Janus Henderson Balanced A (JDBAX)
39.94
-0.18 (-0.45%)
USD |
Aug 09 2022
JDBAX Max Drawdown (5Y): 22.48% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 22.48% |
| June 30, 2022 | 22.48% |
| May 31, 2022 | 22.48% |
| April 30, 2022 | 22.48% |
| March 31, 2022 | 22.48% |
| February 28, 2022 | 22.48% |
| January 31, 2022 | 22.48% |
| December 31, 2021 | 22.48% |
| November 30, 2021 | 22.48% |
| October 31, 2021 | 22.48% |
| September 30, 2021 | 22.48% |
| August 31, 2021 | 22.48% |
| July 31, 2021 | 22.48% |
| June 30, 2021 | 22.48% |
| May 31, 2021 | 22.48% |
| April 30, 2021 | 22.48% |
| March 31, 2021 | 22.48% |
| February 28, 2021 | 22.48% |
| January 31, 2021 | 22.48% |
| December 31, 2020 | 22.48% |
| November 30, 2020 | 22.48% |
| October 31, 2020 | 22.48% |
| September 30, 2020 | 22.48% |
| August 31, 2020 | 22.48% |
| July 31, 2020 | 22.48% |
| Date | Value |
|---|---|
| June 30, 2020 | 22.48% |
| May 31, 2020 | 22.48% |
| April 30, 2020 | 22.48% |
| March 31, 2020 | 22.48% |
| February 29, 2020 | 11.01% |
| January 31, 2020 | 11.01% |
| December 31, 2019 | 11.01% |
| November 30, 2019 | 11.01% |
| October 31, 2019 | 11.01% |
| September 30, 2019 | 11.01% |
| August 31, 2019 | 11.01% |
| July 31, 2019 | 11.01% |
| June 30, 2019 | 11.01% |
| May 31, 2019 | 11.01% |
| April 30, 2019 | 11.01% |
| March 31, 2019 | 11.01% |
| February 28, 2019 | 11.01% |
| January 31, 2019 | 11.01% |
| December 31, 2018 | 11.01% |
| November 30, 2018 | 10.33% |
| October 31, 2018 | 10.33% |
| September 30, 2018 | 10.33% |
| August 31, 2018 | 10.33% |
| July 31, 2018 | 10.33% |
| June 30, 2018 | 10.33% |
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
10.33%
Minimum
Aug 2017
22.48%
Maximum
Mar 2020
16.37%
Average
11.01%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Fidelity Advisor® Balanced A | 26.38% |
| George Putnam Balanced A | 23.00% |
| Delaware Ivy Balanced Fund Class A | 25.59% |
| Columbia Balanced A | 22.76% |
| JHancock Balanced A | 21.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6382 |
| Beta (5Y) | 0.6285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.86% |
| Historical Sharpe Ratio (5Y) | 0.7355 |
| Historical Sortino (5Y) | 0.7566 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.00% |