Janus Henderson Triton S (JGMIX)
25.15
+0.84 (+3.46%)
USD |
May 13 2022
JGMIX Max Drawdown (5Y): 39.75% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.75% |
| March 31, 2022 | 39.75% |
| February 28, 2022 | 39.75% |
| January 31, 2022 | 39.75% |
| December 31, 2021 | 39.75% |
| November 30, 2021 | 39.75% |
| October 31, 2021 | 39.75% |
| September 30, 2021 | 39.75% |
| August 31, 2021 | 39.75% |
| July 31, 2021 | 39.75% |
| June 30, 2021 | 39.75% |
| May 31, 2021 | 39.75% |
| April 30, 2021 | 39.75% |
| March 31, 2021 | 39.75% |
| February 28, 2021 | 39.75% |
| January 31, 2021 | 39.75% |
| December 31, 2020 | 39.75% |
| November 30, 2020 | 39.75% |
| October 31, 2020 | 39.75% |
| September 30, 2020 | 39.75% |
| August 31, 2020 | 39.75% |
| July 31, 2020 | 39.75% |
| June 30, 2020 | 39.75% |
| May 31, 2020 | 39.75% |
| April 30, 2020 | 39.75% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.75% |
| February 29, 2020 | 25.77% |
| January 31, 2020 | 25.77% |
| December 31, 2019 | 25.77% |
| November 30, 2019 | 25.77% |
| October 31, 2019 | 25.77% |
| September 30, 2019 | 25.77% |
| August 31, 2019 | 25.77% |
| July 31, 2019 | 25.77% |
| June 30, 2019 | 25.77% |
| May 31, 2019 | 25.77% |
| April 30, 2019 | 25.77% |
| March 31, 2019 | 25.77% |
| February 28, 2019 | 25.77% |
| January 31, 2019 | 25.77% |
| December 31, 2018 | 25.77% |
| November 30, 2018 | 22.25% |
| October 31, 2018 | 22.25% |
| September 30, 2018 | 22.25% |
| August 31, 2018 | 22.25% |
| July 31, 2018 | 22.25% |
| June 30, 2018 | 22.25% |
| May 31, 2018 | 22.25% |
| April 30, 2018 | 22.25% |
| March 31, 2018 | 22.25% |
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
22.25%
Minimum
May 2017
39.75%
Maximum
Mar 2020
30.71%
Average
25.77%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Janus Henderson Venture S | 36.85% |
| Nationwide Small Company Growth InSvc | 36.56% |
| DWS Small Cap Growth S | 41.14% |
| Royce Smaller-Companies Growth Svc | 41.61% |
| Meridian Growth Institutional | 40.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.862 |
| Beta (5Y) | 1.139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.58% |
| Historical Sharpe Ratio (5Y) | 0.4812 |
| Historical Sortino (5Y) | 0.5198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.92% |