Janus Henderson Global Life Sciences A (JFNAX)
59.32
+0.58 (+0.99%)
USD |
Jun 29 2022
JFNAX Max Drawdown (5Y): 27.39% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 27.39% |
April 30, 2022 | 27.39% |
March 31, 2022 | 27.39% |
February 28, 2022 | 27.39% |
January 31, 2022 | 27.39% |
December 31, 2021 | 27.39% |
November 30, 2021 | 27.39% |
October 31, 2021 | 27.39% |
September 30, 2021 | 27.39% |
August 31, 2021 | 28.56% |
July 31, 2021 | 28.56% |
June 30, 2021 | 28.56% |
May 31, 2021 | 28.56% |
April 30, 2021 | 28.56% |
March 31, 2021 | 28.56% |
February 28, 2021 | 28.56% |
January 31, 2021 | 28.56% |
December 31, 2020 | 28.80% |
November 30, 2020 | 30.83% |
October 31, 2020 | 30.83% |
September 30, 2020 | 30.83% |
August 31, 2020 | 30.83% |
July 31, 2020 | 30.83% |
June 30, 2020 | 30.83% |
May 31, 2020 | 30.83% |
Date | Value |
---|---|
April 30, 2020 | 30.83% |
March 31, 2020 | 30.83% |
February 29, 2020 | 30.83% |
January 31, 2020 | 30.83% |
December 31, 2019 | 30.83% |
November 30, 2019 | 30.83% |
October 31, 2019 | 30.83% |
September 30, 2019 | 30.83% |
August 31, 2019 | 30.83% |
July 31, 2019 | 30.83% |
June 30, 2019 | 30.83% |
May 31, 2019 | 30.83% |
April 30, 2019 | 30.83% |
March 31, 2019 | 30.83% |
February 28, 2019 | 30.83% |
January 31, 2019 | 30.83% |
December 31, 2018 | 30.83% |
November 30, 2018 | 30.83% |
October 31, 2018 | 30.83% |
September 30, 2018 | 30.83% |
August 31, 2018 | 30.83% |
July 31, 2018 | 30.83% |
June 30, 2018 | 30.83% |
May 31, 2018 | 30.83% |
April 30, 2018 | 30.83% |
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
27.39%
Minimum
Sep 2021
30.83%
Maximum
Jun 2017
29.98%
Average
30.83%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Delaware Healthcare A | 25.62% |
Virtus Health Sciences A | 28.01% |
Hartford Healthcare A | 28.52% |
BlackRock Health Sciences Opps Inv A | 28.36% |
DWS Health and Wellness A | 27.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.452 |
Beta (5Y) | 0.8601 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.13% |
Historical Sharpe Ratio (5Y) | 0.6292 |
Historical Sortino (5Y) | 0.8328 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.51% |