Janus Henderson Forty C (JACCX)
28.80
-0.38 (-1.30%)
USD |
Mar 22 2023
JACCX Max Drawdown (5Y): 41.26% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 41.26% |
| January 31, 2023 | 41.26% |
| December 31, 2022 | 41.26% |
| November 30, 2022 | 41.26% |
| October 31, 2022 | 41.26% |
| September 30, 2022 | 40.38% |
| August 31, 2022 | 39.07% |
| July 31, 2022 | 39.07% |
| June 30, 2022 | 39.07% |
| May 31, 2022 | 34.48% |
| April 30, 2022 | 29.65% |
| March 31, 2022 | 29.65% |
| February 28, 2022 | 29.65% |
| January 31, 2022 | 29.65% |
| December 31, 2021 | 29.65% |
| November 30, 2021 | 29.65% |
| October 31, 2021 | 29.65% |
| September 30, 2021 | 29.65% |
| August 31, 2021 | 29.65% |
| July 31, 2021 | 29.65% |
| June 30, 2021 | 29.65% |
| May 31, 2021 | 29.65% |
| April 30, 2021 | 29.65% |
| March 31, 2021 | 29.65% |
| February 28, 2021 | 29.65% |
| Date | Value |
|---|---|
| January 31, 2021 | 29.65% |
| December 31, 2020 | 29.65% |
| November 30, 2020 | 29.65% |
| October 31, 2020 | 29.65% |
| September 30, 2020 | 29.65% |
| August 31, 2020 | 29.65% |
| July 31, 2020 | 29.65% |
| June 30, 2020 | 29.65% |
| May 31, 2020 | 29.65% |
| April 30, 2020 | 29.65% |
| March 31, 2020 | 29.65% |
| February 29, 2020 | 21.26% |
| January 31, 2020 | 21.26% |
| December 31, 2019 | 21.26% |
| November 30, 2019 | 21.26% |
| October 31, 2019 | 21.26% |
| September 30, 2019 | 21.26% |
| August 31, 2019 | 21.26% |
| July 31, 2019 | 21.26% |
| June 30, 2019 | 21.26% |
| May 31, 2019 | 21.26% |
| April 30, 2019 | 21.26% |
| March 31, 2019 | 21.26% |
| February 28, 2019 | 21.26% |
| January 31, 2019 | 21.26% |
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
17.84%
Minimum
Mar 2018
41.26%
Maximum
Oct 2022
27.48%
Average
29.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| JPMorgan U.S. GARP Equity C | 31.60% |
| Putnam Growth Opportunities C | 34.66% |
| Invesco Summit C | 40.85% |
| PGIM Jennison Growth C | 44.00% |
| BlackRock Capital Appreciation Inv C | 42.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.388 |
| Beta (5Y) | 1.039 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.178 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9651 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.17% |
| Historical Sharpe Ratio (5Y) | 0.4399 |
| Historical Sortino (5Y) | 0.5566 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |