Janus Henderson Mid Cap Value C (JMVCX)
15.19
-0.03 (-0.20%)
USD |
May 20 2022
JMVCX Max Drawdown (5Y): 40.30% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.30% |
| March 31, 2022 | 40.30% |
| February 28, 2022 | 40.30% |
| January 31, 2022 | 40.30% |
| December 31, 2021 | 40.30% |
| November 30, 2021 | 40.30% |
| October 31, 2021 | 40.30% |
| September 30, 2021 | 40.30% |
| August 31, 2021 | 40.30% |
| July 31, 2021 | 40.30% |
| June 30, 2021 | 40.30% |
| May 31, 2021 | 40.30% |
| April 30, 2021 | 40.30% |
| March 31, 2021 | 40.30% |
| February 28, 2021 | 40.30% |
| January 31, 2021 | 40.30% |
| December 31, 2020 | 40.30% |
| November 30, 2020 | 40.30% |
| October 31, 2020 | 40.30% |
| September 30, 2020 | 40.30% |
| August 31, 2020 | 40.30% |
| July 31, 2020 | 40.30% |
| June 30, 2020 | 40.30% |
| May 31, 2020 | 40.30% |
| April 30, 2020 | 40.30% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.30% |
| February 29, 2020 | 20.69% |
| January 31, 2020 | 20.69% |
| December 31, 2019 | 20.69% |
| November 30, 2019 | 20.69% |
| October 31, 2019 | 20.69% |
| September 30, 2019 | 20.69% |
| August 31, 2019 | 20.69% |
| July 31, 2019 | 20.69% |
| June 30, 2019 | 20.69% |
| May 31, 2019 | 20.69% |
| April 30, 2019 | 20.69% |
| March 31, 2019 | 20.69% |
| February 28, 2019 | 20.69% |
| January 31, 2019 | 20.69% |
| December 31, 2018 | 20.69% |
| November 30, 2018 | 15.42% |
| October 31, 2018 | 15.42% |
| September 30, 2018 | 15.42% |
| August 31, 2018 | 15.42% |
| July 31, 2018 | 15.42% |
| June 30, 2018 | 15.42% |
| May 31, 2018 | 15.42% |
| April 30, 2018 | 15.42% |
| March 31, 2018 | 15.42% |
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
15.42%
Minimum
May 2017
40.30%
Maximum
Mar 2020
27.52%
Average
20.69%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Sterling Capital Mid Value C | 45.67% |
| Pioneer Mid Cap Value C | 43.31% |
| Hotchkis & Wiley Mid-Cap Value C | 63.76% |
| PGIM Quant Solutions Mid-Cap Val C | 57.50% |
| Nuveen Mid Cap Value C | 44.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.212 |
| Beta (5Y) | 0.9358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.93% |
| Historical Sharpe Ratio (5Y) | 0.3292 |
| Historical Sortino (5Y) | 0.2997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.44% |