Janus Henderson Global Research D (JANWX)
79.93
+0.55 (+0.69%)
USD |
Jul 01 2022
JANWX Max Drawdown (5Y): 34.78% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 34.78% |
May 31, 2022 | 34.78% |
April 30, 2022 | 34.78% |
March 31, 2022 | 34.78% |
February 28, 2022 | 34.78% |
January 31, 2022 | 34.78% |
December 31, 2021 | 34.78% |
November 30, 2021 | 34.78% |
October 31, 2021 | 34.78% |
September 30, 2021 | 34.78% |
August 31, 2021 | 34.78% |
July 31, 2021 | 34.78% |
June 30, 2021 | 34.78% |
May 31, 2021 | 34.78% |
April 30, 2021 | 34.78% |
March 31, 2021 | 34.78% |
February 28, 2021 | 34.78% |
January 31, 2021 | 34.78% |
December 31, 2020 | 34.78% |
November 30, 2020 | 34.78% |
October 31, 2020 | 34.78% |
September 30, 2020 | 34.78% |
August 31, 2020 | 34.78% |
July 31, 2020 | 34.78% |
June 30, 2020 | 34.78% |
Date | Value |
---|---|
May 31, 2020 | 34.78% |
April 30, 2020 | 34.78% |
March 31, 2020 | 34.78% |
February 29, 2020 | 24.15% |
January 31, 2020 | 24.15% |
December 31, 2019 | 24.15% |
November 30, 2019 | 24.15% |
October 31, 2019 | 24.15% |
September 30, 2019 | 24.15% |
August 31, 2019 | 24.15% |
July 31, 2019 | 24.15% |
June 30, 2019 | 24.15% |
May 31, 2019 | 24.15% |
April 30, 2019 | 24.15% |
March 31, 2019 | 24.15% |
February 28, 2019 | 24.15% |
January 31, 2019 | 24.15% |
December 31, 2018 | 24.15% |
November 30, 2018 | 24.15% |
October 31, 2018 | 24.15% |
September 30, 2018 | 24.15% |
August 31, 2018 | 24.15% |
July 31, 2018 | 24.15% |
June 30, 2018 | 24.15% |
May 31, 2018 | 24.15% |
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
24.15%
Minimum
Jul 2017
34.78%
Maximum
Mar 2020
29.11%
Average
24.15%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Old Westbury Large Cap Strategies | 32.76% |
American Funds New Perspective R4 | 32.31% |
PGIM Jennison Global Opportunities Z | 46.42% |
T. Rowe Price Global Stock | 35.51% |
Fidelity® Worldwide | 31.52% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.121 |
Beta (5Y) | 1.043 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.68% |
Historical Sharpe Ratio (5Y) | 0.4439 |
Historical Sortino (5Y) | 0.4522 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.45% |