Janus Henderson Research Fund I (JRAIX)
80.49
-0.47
(-0.58%)
USD |
May 05 2025
JRAIX Max Drawdown (5Y): 36.35% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Gabelli Growth Fund I | 42.23% |
| Alger Capital Appreciation Fund Z | 41.10% |
| Federated Hermes Kaufmann Large Cap Fund Inst | 36.81% |
| Praxis Growth Index Fund I | 32.26% |
| AB Large Cap Growth Fund I | 33.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.721 |
| Beta (5Y) | 1.131 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.416 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9844 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.19% |
| Historical Sharpe Ratio (5Y) | 0.6729 |
| Historical Sortino (5Y) | 0.9786 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.79% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:JRAIX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:JRAIX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |