JPMorgan High Yield Fund R2 (JHYZX)
6.50
0.00 (0.00%)
USD |
Feb 27 2026
JHYZX Max Drawdown (5Y): 14.18% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| MFS High Income Fund R2 | 15.83% |
| Lord Abbett High Yield Fund R2 | 17.87% |
| Victory High Yield Fund R | 18.04% |
| Virtus Newfleet High Yield Fund R6 | 13.76% |
| NYLI MacKay High Yield Corporate Bd Fd R2 | 11.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.339 |
| Beta (5Y) | 0.7423 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4432 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9498 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.85% |
| Historical Sharpe Ratio (5Y) | 0.1291 |
| Historical Sortino (5Y) | 0.1626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.84% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:JHYZX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:JHYZX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |