Janus Henderson Contrarian C (JCNCX)
22.65
+0.01 (+0.04%)
USD |
Aug 16 2022
JCNCX Max Drawdown (5Y): 40.28% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 40.28% |
June 30, 2022 | 40.28% |
May 31, 2022 | 40.28% |
April 30, 2022 | 40.28% |
March 31, 2022 | 40.28% |
February 28, 2022 | 40.28% |
January 31, 2022 | 40.28% |
December 31, 2021 | 40.28% |
November 30, 2021 | 40.28% |
October 31, 2021 | 40.28% |
September 30, 2021 | 40.28% |
August 31, 2021 | 40.28% |
July 31, 2021 | 40.28% |
June 30, 2021 | 40.28% |
May 31, 2021 | 40.28% |
April 30, 2021 | 40.28% |
March 31, 2021 | 40.28% |
February 28, 2021 | 40.28% |
January 31, 2021 | 40.28% |
December 31, 2020 | 40.28% |
November 30, 2020 | 40.28% |
October 31, 2020 | 40.28% |
September 30, 2020 | 40.28% |
August 31, 2020 | 40.28% |
July 31, 2020 | 40.28% |
Date | Value |
---|---|
June 30, 2020 | 40.28% |
May 31, 2020 | 40.28% |
April 30, 2020 | 40.28% |
March 31, 2020 | 40.28% |
February 29, 2020 | 29.20% |
January 31, 2020 | 29.20% |
December 31, 2019 | 29.20% |
November 30, 2019 | 29.20% |
October 31, 2019 | 29.20% |
September 30, 2019 | 29.20% |
August 31, 2019 | 29.20% |
July 31, 2019 | 29.20% |
June 30, 2019 | 29.20% |
May 31, 2019 | 29.20% |
April 30, 2019 | 29.20% |
March 31, 2019 | 29.20% |
February 28, 2019 | 29.20% |
January 31, 2019 | 29.20% |
December 31, 2018 | 29.20% |
November 30, 2018 | 29.20% |
October 31, 2018 | 29.20% |
September 30, 2018 | 29.20% |
August 31, 2018 | 29.20% |
July 31, 2018 | 29.20% |
June 30, 2018 | 29.20% |
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
29.20%
Minimum
Aug 2017
40.28%
Maximum
Mar 2020
34.56%
Average
29.20%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Fidelity AdvisorĀ® Mid Cap II C | 43.23% |
Lord Abbett Value Opportunities C | 39.16% |
JPMorgan Mid Cap Equity C | 38.37% |
ClearBridge Mid Cap C | 39.91% |
Invesco Main Street Mid Cap C | 41.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.961 |
Beta (5Y) | 1.098 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.64% |
Historical Sharpe Ratio (5Y) | 0.593 |
Historical Sortino (5Y) | 0.6136 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.07% |