JPMorgan Diversified L (JPDVX)
13.71
+0.08 (+0.59%)
USD |
Jul 01 2022
JPDVX Max Drawdown (5Y): 25.95% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 25.95% |
| May 31, 2022 | 25.95% |
| April 30, 2022 | 25.95% |
| March 31, 2022 | 25.95% |
| February 28, 2022 | 25.95% |
| January 31, 2022 | 25.95% |
| December 31, 2021 | 25.95% |
| November 30, 2021 | 25.95% |
| October 31, 2021 | 25.95% |
| September 30, 2021 | 25.95% |
| August 31, 2021 | 25.95% |
| July 31, 2021 | 25.95% |
| June 30, 2021 | 25.95% |
| May 31, 2021 | 25.95% |
| April 30, 2021 | 25.95% |
| March 31, 2021 | 25.95% |
| February 28, 2021 | 25.95% |
| January 31, 2021 | 25.95% |
| December 31, 2020 | 25.95% |
| November 30, 2020 | 25.95% |
| October 31, 2020 | 25.95% |
| September 30, 2020 | 25.95% |
| August 31, 2020 | 25.95% |
| July 31, 2020 | 25.95% |
| June 30, 2020 | 25.95% |
| Date | Value |
|---|---|
| May 31, 2020 | 25.95% |
| April 30, 2020 | 25.95% |
| March 31, 2020 | 25.95% |
| February 29, 2020 | 15.08% |
| January 31, 2020 | 15.08% |
| December 31, 2019 | 15.08% |
| November 30, 2019 | 15.08% |
| October 31, 2019 | 15.08% |
| September 30, 2019 | 15.08% |
| August 31, 2019 | 15.08% |
| July 31, 2019 | 15.08% |
| June 30, 2019 | 15.08% |
| May 31, 2019 | 15.08% |
| April 30, 2019 | 15.08% |
| March 31, 2019 | 15.08% |
| February 28, 2019 | 15.08% |
| January 31, 2019 | 15.08% |
| December 31, 2018 | 15.08% |
| November 30, 2018 | 13.70% |
| October 31, 2018 | 13.70% |
| September 30, 2018 | 13.70% |
| August 31, 2018 | 13.70% |
| July 31, 2018 | 13.70% |
| June 30, 2018 | 13.70% |
| May 31, 2018 | 13.70% |
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
13.70%
Minimum
Jul 2017
25.95%
Maximum
Mar 2020
19.76%
Average
15.08%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Funds American Balanced R1 | 22.35% |
| PGIM Balanced R | 26.56% |
| George Putnam Balanced R | 23.01% |
| JHancock Multimanager Lifestyle Bal R6 | 25.00% |
| BlackRock Dynamic High Income K | 29.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.051 |
| Beta (5Y) | 0.6891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.12% |
| Historical Sharpe Ratio (5Y) | 0.4442 |
| Historical Sortino (5Y) | 0.4443 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.00% |