Janus Henderson Forty Portfolio Institutional (JACAX)
58.21
-0.02
(-0.03%)
USD |
Dec 16 2025
JACAX Max Drawdown (5Y): 40.91% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Gabelli Growth Fund I | 42.23% |
| Nuveen Winslow Large-Cap Growth ESG Fund I | 39.69% |
| Praxis Growth Index Fund I | 32.26% |
| AB Large Cap Growth Fund I | 33.92% |
| Invesco American Franchise Fund Y | 38.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.721 |
| Beta (5Y) | 1.172 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.857 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9994 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.86% |
| Historical Sharpe Ratio (5Y) | 0.4777 |
| Historical Sortino (5Y) | 0.6754 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.85% |