) | 1.214 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.66% |
Historical Sharpe Ratio (5Y) | 0.5726 |
Historical Sortino (5Y) | 0.5973 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.02% |