Janus Henderson Mortgage-Backed Sec ETF (JMBS)
43.68
+0.02
(+0.03%)
USD |
NYSEARCA |
Apr 19, 16:00
43.68
0.00 (0.00%)
After-Hours: 20:00
JMBS Max Drawdown (5Y): 16.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 16.68% |
| February 29, 2024 | 16.68% |
| January 31, 2024 | 16.68% |
| December 31, 2023 | 16.68% |
| November 30, 2023 | 16.68% |
| October 31, 2023 | 16.68% |
| September 30, 2023 | 16.68% |
| August 31, 2023 | 16.68% |
| July 31, 2023 | 16.68% |
| June 30, 2023 | 16.68% |
| May 31, 2023 | 16.68% |
| April 30, 2023 | 16.68% |
| March 31, 2023 | 16.68% |
| February 28, 2023 | 16.68% |
| January 31, 2023 | 16.68% |
| December 31, 2022 | 16.68% |
| November 30, 2022 | 16.68% |
| October 31, 2022 | 16.68% |
| September 30, 2022 | 14.86% |
| August 31, 2022 | 12.08% |
| July 31, 2022 | 12.08% |
| June 30, 2022 | 12.08% |
| May 31, 2022 | 9.71% |
| April 30, 2022 | 9.16% |
| March 31, 2022 | 6.87% |
| Date | Value |
|---|---|
| February 28, 2022 | 4.28% |
| January 31, 2022 | 4.28% |
| December 31, 2021 | 4.28% |
| November 30, 2021 | 4.28% |
| October 31, 2021 | 4.28% |
| September 30, 2021 | 4.28% |
| August 31, 2021 | 4.28% |
| July 31, 2021 | 4.28% |
| June 30, 2021 | 4.28% |
| May 31, 2021 | 4.28% |
| April 30, 2021 | 4.28% |
| March 31, 2021 | 4.28% |
| February 28, 2021 | 4.28% |
| January 31, 2021 | 4.28% |
| December 31, 2020 | 4.28% |
| November 30, 2020 | 4.28% |
| October 31, 2020 | 4.28% |
| September 30, 2020 | 4.28% |
| August 31, 2020 | 4.28% |
| July 31, 2020 | 4.28% |
| June 30, 2020 | 4.28% |
| May 31, 2020 | 4.28% |
| April 30, 2020 | 4.28% |
| March 31, 2020 | 4.28% |
| February 29, 2020 | 1.46% |
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
1.46%
Minimum
Apr 2019
16.68%
Maximum
Oct 2022
8.26%
Average
4.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0439 |
| Beta (5Y) | 0.982 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0439 |
| Beta (vs YCharts Benchmark) (5Y) | 0.982 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.33% |
| Historical Sharpe Ratio (5Y) | -0.2468 |
| Historical Sortino (5Y) | -0.3151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.35% |