Janus Henderson Mid Cap Value S (JMVIX)
17.97
-0.18 (-0.99%)
USD |
Apr 20
JMVIX Max Drawdown (5Y): 40.23% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2021 | 40.23% |
| February 28, 2021 | 40.23% |
| January 31, 2021 | 40.23% |
| December 31, 2020 | 40.23% |
| November 30, 2020 | 40.23% |
| October 31, 2020 | 40.23% |
| September 30, 2020 | 40.23% |
| August 31, 2020 | 40.23% |
| July 31, 2020 | 40.23% |
| June 30, 2020 | 40.23% |
| May 31, 2020 | 40.23% |
| April 30, 2020 | 40.23% |
| March 31, 2020 | 40.23% |
| February 29, 2020 | 20.55% |
| January 31, 2020 | 20.55% |
| December 31, 2019 | 20.55% |
| November 30, 2019 | 20.55% |
| October 31, 2019 | 20.55% |
| September 30, 2019 | 20.55% |
| August 31, 2019 | 20.55% |
| July 31, 2019 | 20.55% |
| June 30, 2019 | 20.55% |
| May 31, 2019 | 20.55% |
| April 30, 2019 | 20.55% |
| March 31, 2019 | 20.55% |
| Date | Value |
|---|---|
| February 28, 2019 | 20.55% |
| January 31, 2019 | 20.55% |
| December 31, 2018 | 20.55% |
| November 30, 2018 | 15.16% |
| October 31, 2018 | 15.16% |
| September 30, 2018 | 15.16% |
| August 31, 2018 | 15.16% |
| July 31, 2018 | 15.16% |
| June 30, 2018 | 15.16% |
| May 31, 2018 | 15.16% |
| April 30, 2018 | 15.16% |
| March 31, 2018 | 15.16% |
| February 28, 2018 | 15.16% |
| January 31, 2018 | 15.16% |
| December 31, 2017 | 15.16% |
| November 30, 2017 | 15.16% |
| October 31, 2017 | 15.16% |
| September 30, 2017 | 15.16% |
| August 31, 2017 | 15.16% |
| July 31, 2017 | 15.16% |
| June 30, 2017 | 15.16% |
| May 31, 2017 | 15.16% |
| April 30, 2017 | 15.16% |
| March 31, 2017 | 15.16% |
| February 28, 2017 | 15.16% |
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
15.16%
Minimum
Sep 2016
40.23%
Maximum
Mar 2020
22.39%
Average
20.55%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.011 |
| Beta (5Y) | 1.019 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.72% |
| Historical Sharpe Ratio (5Y) | 0.5357 |
| Historical Sortino (5Y) | 0.4571 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.19% |