Janus Henderson Mid Cap Value A (JDPAX)
15.71
-0.03 (-0.19%)
USD |
May 20 2022
JDPAX Max Drawdown (5Y): 40.23% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 40.23% |
March 31, 2022 | 40.23% |
February 28, 2022 | 40.23% |
January 31, 2022 | 40.23% |
December 31, 2021 | 40.23% |
November 30, 2021 | 40.23% |
October 31, 2021 | 40.23% |
September 30, 2021 | 40.23% |
August 31, 2021 | 40.23% |
July 31, 2021 | 40.23% |
June 30, 2021 | 40.23% |
May 31, 2021 | 40.23% |
April 30, 2021 | 40.23% |
March 31, 2021 | 40.23% |
February 28, 2021 | 40.23% |
January 31, 2021 | 40.23% |
December 31, 2020 | 40.23% |
November 30, 2020 | 40.23% |
October 31, 2020 | 40.23% |
September 30, 2020 | 40.23% |
August 31, 2020 | 40.23% |
July 31, 2020 | 40.23% |
June 30, 2020 | 40.23% |
May 31, 2020 | 40.23% |
April 30, 2020 | 40.23% |
Date | Value |
---|---|
March 31, 2020 | 40.23% |
February 29, 2020 | 20.49% |
January 31, 2020 | 20.49% |
December 31, 2019 | 20.49% |
November 30, 2019 | 20.49% |
October 31, 2019 | 20.49% |
September 30, 2019 | 20.49% |
August 31, 2019 | 20.49% |
July 31, 2019 | 20.49% |
June 30, 2019 | 20.49% |
May 31, 2019 | 20.49% |
April 30, 2019 | 20.49% |
March 31, 2019 | 20.49% |
February 28, 2019 | 20.49% |
January 31, 2019 | 20.49% |
December 31, 2018 | 20.49% |
November 30, 2018 | 15.21% |
October 31, 2018 | 15.21% |
September 30, 2018 | 15.21% |
August 31, 2018 | 15.21% |
July 31, 2018 | 15.21% |
June 30, 2018 | 15.21% |
May 31, 2018 | 15.21% |
April 30, 2018 | 15.21% |
March 31, 2018 | 15.21% |
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
15.21%
Minimum
May 2017
40.23%
Maximum
Mar 2020
27.37%
Average
20.49%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Touchstone Mid Cap Value A | 41.93% |
MFS Mid Cap Value 529A | 42.79% |
Nuveen Mid Cap Value A | 44.56% |
Sterling Capital Mid Value A | 45.62% |
Keeley Mid Cap Dividend Value A | 46.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.55 |
Beta (5Y) | 0.9373 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.94% |
Historical Sharpe Ratio (5Y) | 0.3658 |
Historical Sortino (5Y) | 0.3317 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.45% |