JHancock New Opportunities 1 (JISOX)
24.04
-0.07 (-0.29%)
USD |
Jun 29 2022
JISOX Max Drawdown (5Y): 41.33% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 41.33% |
| April 30, 2022 | 41.33% |
| March 31, 2022 | 41.33% |
| February 28, 2022 | 41.33% |
| January 31, 2022 | 41.33% |
| December 31, 2021 | 41.33% |
| November 30, 2021 | 41.33% |
| October 31, 2021 | 41.33% |
| September 30, 2021 | 41.33% |
| August 31, 2021 | 41.33% |
| July 31, 2021 | 41.33% |
| June 30, 2021 | 41.33% |
| May 31, 2021 | 41.33% |
| April 30, 2021 | 41.33% |
| March 31, 2021 | 41.33% |
| February 28, 2021 | 41.33% |
| January 31, 2021 | 41.33% |
| December 31, 2020 | 41.33% |
| November 30, 2020 | 41.33% |
| October 31, 2020 | 41.33% |
| September 30, 2020 | 41.33% |
| August 31, 2020 | 41.33% |
| July 31, 2020 | 41.33% |
| June 30, 2020 | 41.33% |
| May 31, 2020 | 41.33% |
| Date | Value |
|---|---|
| April 30, 2020 | 41.33% |
| March 31, 2020 | 41.33% |
| February 29, 2020 | 28.19% |
| January 31, 2020 | 28.19% |
| December 31, 2019 | 28.19% |
| November 30, 2019 | 28.19% |
| October 31, 2019 | 28.19% |
| September 30, 2019 | 28.19% |
| August 31, 2019 | 28.19% |
| July 31, 2019 | 28.19% |
| June 30, 2019 | 28.19% |
| May 31, 2019 | 28.19% |
| April 30, 2019 | 28.19% |
| March 31, 2019 | 28.19% |
| February 28, 2019 | 28.19% |
| January 31, 2019 | 28.19% |
| December 31, 2018 | 28.19% |
| November 30, 2018 | 24.46% |
| October 31, 2018 | 24.46% |
| September 30, 2018 | 24.46% |
| August 31, 2018 | 24.46% |
| July 31, 2018 | 24.46% |
| June 30, 2018 | 24.46% |
| May 31, 2018 | 24.46% |
| April 30, 2018 | 24.46% |
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
24.46%
Minimum
Jul 2017
41.33%
Maximum
Mar 2020
33.13%
Average
28.19%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PF Small-Cap Growth P | 41.69% |
| Chartwell Small Cap Growth | -- |
| Meridian Small Cap Growth Legacy | 40.79% |
| MassMutual Small Cap Gr Eq Adm | 38.61% |
| Hartford Small Cap Growth F | 40.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.900 |
| Beta (5Y) | 1.215 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.04% |
| Historical Sharpe Ratio (5Y) | 0.362 |
| Historical Sortino (5Y) | 0.4309 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.80% |