Janus Henderson VIT Mid Cap Value Instl (JAMVX)
15.76
+0.12 (+0.77%)
USD |
Mar 27 2023
JAMVX Max Drawdown (5Y): 39.82% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 39.82% |
January 31, 2023 | 39.82% |
December 31, 2022 | 39.82% |
November 30, 2022 | 39.82% |
October 31, 2022 | 39.82% |
September 30, 2022 | 39.82% |
August 31, 2022 | 39.82% |
July 31, 2022 | 39.82% |
June 30, 2022 | 39.82% |
May 31, 2022 | 39.82% |
April 30, 2022 | 39.82% |
March 31, 2022 | 39.82% |
February 28, 2022 | 39.82% |
January 31, 2022 | 39.82% |
December 31, 2021 | 39.82% |
November 30, 2021 | 39.82% |
October 31, 2021 | 39.82% |
September 30, 2021 | 39.82% |
August 31, 2021 | 39.82% |
July 31, 2021 | 39.82% |
June 30, 2021 | 39.82% |
May 31, 2021 | 39.82% |
April 30, 2021 | 39.82% |
March 31, 2021 | 39.82% |
February 28, 2021 | 39.82% |
Date | Value |
---|---|
January 31, 2021 | 39.82% |
December 31, 2020 | 39.82% |
November 30, 2020 | 39.82% |
October 31, 2020 | 39.82% |
September 30, 2020 | 39.82% |
August 31, 2020 | 39.82% |
July 31, 2020 | 39.82% |
June 30, 2020 | 39.82% |
May 31, 2020 | 39.82% |
April 30, 2020 | 39.82% |
March 31, 2020 | 39.82% |
February 29, 2020 | 20.52% |
January 31, 2020 | 20.52% |
December 31, 2019 | 20.52% |
November 30, 2019 | 20.52% |
October 31, 2019 | 20.52% |
September 30, 2019 | 20.52% |
August 31, 2019 | 20.52% |
July 31, 2019 | 20.52% |
June 30, 2019 | 20.52% |
May 31, 2019 | 20.52% |
April 30, 2019 | 20.52% |
March 31, 2019 | 20.52% |
February 28, 2019 | 20.52% |
January 31, 2019 | 20.52% |
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
14.70%
Minimum
Mar 2018
39.82%
Maximum
Mar 2020
31.23%
Average
39.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Janus Henderson Mid Cap Value L | 40.20% |
Janus Henderson Small-Mid Cap Value I | 39.82% |
Diamond Hill Mid Cap Y | 46.51% |
Monteagle Select Value I | 50.42% |
AMG River Road Mid Cap Value I | 45.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.937 |
Beta (5Y) | 0.9519 |
Alpha (vs YCharts Benchmark) (5Y) | -1.586 |
Beta (vs YCharts Benchmark) (5Y) | 0.8871 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.32% |
Historical Sharpe Ratio (5Y) | 0.356 |
Historical Sortino (5Y) | 0.3588 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.48% |