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% |