JHancock Balanced R4 (JBAFX)
24.30
-0.18 (-0.74%)
USD |
Aug 17 2022
JBAFX Max Drawdown (5Y): 20.99% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 20.99% |
| June 30, 2022 | 20.99% |
| May 31, 2022 | 20.99% |
| April 30, 2022 | 20.99% |
| March 31, 2022 | 20.99% |
| February 28, 2022 | 20.99% |
| January 31, 2022 | 20.99% |
| December 31, 2021 | 20.99% |
| November 30, 2021 | 20.99% |
| October 31, 2021 | 20.99% |
| September 30, 2021 | 20.99% |
| August 31, 2021 | 20.99% |
| July 31, 2021 | 20.99% |
| June 30, 2021 | 20.99% |
| May 31, 2021 | 20.99% |
| April 30, 2021 | 20.99% |
| March 31, 2021 | 20.99% |
| February 28, 2021 | 20.99% |
| January 31, 2021 | 20.99% |
| December 31, 2020 | 20.99% |
| November 30, 2020 | 20.99% |
| October 31, 2020 | 20.99% |
| September 30, 2020 | 20.99% |
| August 31, 2020 | 20.99% |
| July 31, 2020 | 20.99% |
| Date | Value |
|---|---|
| June 30, 2020 | 20.99% |
| May 31, 2020 | 20.99% |
| April 30, 2020 | 20.99% |
| March 31, 2020 | 20.99% |
| February 29, 2020 | 13.28% |
| January 31, 2020 | 13.28% |
| December 31, 2019 | 13.28% |
| November 30, 2019 | 13.28% |
| October 31, 2019 | 13.28% |
| September 30, 2019 | 13.28% |
| August 31, 2019 | 13.28% |
| July 31, 2019 | 13.28% |
| June 30, 2019 | 13.28% |
| May 31, 2019 | 13.28% |
| April 30, 2019 | 13.28% |
| March 31, 2019 | 13.28% |
| February 28, 2019 | 13.28% |
| January 31, 2019 | 13.28% |
| December 31, 2018 | 13.28% |
| November 30, 2018 | 11.99% |
| October 31, 2018 | 11.99% |
| September 30, 2018 | 11.99% |
| August 31, 2018 | 11.99% |
| July 31, 2018 | 11.99% |
| June 30, 2018 | 11.99% |
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
11.99%
Minimum
Aug 2017
20.99%
Maximum
Mar 2020
16.66%
Average
13.28%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PGIM Balanced R6 | 26.48% |
| MassMutual Balanced R5 | 24.76% |
| Touchstone Balanced R6 | 22.06% |
| George Putnam Balanced R6 | 22.91% |
| BlackRock Sustainable Balanced R | 24.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9686 |
| Beta (5Y) | 0.6405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.73% |
| Historical Sharpe Ratio (5Y) | 0.6194 |
| Historical Sortino (5Y) | 0.6879 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.14% |