JPMorgan U.S. Applied Data Sci Val A (JIVAX)
27.54
-0.14 (-0.51%)
USD |
May 19 2022
JIVAX Max Drawdown (5Y): 38.92% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 38.92% |
March 31, 2022 | 38.92% |
February 28, 2022 | 38.92% |
January 31, 2022 | 38.92% |
December 31, 2021 | 38.92% |
November 30, 2021 | 38.92% |
October 31, 2021 | 38.92% |
September 30, 2021 | 38.92% |
August 31, 2021 | 38.92% |
July 31, 2021 | 38.92% |
June 30, 2021 | 38.92% |
May 31, 2021 | 38.92% |
April 30, 2021 | 38.92% |
March 31, 2021 | 38.92% |
February 28, 2021 | 38.92% |
January 31, 2021 | 38.92% |
December 31, 2020 | 38.92% |
November 30, 2020 | 38.92% |
October 31, 2020 | 38.92% |
September 30, 2020 | 38.92% |
August 31, 2020 | 38.92% |
July 31, 2020 | 38.92% |
June 30, 2020 | 38.92% |
May 31, 2020 | 38.92% |
April 30, 2020 | 38.92% |
Date | Value |
---|---|
March 31, 2020 | 38.92% |
February 29, 2020 | 22.36% |
January 31, 2020 | 22.36% |
December 31, 2019 | 22.36% |
November 30, 2019 | 22.36% |
October 31, 2019 | 22.36% |
September 30, 2019 | 22.36% |
August 31, 2019 | 22.36% |
July 31, 2019 | 22.36% |
June 30, 2019 | 22.36% |
May 31, 2019 | 22.36% |
April 30, 2019 | 22.36% |
March 31, 2019 | 22.36% |
February 28, 2019 | 22.36% |
January 31, 2019 | 22.36% |
December 31, 2018 | 22.36% |
November 30, 2018 | 22.36% |
October 31, 2018 | 22.36% |
September 30, 2018 | 22.36% |
August 31, 2018 | 22.36% |
July 31, 2018 | 22.36% |
June 30, 2018 | 22.36% |
May 31, 2018 | 22.36% |
April 30, 2018 | 22.36% |
March 31, 2018 | 22.36% |
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
22.36%
Minimum
May 2017
38.92%
Maximum
Mar 2020
29.54%
Average
22.36%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Optimum Large Cap Value A | 37.05% |
AB Value A | 40.69% |
PGIM Quant Solutions Large-Cap Val A | 48.12% |
MFS Blended Research Value Equity A | 38.74% |
Goldman Sachs Large Cap Value A | 36.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.519 |
Beta (5Y) | 0.9826 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.63% |
Historical Sharpe Ratio (5Y) | 0.5663 |
Historical Sortino (5Y) | 0.5559 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.31% |