JHancock Multimanager Lifestyle Bal R2 (JQLBX)
13.73
+0.13 (+0.96%)
USD |
Aug 12 2022
JQLBX Max Drawdown (5Y): 25.02% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 25.02% |
June 30, 2022 | 25.02% |
May 31, 2022 | 25.02% |
April 30, 2022 | 25.02% |
March 31, 2022 | 25.02% |
February 28, 2022 | 25.02% |
January 31, 2022 | 25.02% |
December 31, 2021 | 25.02% |
November 30, 2021 | 25.02% |
October 31, 2021 | 25.02% |
September 30, 2021 | 25.02% |
August 31, 2021 | 25.02% |
July 31, 2021 | 25.02% |
June 30, 2021 | 25.02% |
May 31, 2021 | 25.02% |
April 30, 2021 | 25.02% |
March 31, 2021 | 25.02% |
February 28, 2021 | 25.02% |
January 31, 2021 | 25.02% |
December 31, 2020 | 25.02% |
November 30, 2020 | 25.02% |
October 31, 2020 | 25.02% |
September 30, 2020 | 25.02% |
August 31, 2020 | 25.02% |
July 31, 2020 | 25.02% |
Date | Value |
---|---|
June 30, 2020 | 25.02% |
May 31, 2020 | 25.02% |
April 30, 2020 | 25.02% |
March 31, 2020 | 25.02% |
February 29, 2020 | 14.00% |
January 31, 2020 | 14.00% |
December 31, 2019 | 14.00% |
November 30, 2019 | 14.00% |
October 31, 2019 | 14.00% |
September 30, 2019 | 14.00% |
August 31, 2019 | 14.00% |
July 31, 2019 | 14.00% |
June 30, 2019 | 14.00% |
May 31, 2019 | 14.00% |
April 30, 2019 | 14.00% |
March 31, 2019 | 14.00% |
February 28, 2019 | 14.00% |
January 31, 2019 | 14.00% |
December 31, 2018 | 14.00% |
November 30, 2018 | 14.00% |
October 31, 2018 | 14.00% |
September 30, 2018 | 14.00% |
August 31, 2018 | 14.00% |
July 31, 2018 | 14.00% |
June 30, 2018 | 14.00% |
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
14.00%
Minimum
Aug 2017
25.02%
Maximum
Mar 2020
19.33%
Average
14.00%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.538 |
Beta (5Y) | 0.649 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.67% |
Historical Sharpe Ratio (5Y) | 0.3814 |
Historical Sortino (5Y) | 0.3828 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.25% |