Janus Henderson Triton T (JATTX)
26.07
+0.35 (+1.36%)
USD |
May 25 2022
JATTX Max Drawdown (5Y): 39.71% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.71% |
| March 31, 2022 | 39.71% |
| February 28, 2022 | 39.71% |
| January 31, 2022 | 39.71% |
| December 31, 2021 | 39.71% |
| November 30, 2021 | 39.71% |
| October 31, 2021 | 39.71% |
| September 30, 2021 | 39.71% |
| August 31, 2021 | 39.71% |
| July 31, 2021 | 39.71% |
| June 30, 2021 | 39.71% |
| May 31, 2021 | 39.71% |
| April 30, 2021 | 39.71% |
| March 31, 2021 | 39.71% |
| February 28, 2021 | 39.71% |
| January 31, 2021 | 39.71% |
| December 31, 2020 | 39.71% |
| November 30, 2020 | 39.71% |
| October 31, 2020 | 39.71% |
| September 30, 2020 | 39.71% |
| August 31, 2020 | 39.71% |
| July 31, 2020 | 39.71% |
| June 30, 2020 | 39.71% |
| May 31, 2020 | 39.71% |
| April 30, 2020 | 39.71% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.71% |
| February 29, 2020 | 25.72% |
| January 31, 2020 | 25.72% |
| December 31, 2019 | 25.72% |
| November 30, 2019 | 25.72% |
| October 31, 2019 | 25.72% |
| September 30, 2019 | 25.72% |
| August 31, 2019 | 25.72% |
| July 31, 2019 | 25.72% |
| June 30, 2019 | 25.72% |
| May 31, 2019 | 25.72% |
| April 30, 2019 | 25.72% |
| March 31, 2019 | 25.72% |
| February 28, 2019 | 25.72% |
| January 31, 2019 | 25.72% |
| December 31, 2018 | 25.72% |
| November 30, 2018 | 22.12% |
| October 31, 2018 | 22.12% |
| September 30, 2018 | 22.12% |
| August 31, 2018 | 22.12% |
| July 31, 2018 | 22.12% |
| June 30, 2018 | 22.12% |
| May 31, 2018 | 22.12% |
| April 30, 2018 | 22.12% |
| March 31, 2018 | 22.12% |
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
22.12%
Minimum
May 2017
39.71%
Maximum
Mar 2020
30.64%
Average
25.72%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Janus Henderson Venture T | 36.83% |
| Meridian Growth Legacy | 40.64% |
| Allspring Emerging Growth Admin | 38.77% |
| PACE Small/Medium Co Growth Equity P | 39.35% |
| Allspring Small Company Gr | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.589 |
| Beta (5Y) | 1.140 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.58% |
| Historical Sharpe Ratio (5Y) | 0.4943 |
| Historical Sortino (5Y) | 0.5337 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.91% |