JPMorgan Global Allocation R2 (GAONX)
18.10
+0.02 (+0.11%)
USD |
Aug 08 2022
GAONX Max Drawdown (5Y): 23.74% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 23.74% |
| June 30, 2022 | 23.74% |
| May 31, 2022 | 23.74% |
| April 30, 2022 | 23.74% |
| March 31, 2022 | 23.74% |
| February 28, 2022 | 23.74% |
| January 31, 2022 | 23.74% |
| December 31, 2021 | 23.74% |
| November 30, 2021 | 23.74% |
| October 31, 2021 | 23.74% |
| September 30, 2021 | 23.74% |
| August 31, 2021 | 23.74% |
| July 31, 2021 | 23.74% |
| June 30, 2021 | 23.74% |
| May 31, 2021 | 23.74% |
| April 30, 2021 | 23.74% |
| March 31, 2021 | 23.74% |
| February 28, 2021 | 23.74% |
| January 31, 2021 | 23.74% |
| December 31, 2020 | 23.74% |
| November 30, 2020 | 23.74% |
| October 31, 2020 | 23.74% |
| September 30, 2020 | 23.74% |
| August 31, 2020 | 23.74% |
| July 31, 2020 | 23.74% |
| Date | Value |
|---|---|
| June 30, 2020 | 23.74% |
| May 31, 2020 | 23.74% |
| April 30, 2020 | 23.74% |
| March 31, 2020 | 23.74% |
| February 29, 2020 | 13.94% |
| January 31, 2020 | 13.94% |
| December 31, 2019 | 13.94% |
| November 30, 2019 | 13.94% |
| October 31, 2019 | 13.94% |
| September 30, 2019 | 13.94% |
| August 31, 2019 | 13.94% |
| July 31, 2019 | 13.94% |
| June 30, 2019 | 13.94% |
| May 31, 2019 | 13.94% |
| April 30, 2019 | 13.94% |
| March 31, 2019 | 13.94% |
| February 28, 2019 | 13.94% |
| January 31, 2019 | 13.94% |
| December 31, 2018 | 13.94% |
| November 30, 2018 | 13.50% |
| October 31, 2018 | 13.50% |
| September 30, 2018 | 13.50% |
| August 31, 2018 | 13.50% |
| July 31, 2018 | 13.50% |
| June 30, 2018 | 13.50% |
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
13.50%
Minimum
Aug 2017
23.74%
Maximum
Mar 2020
18.56%
Average
13.94%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Columbia Global Opportunities R | 23.54% |
| Franklin Global Allocation R | 31.74% |
| DWS RREEF Real Assets R | 29.41% |
| Eaton Vance Global Income Builder R | 30.67% |
| Templeton Global Balanced R | 28.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.912 |
| Beta (5Y) | 0.6336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.42% |
| Historical Sharpe Ratio (5Y) | 0.2637 |
| Historical Sortino (5Y) | 0.2808 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.54% |