JHancock Infrastructure R6 (JEEDX)
14.13
+0.07 (+0.50%)
USD |
May 25 2022
JEEDX Max Drawdown (5Y): 30.39% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 30.39% |
| March 31, 2022 | 30.39% |
| February 28, 2022 | 30.39% |
| January 31, 2022 | 30.39% |
| December 31, 2021 | 30.39% |
| November 30, 2021 | 30.39% |
| October 31, 2021 | 30.39% |
| September 30, 2021 | 30.39% |
| August 31, 2021 | 30.39% |
| July 31, 2021 | 30.39% |
| June 30, 2021 | 30.39% |
| May 31, 2021 | 30.39% |
| April 30, 2021 | 30.39% |
| March 31, 2021 | 30.39% |
| February 28, 2021 | 30.39% |
| January 31, 2021 | 30.39% |
| December 31, 2020 | 30.39% |
| November 30, 2020 | 30.39% |
| October 31, 2020 | 30.39% |
| September 30, 2020 | 30.39% |
| August 31, 2020 | 30.39% |
| July 31, 2020 | 30.39% |
| June 30, 2020 | 30.39% |
| May 31, 2020 | 30.39% |
| April 30, 2020 | 30.39% |
| Date | Value |
|---|---|
| March 31, 2020 | 30.39% |
| February 29, 2020 | 15.76% |
| January 31, 2020 | 15.76% |
| December 31, 2019 | 15.76% |
| November 30, 2019 | 15.76% |
| October 31, 2019 | 15.76% |
| September 30, 2019 | 15.76% |
| August 31, 2019 | 15.76% |
| July 31, 2019 | 15.76% |
| June 30, 2019 | 15.76% |
| May 31, 2019 | 15.76% |
| April 30, 2019 | 15.76% |
| March 31, 2019 | 15.76% |
| February 28, 2019 | 15.76% |
| January 31, 2019 | 15.76% |
| December 31, 2018 | 15.76% |
| November 30, 2018 | 15.76% |
| October 31, 2018 | 15.76% |
| September 30, 2018 | 15.76% |
| August 31, 2018 | 15.76% |
| July 31, 2018 | 15.76% |
| June 30, 2018 | 15.76% |
| May 31, 2018 | 15.76% |
| April 30, 2018 | 15.76% |
| March 31, 2018 | 15.76% |
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
15.76%
Minimum
May 2017
30.39%
Maximum
Mar 2020
22.10%
Average
15.76%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Global Infras R6 | 35.77% |
| MFS Utilities R3 | 35.81% |
| Frontier MFG Core Infrastructure Instl | 34.29% |
| Cohen & Steers Global Infrastructure R | 35.05% |
| Nuveen Global Infrastructure R6 | 38.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.287 |
| Beta (5Y) | 0.6312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.78% |
| Historical Sharpe Ratio (5Y) | 0.572 |
| Historical Sortino (5Y) | 0.5709 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.00% |