JPMorgan U.S. Applied Data Sci Val I (JPIVX)
27.57
+0.76 (+2.83%)
USD |
Jun 24 2022
JPIVX Max Drawdown (5Y): 38.90% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 38.90% |
April 30, 2022 | 38.90% |
March 31, 2022 | 38.90% |
February 28, 2022 | 38.90% |
January 31, 2022 | 38.90% |
December 31, 2021 | 38.90% |
November 30, 2021 | 38.90% |
October 31, 2021 | 38.90% |
September 30, 2021 | 38.90% |
August 31, 2021 | 38.90% |
July 31, 2021 | 38.90% |
June 30, 2021 | 38.90% |
May 31, 2021 | 38.90% |
April 30, 2021 | 38.90% |
March 31, 2021 | 38.90% |
February 28, 2021 | 38.90% |
January 31, 2021 | 38.90% |
December 31, 2020 | 38.90% |
November 30, 2020 | 38.90% |
October 31, 2020 | 38.90% |
September 30, 2020 | 38.90% |
August 31, 2020 | 38.90% |
July 31, 2020 | 38.90% |
June 30, 2020 | 38.90% |
May 31, 2020 | 38.90% |
Date | Value |
---|---|
April 30, 2020 | 38.90% |
March 31, 2020 | 38.90% |
February 29, 2020 | 22.26% |
January 31, 2020 | 22.26% |
December 31, 2019 | 22.26% |
November 30, 2019 | 22.26% |
October 31, 2019 | 22.26% |
September 30, 2019 | 22.26% |
August 31, 2019 | 22.26% |
July 31, 2019 | 22.26% |
June 30, 2019 | 22.26% |
May 31, 2019 | 22.26% |
April 30, 2019 | 22.26% |
March 31, 2019 | 22.26% |
February 28, 2019 | 22.26% |
January 31, 2019 | 22.26% |
December 31, 2018 | 22.26% |
November 30, 2018 | 22.26% |
October 31, 2018 | 22.26% |
September 30, 2018 | 22.26% |
August 31, 2018 | 22.26% |
July 31, 2018 | 22.26% |
June 30, 2018 | 22.26% |
May 31, 2018 | 22.26% |
April 30, 2018 | 22.26% |
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
22.26%
Minimum
Jun 2017
38.90%
Maximum
Mar 2020
29.75%
Average
22.26%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.421 |
Beta (5Y) | 0.9812 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.86% |
Historical Sharpe Ratio (5Y) | 0.6033 |
Historical Sortino (5Y) | 0.6083 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.03% |