Janus Henderson Small Cap Value S (JISCX)
21.99
-0.01 (-0.05%)
USD |
May 20 2022
JISCX Max Drawdown (5Y): 40.66% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.66% |
| March 31, 2022 | 40.66% |
| February 28, 2022 | 40.66% |
| January 31, 2022 | 40.66% |
| December 31, 2021 | 40.66% |
| November 30, 2021 | 40.66% |
| October 31, 2021 | 40.66% |
| September 30, 2021 | 40.66% |
| August 31, 2021 | 40.66% |
| July 31, 2021 | 40.66% |
| June 30, 2021 | 40.66% |
| May 31, 2021 | 40.66% |
| April 30, 2021 | 40.66% |
| March 31, 2021 | 40.66% |
| February 28, 2021 | 40.66% |
| January 31, 2021 | 40.66% |
| December 31, 2020 | 40.66% |
| November 30, 2020 | 40.66% |
| October 31, 2020 | 40.66% |
| September 30, 2020 | 40.66% |
| August 31, 2020 | 40.66% |
| July 31, 2020 | 40.66% |
| June 30, 2020 | 40.66% |
| May 31, 2020 | 40.66% |
| April 30, 2020 | 40.66% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.66% |
| February 29, 2020 | 21.47% |
| January 31, 2020 | 21.47% |
| December 31, 2019 | 21.47% |
| November 30, 2019 | 21.47% |
| October 31, 2019 | 21.47% |
| September 30, 2019 | 21.47% |
| August 31, 2019 | 21.47% |
| July 31, 2019 | 21.47% |
| June 30, 2019 | 21.47% |
| May 31, 2019 | 21.47% |
| April 30, 2019 | 21.47% |
| March 31, 2019 | 21.47% |
| February 28, 2019 | 21.47% |
| January 31, 2019 | 21.47% |
| December 31, 2018 | 21.47% |
| November 30, 2018 | 15.71% |
| October 31, 2018 | 15.71% |
| September 30, 2018 | 15.71% |
| August 31, 2018 | 15.71% |
| July 31, 2018 | 15.71% |
| June 30, 2018 | 15.71% |
| May 31, 2018 | 15.71% |
| April 30, 2018 | 15.71% |
| March 31, 2018 | 15.71% |
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
15.71%
Minimum
May 2017
40.66%
Maximum
Mar 2020
27.96%
Average
21.47%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Royce Opportunity Svc | 50.69% |
| Royce Special Equity Svc | 32.31% |
| Royce Small-Cap Value Service | 48.47% |
| VY® Columbia Small Cap Value II S | 49.19% |
| MassMutual Small Company Val Svc | 48.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.636 |
| Beta (5Y) | 0.9737 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.48% |
| Historical Sharpe Ratio (5Y) | 0.2211 |
| Historical Sortino (5Y) | 0.2342 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.92% |