JPMorgan US GARP Equity Fund R5 (JGIRX)

86.77 -0.40 (-0.46%) USD  |  Dec 13 2024
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JGIRX Max Drawdown (5Y): 31.33% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Invesco American Franchise Fund R6 38.26%
Allspring Large Cap Growth Fund R6 36.38%
American Century Growth Fund R 35.35%
MFS Growth Fund R2 36.39%
JPMorgan Growth Advantage Fund R5 34.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.449
Beta (5Y) 1.055
Alpha (vs YCharts Benchmark) (5Y) 0.3682
Beta (vs YCharts Benchmark) (5Y) 0.9487
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.96%
Historical Sharpe Ratio (5Y) 0.7893
Historical Sortino (5Y) 0.999
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.49%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:JGIRX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:JGIRX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.