Janus Henderson Small/Md Cp Gr Alpha ETF (JSMD)
66.66
-0.17
(-0.25%)
USD |
NASDAQ |
Apr 25, 16:00
66.66
0.00 (0.00%)
After-Hours: 20:00
JSMD Max Drawdown (5Y): 38.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 38.98% |
February 29, 2024 | 38.98% |
January 31, 2024 | 38.98% |
December 31, 2023 | 38.98% |
November 30, 2023 | 38.98% |
October 31, 2023 | 38.98% |
September 30, 2023 | 38.98% |
August 31, 2023 | 38.98% |
July 31, 2023 | 38.98% |
June 30, 2023 | 38.98% |
May 31, 2023 | 38.98% |
April 30, 2023 | 38.98% |
March 31, 2023 | 38.98% |
February 28, 2023 | 38.98% |
January 31, 2023 | 38.98% |
December 31, 2022 | 38.98% |
November 30, 2022 | 38.98% |
October 31, 2022 | 38.98% |
September 30, 2022 | 38.98% |
August 31, 2022 | 38.98% |
July 31, 2022 | 38.98% |
June 30, 2022 | 38.98% |
May 31, 2022 | 38.98% |
April 30, 2022 | 38.98% |
March 31, 2022 | 38.98% |
Date | Value |
---|---|
February 28, 2022 | 38.98% |
January 31, 2022 | 38.98% |
December 31, 2021 | 38.98% |
November 30, 2021 | 38.98% |
October 31, 2021 | 38.98% |
September 30, 2021 | 38.98% |
August 31, 2021 | 38.98% |
July 31, 2021 | 38.98% |
June 30, 2021 | 38.98% |
May 31, 2021 | 38.98% |
April 30, 2021 | 38.98% |
March 31, 2021 | 38.98% |
February 28, 2021 | 38.98% |
January 31, 2021 | 38.98% |
December 31, 2020 | 38.98% |
November 30, 2020 | 38.98% |
October 31, 2020 | 38.98% |
September 30, 2020 | 38.98% |
August 31, 2020 | 38.98% |
July 31, 2020 | 38.98% |
June 30, 2020 | 38.98% |
May 31, 2020 | 38.98% |
April 30, 2020 | 38.98% |
March 31, 2020 | 38.98% |
February 29, 2020 | 27.05% |
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
27.05%
Minimum
Apr 2019
38.98%
Maximum
Mar 2020
36.79%
Average
38.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.210 |
Beta (5Y) | 1.149 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7135 |
Beta (vs YCharts Benchmark) (5Y) | 1.044 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.53% |
Historical Sharpe Ratio (5Y) | 0.3584 |
Historical Sortino (5Y) | 0.4487 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.52% |