Jensen Quality Value I (JNVIX)
15.74
+0.16 (+1.03%)
USD |
Mar 21 2023
JNVIX Max Drawdown (5Y): 34.49% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 34.49% |
| January 31, 2023 | 34.49% |
| December 31, 2022 | 34.49% |
| November 30, 2022 | 34.49% |
| October 31, 2022 | 34.49% |
| September 30, 2022 | 34.49% |
| August 31, 2022 | 34.49% |
| July 31, 2022 | 34.49% |
| June 30, 2022 | 34.49% |
| May 31, 2022 | 34.49% |
| April 30, 2022 | 34.49% |
| March 31, 2022 | 34.49% |
| February 28, 2022 | 34.49% |
| January 31, 2022 | 34.49% |
| December 31, 2021 | 34.49% |
| November 30, 2021 | 34.49% |
| October 31, 2021 | 34.49% |
| September 30, 2021 | 34.49% |
| August 31, 2021 | 34.49% |
| July 31, 2021 | 34.49% |
| June 30, 2021 | 34.49% |
| May 31, 2021 | 34.49% |
| April 30, 2021 | 34.49% |
| March 31, 2021 | 34.49% |
| February 28, 2021 | 34.49% |
| Date | Value |
|---|---|
| January 31, 2021 | 34.49% |
| December 31, 2020 | 34.49% |
| November 30, 2020 | 34.49% |
| October 31, 2020 | 34.49% |
| September 30, 2020 | 34.49% |
| August 31, 2020 | 34.49% |
| July 31, 2020 | 34.49% |
| June 30, 2020 | 34.49% |
| May 31, 2020 | 34.49% |
| April 30, 2020 | 34.49% |
| March 31, 2020 | 34.49% |
| February 29, 2020 | 20.54% |
| January 31, 2020 | 20.54% |
| December 31, 2019 | 20.54% |
| November 30, 2019 | 20.54% |
| October 31, 2019 | 20.54% |
| September 30, 2019 | 20.54% |
| August 31, 2019 | 20.54% |
| July 31, 2019 | 20.54% |
| June 30, 2019 | 20.54% |
| May 31, 2019 | 20.54% |
| April 30, 2019 | 20.54% |
| March 31, 2019 | 20.54% |
| February 28, 2019 | 20.54% |
| January 31, 2019 | 20.54% |
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
20.54%
Minimum
Mar 2018
34.49%
Maximum
Mar 2020
28.91%
Average
34.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SEI Mid-Cap F (SIMT) | 42.21% |
| Cambiar SMID Institutional | 41.94% |
| Hartford Schroders US MidCap Opps Y | 40.69% |
| Victory RS Investors Y | 40.90% |
| BNY Mellon Active MidCap I | 41.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9323 |
| Beta (5Y) | 0.9754 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4528 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8705 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.73% |
| Historical Sharpe Ratio (5Y) | 0.4736 |
| Historical Sortino (5Y) | 0.5643 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.56% |