JHancock Multi-Index Lifestyle Bal R6 (JIBRX)
11.33
+0.16 (+1.43%)
USD |
Aug 10 2022
JIBRX Max Drawdown (5Y): 25.37% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 25.37% |
| June 30, 2022 | 25.37% |
| May 31, 2022 | 25.37% |
| April 30, 2022 | 25.37% |
| March 31, 2022 | 25.37% |
| February 28, 2022 | 25.37% |
| January 31, 2022 | 25.37% |
| December 31, 2021 | 25.37% |
| November 30, 2021 | 25.37% |
| October 31, 2021 | 25.37% |
| September 30, 2021 | 25.37% |
| August 31, 2021 | 25.37% |
| July 31, 2021 | 25.37% |
| June 30, 2021 | 25.37% |
| May 31, 2021 | 25.37% |
| April 30, 2021 | 25.37% |
| March 31, 2021 | 25.37% |
| February 28, 2021 | 25.37% |
| January 31, 2021 | 25.37% |
| December 31, 2020 | 25.37% |
| November 30, 2020 | 25.37% |
| October 31, 2020 | 25.37% |
| September 30, 2020 | 25.37% |
| August 31, 2020 | 25.37% |
| July 31, 2020 | 25.37% |
| Date | Value |
|---|---|
| June 30, 2020 | 25.37% |
| May 31, 2020 | 25.37% |
| April 30, 2020 | 25.37% |
| March 31, 2020 | 25.37% |
| February 29, 2020 | 12.28% |
| January 31, 2020 | 12.28% |
| December 31, 2019 | 12.28% |
| November 30, 2019 | 12.28% |
| October 31, 2019 | 12.28% |
| September 30, 2019 | 12.28% |
| August 31, 2019 | 12.28% |
| July 31, 2019 | 12.28% |
| June 30, 2019 | 12.28% |
| May 31, 2019 | 12.28% |
| April 30, 2019 | 12.28% |
| March 31, 2019 | 12.28% |
| February 28, 2019 | 12.28% |
| January 31, 2019 | 12.28% |
| December 31, 2018 | 12.28% |
| November 30, 2018 | 12.28% |
| October 31, 2018 | 12.28% |
| September 30, 2018 | 12.28% |
| August 31, 2018 | 12.28% |
| July 31, 2018 | 12.28% |
| June 30, 2018 | 12.28% |
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
12.28%
Minimum
Aug 2017
25.37%
Maximum
Mar 2020
18.60%
Average
12.28%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| BlackRock Sustainable Balanced R | 24.60% |
| Principal SAM Balanced R3 | 25.28% |
| American Funds Moderate Gr & Inc R-5 | 23.11% |
| Russell Inv LifePoints Balanced Strat R4 | 26.40% |
| JHancock Balanced R4 | 20.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.141 |
| Beta (5Y) | 0.6452 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.55% |
| Historical Sharpe Ratio (5Y) | 0.4115 |
| Historical Sortino (5Y) | 0.4001 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.10% |