JPMorgan Small Cap Growth L (JISGX)
20.76
+0.48 (+2.37%)
USD |
Aug 12 2022
JISGX Max Drawdown (5Y): 45.92% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 45.92% |
| June 30, 2022 | 45.92% |
| May 31, 2022 | 43.97% |
| April 30, 2022 | 40.11% |
| March 31, 2022 | 40.11% |
| February 28, 2022 | 40.11% |
| January 31, 2022 | 40.11% |
| December 31, 2021 | 40.11% |
| November 30, 2021 | 40.11% |
| October 31, 2021 | 40.11% |
| September 30, 2021 | 40.11% |
| August 31, 2021 | 40.11% |
| July 31, 2021 | 40.11% |
| June 30, 2021 | 40.11% |
| May 31, 2021 | 40.11% |
| April 30, 2021 | 40.11% |
| March 31, 2021 | 40.11% |
| February 28, 2021 | 40.11% |
| January 31, 2021 | 40.11% |
| December 31, 2020 | 40.11% |
| November 30, 2020 | 40.11% |
| October 31, 2020 | 40.11% |
| September 30, 2020 | 40.11% |
| August 31, 2020 | 40.11% |
| July 31, 2020 | 40.11% |
| Date | Value |
|---|---|
| June 30, 2020 | 40.11% |
| May 31, 2020 | 40.11% |
| April 30, 2020 | 40.11% |
| March 31, 2020 | 40.11% |
| February 29, 2020 | 34.32% |
| January 31, 2020 | 34.32% |
| December 31, 2019 | 34.32% |
| November 30, 2019 | 34.32% |
| October 31, 2019 | 34.32% |
| September 30, 2019 | 34.32% |
| August 31, 2019 | 34.32% |
| July 31, 2019 | 34.32% |
| June 30, 2019 | 34.32% |
| May 31, 2019 | 34.32% |
| April 30, 2019 | 34.32% |
| March 31, 2019 | 34.32% |
| February 28, 2019 | 34.32% |
| January 31, 2019 | 34.32% |
| December 31, 2018 | 34.32% |
| November 30, 2018 | 34.32% |
| October 31, 2018 | 34.32% |
| September 30, 2018 | 34.32% |
| August 31, 2018 | 34.32% |
| July 31, 2018 | 34.32% |
| June 30, 2018 | 34.32% |
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
34.32%
Minimum
Aug 2017
45.92%
Maximum
Jun 2022
37.38%
Average
34.32%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| JPMorgan Small Cap Blend R6 | 38.26% |
| Invesco Small Cap Growth R6 | 46.91% |
| Federated Hermes Kaufmann Small Cap R6 | 44.56% |
| Invesco Discovery R | 42.95% |
| Neuberger Berman Small Cap Growth R3 | 38.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.987 |
| Beta (5Y) | 1.219 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.52% |
| Historical Sharpe Ratio (5Y) | 0.5002 |
| Historical Sortino (5Y) | 0.6315 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.96% |