Jackson Square Large-Cap Growth IS (DPLGX)
15.58
+0.56 (+3.73%)
USD |
Jun 24 2022
DPLGX Max Drawdown (5Y): 39.74% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 39.74% |
| April 30, 2022 | 32.23% |
| March 31, 2022 | 30.77% |
| February 28, 2022 | 30.77% |
| January 31, 2022 | 30.77% |
| December 31, 2021 | 30.77% |
| November 30, 2021 | 30.77% |
| October 31, 2021 | 30.77% |
| September 30, 2021 | 30.77% |
| August 31, 2021 | 30.77% |
| July 31, 2021 | 30.77% |
| June 30, 2021 | 30.77% |
| May 31, 2021 | 30.77% |
| April 30, 2021 | 30.77% |
| March 31, 2021 | 30.77% |
| February 28, 2021 | 30.77% |
| January 31, 2021 | 30.77% |
| December 31, 2020 | 30.77% |
| November 30, 2020 | 30.77% |
| October 31, 2020 | 30.77% |
| September 30, 2020 | 30.77% |
| August 31, 2020 | 30.77% |
| July 31, 2020 | 30.77% |
| June 30, 2020 | 30.77% |
| May 31, 2020 | 30.77% |
| Date | Value |
|---|---|
| April 30, 2020 | 30.77% |
| March 31, 2020 | 30.77% |
| February 29, 2020 | 20.36% |
| January 31, 2020 | 20.36% |
| December 31, 2019 | 20.36% |
| November 30, 2019 | 20.36% |
| October 31, 2019 | 20.36% |
| September 30, 2019 | 20.36% |
| August 31, 2019 | 20.36% |
| July 31, 2019 | 20.36% |
| June 30, 2019 | 20.36% |
| May 31, 2019 | 20.36% |
| April 30, 2019 | 20.36% |
| March 31, 2019 | 20.36% |
| February 28, 2019 | 20.36% |
| January 31, 2019 | 20.36% |
| December 31, 2018 | 20.36% |
| November 30, 2018 | 17.61% |
| October 31, 2018 | 17.61% |
| September 30, 2018 | 17.61% |
| August 31, 2018 | 17.61% |
| July 31, 2018 | 17.61% |
| June 30, 2018 | 17.61% |
| May 31, 2018 | 17.61% |
| April 30, 2018 | 17.61% |
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
17.61%
Minimum
Jun 2017
39.74%
Maximum
May 2022
24.40%
Average
20.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MassMutual Growth Opps R5 | 47.39% |
| BlackRock Capital Appreciation R | 35.19% |
| Baron Fifth Avenue Growth R6 | 52.89% |
| Federated Hermes Kaufmann Large Cap R | 34.06% |
| Principal LargeCap Growth I R4 | 35.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.931 |
| Beta (5Y) | 1.067 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.80% |
| Historical Sharpe Ratio (5Y) | 0.473 |
| Historical Sortino (5Y) | 0.5628 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.52% |