JHancock Balanced R2 (JBATX)
22.54
-0.26 (-1.14%)
USD |
Jun 28 2022
JBATX Max Drawdown (5Y): 21.03% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 21.03% |
| April 30, 2022 | 21.03% |
| March 31, 2022 | 21.03% |
| February 28, 2022 | 21.03% |
| January 31, 2022 | 21.03% |
| December 31, 2021 | 21.03% |
| November 30, 2021 | 21.03% |
| October 31, 2021 | 21.03% |
| September 30, 2021 | 21.03% |
| August 31, 2021 | 21.03% |
| July 31, 2021 | 21.03% |
| June 30, 2021 | 21.03% |
| May 31, 2021 | 21.03% |
| April 30, 2021 | 21.03% |
| March 31, 2021 | 21.03% |
| February 28, 2021 | 21.03% |
| January 31, 2021 | 21.03% |
| December 31, 2020 | 21.03% |
| November 30, 2020 | 21.03% |
| October 31, 2020 | 21.03% |
| September 30, 2020 | 21.03% |
| August 31, 2020 | 21.03% |
| July 31, 2020 | 21.03% |
| June 30, 2020 | 21.03% |
| May 31, 2020 | 21.03% |
| Date | Value |
|---|---|
| April 30, 2020 | 21.03% |
| March 31, 2020 | 21.03% |
| February 29, 2020 | 13.29% |
| January 31, 2020 | 13.29% |
| December 31, 2019 | 13.29% |
| November 30, 2019 | 13.29% |
| October 31, 2019 | 13.29% |
| September 30, 2019 | 13.29% |
| August 31, 2019 | 13.29% |
| July 31, 2019 | 13.29% |
| June 30, 2019 | 13.29% |
| May 31, 2019 | 13.29% |
| April 30, 2019 | 13.29% |
| March 31, 2019 | 13.29% |
| February 28, 2019 | 13.29% |
| January 31, 2019 | 13.29% |
| December 31, 2018 | 13.29% |
| November 30, 2018 | 12.16% |
| October 31, 2018 | 12.16% |
| September 30, 2018 | 12.16% |
| August 31, 2018 | 12.16% |
| July 31, 2018 | 12.16% |
| June 30, 2018 | 12.16% |
| May 31, 2018 | 12.16% |
| April 30, 2018 | 12.16% |
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
12.16%
Minimum
Jun 2017
21.03%
Maximum
Mar 2020
16.43%
Average
13.29%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PGIM Balanced R | 26.56% |
| George Putnam Balanced R | 23.01% |
| Touchstone Balanced R6 | 22.06% |
| Federated Hermes MDT Balanced R6 | 25.99% |
| American Century Balanced R5 | 20.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.024 |
| Beta (5Y) | 0.6345 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.45% |
| Historical Sharpe Ratio (5Y) | 0.6483 |
| Historical Sortino (5Y) | 0.6998 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.76% |