JPMorgan Equity Focus C (JPFCX)
27.42
-0.02 (-0.07%)
USD |
Jun 27 2022
JPFCX Max Drawdown (5Y): 37.06% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 37.06% |
| April 30, 2022 | 37.06% |
| March 31, 2022 | 37.06% |
| February 28, 2022 | 37.06% |
| January 31, 2022 | 37.06% |
| December 31, 2021 | 37.06% |
| November 30, 2021 | 37.06% |
| October 31, 2021 | 37.06% |
| September 30, 2021 | 37.06% |
| August 31, 2021 | 37.06% |
| July 31, 2021 | 37.06% |
| June 30, 2021 | 37.06% |
| May 31, 2021 | 37.06% |
| April 30, 2021 | 37.06% |
| March 31, 2021 | 37.06% |
| February 28, 2021 | 37.06% |
| January 31, 2021 | 37.06% |
| December 31, 2020 | 37.06% |
| November 30, 2020 | 37.06% |
| October 31, 2020 | 37.06% |
| September 30, 2020 | 37.06% |
| August 31, 2020 | 37.06% |
| July 31, 2020 | 37.06% |
| June 30, 2020 | 37.06% |
| May 31, 2020 | 37.06% |
| Date | Value |
|---|---|
| April 30, 2020 | 37.06% |
| March 31, 2020 | 37.06% |
| February 29, 2020 | 19.98% |
| January 31, 2020 | 19.98% |
| December 31, 2019 | 19.98% |
| November 30, 2019 | 19.98% |
| October 31, 2019 | 19.98% |
| September 30, 2019 | 19.98% |
| August 31, 2019 | 19.98% |
| July 31, 2019 | 19.98% |
| June 30, 2019 | 19.98% |
| May 31, 2019 | 19.98% |
| April 30, 2019 | 19.98% |
| March 31, 2019 | 19.98% |
| February 28, 2019 | 19.98% |
| January 31, 2019 | 19.98% |
| December 31, 2018 | 19.98% |
| November 30, 2018 | 17.33% |
| October 31, 2018 | 17.33% |
| September 30, 2018 | 17.33% |
| August 31, 2018 | 17.33% |
| July 31, 2018 | 17.33% |
| June 30, 2018 | 17.33% |
| May 31, 2018 | 17.33% |
| April 30, 2018 | 17.33% |
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
17.33%
Minimum
Jun 2017
37.06%
Maximum
Mar 2020
26.87%
Average
19.98%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| DWS Equity Sector Strategy Fund Class C | 29.72% |
| Rydex S&P 500 C | 34.10% |
| Allspring Index C | 34.00% |
| Crossmark Steward ValFcs LrgCp EnhIdxC | 37.62% |
| Russell Inv Multifactor US Equity C | 36.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0242 |
| Beta (5Y) | 1.027 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.73% |
| Historical Sharpe Ratio (5Y) | 0.7689 |
| Historical Sortino (5Y) | 0.7494 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.23% |