Janus Henderson Mid Cap Value D (JNMCX)
15.43
+0.29 (+1.92%)
USD |
May 13 2022
JNMCX Max Drawdown (5Y): 40.21% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.21% |
| March 31, 2022 | 40.21% |
| February 28, 2022 | 40.21% |
| January 31, 2022 | 40.21% |
| December 31, 2021 | 40.21% |
| November 30, 2021 | 40.21% |
| October 31, 2021 | 40.21% |
| September 30, 2021 | 40.21% |
| August 31, 2021 | 40.21% |
| July 31, 2021 | 40.21% |
| June 30, 2021 | 40.21% |
| May 31, 2021 | 40.21% |
| April 30, 2021 | 40.21% |
| March 31, 2021 | 40.21% |
| February 28, 2021 | 40.21% |
| January 31, 2021 | 40.21% |
| December 31, 2020 | 40.21% |
| November 30, 2020 | 40.21% |
| October 31, 2020 | 40.21% |
| September 30, 2020 | 40.21% |
| August 31, 2020 | 40.21% |
| July 31, 2020 | 40.21% |
| June 30, 2020 | 40.21% |
| May 31, 2020 | 40.21% |
| April 30, 2020 | 40.21% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.21% |
| February 29, 2020 | 20.52% |
| January 31, 2020 | 20.52% |
| December 31, 2019 | 20.52% |
| November 30, 2019 | 20.52% |
| October 31, 2019 | 20.52% |
| September 30, 2019 | 20.52% |
| August 31, 2019 | 20.52% |
| July 31, 2019 | 20.52% |
| June 30, 2019 | 20.52% |
| May 31, 2019 | 20.52% |
| April 30, 2019 | 20.52% |
| March 31, 2019 | 20.52% |
| February 28, 2019 | 20.52% |
| January 31, 2019 | 20.52% |
| December 31, 2018 | 20.52% |
| November 30, 2018 | 14.97% |
| October 31, 2018 | 14.97% |
| September 30, 2018 | 14.97% |
| August 31, 2018 | 14.97% |
| July 31, 2018 | 14.97% |
| June 30, 2018 | 14.97% |
| May 31, 2018 | 14.97% |
| April 30, 2018 | 14.97% |
| March 31, 2018 | 14.97% |
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
14.97%
Minimum
May 2017
40.21%
Maximum
Mar 2020
27.30%
Average
20.52%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Janus Henderson Small-Mid Cap Value D | 39.75% |
| Janus Henderson VIT Mid Cap Value Instl | 39.82% |
| MFS Mid Cap Value R3 | 42.77% |
| Ariel Appreciation Investor | 42.58% |
| Pioneer Mid Cap Value A | 42.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.209 |
| Beta (5Y) | 0.9356 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.94% |
| Historical Sharpe Ratio (5Y) | 0.3824 |
| Historical Sortino (5Y) | 0.3458 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.39% |