Janus Henderson Mid Cap Value A (JDPAX)
18.20
+0.11 (+0.61%)
USD |
Apr 16
JDPAX Max Drawdown (5Y): 40.23% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 28, 2018 | 15.21% |
| January 31, 2018 | 15.21% |
| December 31, 2017 | 15.21% |
| November 30, 2017 | 15.21% |
| October 31, 2017 | 15.21% |
| September 30, 2017 | 15.21% |
| August 31, 2017 | 15.21% |
| July 31, 2017 | 15.21% |
| June 30, 2017 | 15.21% |
| May 31, 2017 | 15.21% |
| April 30, 2017 | 15.21% |
| March 31, 2017 | 15.21% |
| February 28, 2017 | 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
Sep 2016
40.23%
Maximum
Mar 2020
22.39%
Average
20.49%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| BMO Mid-Cap Value A | 46.94% |
| Touchstone Mid Cap Value A | 41.93% |
| Sterling Capital Mid Value A | 45.62% |
| Fidelity Advisor® Value A | 48.59% |
| Nuveen NWQ Multi-Cap Value A | 42.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.984 |
| Beta (5Y) | 1.022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.71% |
| Historical Sharpe Ratio (5Y) | 0.5398 |
| Historical Sortino (5Y) | 0.4593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.21% |