JPMorgan U.S. Applied Data Sci Val R2 (JIVZX)
25.44
+0.17 (+0.67%)
USD |
Mar 27 2023
JIVZX Max Drawdown (5Y): 38.94% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 38.94% |
| January 31, 2023 | 38.94% |
| December 31, 2022 | 38.94% |
| November 30, 2022 | 38.94% |
| October 31, 2022 | 38.94% |
| September 30, 2022 | 38.94% |
| August 31, 2022 | 38.94% |
| July 31, 2022 | 38.94% |
| June 30, 2022 | 38.94% |
| May 31, 2022 | 38.94% |
| April 30, 2022 | 38.94% |
| March 31, 2022 | 38.94% |
| February 28, 2022 | 38.94% |
| January 31, 2022 | 38.94% |
| December 31, 2021 | 38.94% |
| November 30, 2021 | 38.94% |
| October 31, 2021 | 38.94% |
| September 30, 2021 | 38.94% |
| August 31, 2021 | 38.94% |
| July 31, 2021 | 38.94% |
| June 30, 2021 | 38.94% |
| May 31, 2021 | 38.94% |
| April 30, 2021 | 38.94% |
| March 31, 2021 | 38.94% |
| February 28, 2021 | 38.94% |
| Date | Value |
|---|---|
| January 31, 2021 | 38.94% |
| December 31, 2020 | 38.94% |
| November 30, 2020 | 38.94% |
| October 31, 2020 | 38.94% |
| September 30, 2020 | 38.94% |
| August 31, 2020 | 38.94% |
| July 31, 2020 | 38.94% |
| June 30, 2020 | 38.94% |
| May 31, 2020 | 38.94% |
| April 30, 2020 | 38.94% |
| March 31, 2020 | 38.94% |
| February 29, 2020 | 22.47% |
| January 31, 2020 | 22.47% |
| December 31, 2019 | 22.47% |
| November 30, 2019 | 22.47% |
| October 31, 2019 | 22.47% |
| September 30, 2019 | 22.47% |
| August 31, 2019 | 22.47% |
| July 31, 2019 | 22.47% |
| June 30, 2019 | 22.47% |
| May 31, 2019 | 22.47% |
| April 30, 2019 | 22.47% |
| March 31, 2019 | 22.47% |
| February 28, 2019 | 22.47% |
| January 31, 2019 | 22.47% |
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
22.47%
Minimum
Mar 2018
38.94%
Maximum
Mar 2020
32.35%
Average
38.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BlackRock Advantage Large Cap Val R | 37.16% |
| Goldman Sachs Large Cap Value R | 36.99% |
| Goldman Sachs Focused Value R6 | 36.13% |
| AB Value K | 40.90% |
| Columbia Integrated Large Cap Val R | 37.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.739 |
| Beta (5Y) | 0.9575 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2435 |
| Beta (vs YCharts Benchmark) (5Y) | 1.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.84% |
| Historical Sharpe Ratio (5Y) | 0.3709 |
| Historical Sortino (5Y) | 0.3996 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.89% |