JPMorgan Mid Cap Value L (FLMVX)
32.36
-0.23 (-0.71%)
USD |
Mar 23 2023
FLMVX Max Drawdown (5Y): 43.06% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 43.06% |
| January 31, 2023 | 43.06% |
| December 31, 2022 | 43.06% |
| November 30, 2022 | 43.06% |
| October 31, 2022 | 43.06% |
| September 30, 2022 | 43.06% |
| August 31, 2022 | 43.06% |
| July 31, 2022 | 43.06% |
| June 30, 2022 | 43.06% |
| May 31, 2022 | 43.06% |
| April 30, 2022 | 43.06% |
| March 31, 2022 | 43.06% |
| February 28, 2022 | 43.06% |
| January 31, 2022 | 43.06% |
| December 31, 2021 | 43.06% |
| November 30, 2021 | 43.06% |
| October 31, 2021 | 43.06% |
| September 30, 2021 | 43.06% |
| August 31, 2021 | 43.06% |
| July 31, 2021 | 43.06% |
| June 30, 2021 | 43.06% |
| May 31, 2021 | 43.06% |
| April 30, 2021 | 43.06% |
| March 31, 2021 | 43.06% |
| February 28, 2021 | 43.06% |
| Date | Value |
|---|---|
| January 31, 2021 | 43.06% |
| December 31, 2020 | 43.06% |
| November 30, 2020 | 43.06% |
| October 31, 2020 | 43.06% |
| September 30, 2020 | 43.06% |
| August 31, 2020 | 43.06% |
| July 31, 2020 | 43.06% |
| June 30, 2020 | 43.06% |
| May 31, 2020 | 43.06% |
| April 30, 2020 | 43.06% |
| March 31, 2020 | 43.06% |
| February 29, 2020 | 20.64% |
| January 31, 2020 | 20.64% |
| December 31, 2019 | 20.64% |
| November 30, 2019 | 20.64% |
| October 31, 2019 | 20.64% |
| September 30, 2019 | 20.64% |
| August 31, 2019 | 20.64% |
| July 31, 2019 | 20.64% |
| June 30, 2019 | 20.64% |
| May 31, 2019 | 20.64% |
| April 30, 2019 | 20.64% |
| March 31, 2019 | 20.64% |
| February 28, 2019 | 20.64% |
| January 31, 2019 | 20.64% |
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
16.51%
Minimum
Mar 2018
43.06%
Maximum
Mar 2020
33.47%
Average
43.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MFS Mid Cap Value R6 | 42.75% |
| Principal MidCap Value I R-6 | 41.35% |
| American Century Mid Cap Value R6 | 39.21% |
| Allspring Special Mid Cap Value R6 | 43.78% |
| Fidelity® Low-Priced Stock K | 38.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.776 |
| Beta (5Y) | 1.027 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.317 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.96% |
| Historical Sharpe Ratio (5Y) | 0.3813 |
| Historical Sortino (5Y) | 0.3935 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.38% |