JNL/Invesco Small Cap Growth I (FVUSA04AWV)
32.30
+0.17 (+0.53%)
USD |
Mar 30 2023
FVUSA04AWV Max Drawdown (5Y): 46.70% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 46.70% |
| January 31, 2023 | 46.70% |
| December 31, 2022 | 46.70% |
| November 30, 2022 | 46.70% |
| October 31, 2022 | 46.70% |
| September 30, 2022 | 46.70% |
| August 31, 2022 | 46.70% |
| July 31, 2022 | 46.70% |
| June 30, 2022 | 46.70% |
| May 31, 2022 | 44.18% |
| April 30, 2022 | 37.11% |
| March 31, 2022 | 37.11% |
| February 28, 2022 | 37.11% |
| January 31, 2022 | 37.11% |
| December 31, 2021 | 37.11% |
| November 30, 2021 | 37.11% |
| October 31, 2021 | 37.11% |
| September 30, 2021 | 37.11% |
| August 31, 2021 | 37.11% |
| July 31, 2021 | 37.11% |
| June 30, 2021 | 37.11% |
| May 31, 2021 | 37.11% |
| April 30, 2021 | 37.11% |
| March 31, 2021 | 37.11% |
| February 28, 2021 | 37.11% |
| Date | Value |
|---|---|
| January 31, 2021 | 37.11% |
| December 31, 2020 | 37.11% |
| November 30, 2020 | 37.11% |
| October 31, 2020 | 37.11% |
| September 30, 2020 | 37.11% |
| August 31, 2020 | 37.11% |
| July 31, 2020 | 37.11% |
| June 30, 2020 | 37.11% |
| May 31, 2020 | 37.11% |
| April 30, 2020 | 37.11% |
| March 31, 2020 | 37.11% |
| February 29, 2020 | 27.35% |
| January 31, 2020 | 27.35% |
| December 31, 2019 | 27.35% |
| November 30, 2019 | 27.35% |
| October 31, 2019 | 27.35% |
| September 30, 2019 | 27.35% |
| August 31, 2019 | 27.35% |
| July 31, 2019 | 27.35% |
| June 30, 2019 | 27.35% |
| May 31, 2019 | 27.35% |
| April 30, 2019 | 27.35% |
| March 31, 2019 | 27.35% |
| February 28, 2019 | 27.35% |
| January 31, 2019 | 27.35% |
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
26.52%
Minimum
Mar 2018
46.70%
Maximum
Jun 2022
34.64%
Average
37.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.629 |
| Beta (5Y) | 1.184 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.118 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9834 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.44% |
| Historical Sharpe Ratio (5Y) | 0.2831 |
| Historical Sortino (5Y) | 0.383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |