JHancock Financial Industries R6 (JFDRX)
17.68
+0.26 (+1.49%)
USD |
Aug 12 2022
JFDRX Max Drawdown (5Y): 42.05% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 42.05% |
| June 30, 2022 | 42.05% |
| May 31, 2022 | 42.05% |
| April 30, 2022 | 42.05% |
| March 31, 2022 | 42.05% |
| February 28, 2022 | 42.05% |
| January 31, 2022 | 42.05% |
| December 31, 2021 | 42.05% |
| November 30, 2021 | 42.05% |
| October 31, 2021 | 42.05% |
| September 30, 2021 | 42.05% |
| August 31, 2021 | 42.05% |
| July 31, 2021 | 42.05% |
| June 30, 2021 | 42.05% |
| May 31, 2021 | 42.05% |
| April 30, 2021 | 42.05% |
| March 31, 2021 | 42.05% |
| February 28, 2021 | 42.05% |
| January 31, 2021 | 42.05% |
| December 31, 2020 | 42.05% |
| November 30, 2020 | 42.05% |
| October 31, 2020 | 42.05% |
| September 30, 2020 | 42.05% |
| August 31, 2020 | 42.05% |
| July 31, 2020 | 42.05% |
| Date | Value |
|---|---|
| June 30, 2020 | 42.05% |
| May 31, 2020 | 42.05% |
| April 30, 2020 | 42.05% |
| March 31, 2020 | 42.05% |
| February 29, 2020 | 26.96% |
| January 31, 2020 | 26.96% |
| December 31, 2019 | 26.96% |
| November 30, 2019 | 26.96% |
| October 31, 2019 | 26.96% |
| September 30, 2019 | 26.96% |
| August 31, 2019 | 26.96% |
| July 31, 2019 | 26.96% |
| June 30, 2019 | 26.96% |
| May 31, 2019 | 26.96% |
| April 30, 2019 | 26.96% |
| March 31, 2019 | 26.96% |
| February 28, 2019 | 26.96% |
| January 31, 2019 | 26.96% |
| December 31, 2018 | 26.96% |
| November 30, 2018 | 26.96% |
| October 31, 2018 | 26.96% |
| September 30, 2018 | 26.96% |
| August 31, 2018 | 26.96% |
| July 31, 2018 | 26.96% |
| June 30, 2018 | 26.96% |
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
26.96%
Minimum
Aug 2017
42.05%
Maximum
Mar 2020
34.25%
Average
26.96%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Franklin Mutual Financial Services R6 | 47.34% |
| PGIM Jennison Financial Services R | 44.54% |
| JHancock Regional Bank R6 | 51.90% |
| Rydex Banking H | 51.34% |
| T. Rowe Price Financial Services | 42.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.990 |
| Beta (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.53% |
| Historical Sharpe Ratio (5Y) | 0.3503 |
| Historical Sortino (5Y) | 0.3681 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.06% |