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% |