JHancock Small Cap Value I (JSCBX)
23.13
+0.38 (+1.67%)
USD |
Feb 24
JSCBX Max Drawdown (5Y): 45.29% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2021 | 45.29% |
| December 31, 2020 | 45.29% |
| November 30, 2020 | 45.29% |
| October 31, 2020 | 45.29% |
| September 30, 2020 | 45.29% |
| August 31, 2020 | 45.29% |
| July 31, 2020 | 45.29% |
| June 30, 2020 | 45.29% |
| May 31, 2020 | 45.29% |
| April 30, 2020 | 45.29% |
| March 31, 2020 | 45.29% |
| February 29, 2020 | 24.28% |
| January 31, 2020 | 24.28% |
| December 31, 2019 | 24.28% |
| November 30, 2019 | 24.28% |
| October 31, 2019 | 24.28% |
| September 30, 2019 | 24.28% |
| August 31, 2019 | 24.28% |
| July 31, 2019 | 24.28% |
| June 30, 2019 | 24.28% |
| May 31, 2019 | 24.28% |
| April 30, 2019 | 24.28% |
| March 31, 2019 | 24.28% |
| February 28, 2019 | 24.28% |
| January 31, 2019 | 24.28% |
| Date | Value |
|---|---|
| December 31, 2018 | 24.28% |
| November 30, 2018 | 17.65% |
| October 31, 2018 | 17.65% |
| September 30, 2018 | 17.65% |
| August 31, 2018 | 17.65% |
| July 31, 2018 | 17.65% |
| June 30, 2018 | 17.65% |
| May 31, 2018 | 17.65% |
| April 30, 2018 | 17.65% |
| March 31, 2018 | 17.65% |
| February 28, 2018 | 17.65% |
| January 31, 2018 | 17.65% |
| December 31, 2017 | 17.65% |
| November 30, 2017 | 17.65% |
| October 31, 2017 | 17.65% |
| September 30, 2017 | 17.65% |
| August 31, 2017 | 17.65% |
| July 31, 2017 | 17.65% |
| June 30, 2017 | 17.65% |
| May 31, 2017 | 17.65% |
| April 30, 2017 | 17.65% |
| March 31, 2017 | 17.65% |
| February 28, 2017 | 17.65% |
| January 31, 2017 | 17.65% |
| December 31, 2016 | 17.65% |
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
17.65%
Minimum
Sep 2016
45.29%
Maximum
Mar 2020
25.13%
Average
24.28%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| BMO Small-Cap Value I | 49.30% |
| MassMutual Select Small Company Val R5 | 47.97% |
| Columbia Small Cap Value I Inst2 | 48.08% |
| American Century Small Cap Value Y | 43.46% |
| Putnam Small Cap Value Y | 52.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.16 |
| Beta (5Y) | 1.198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.47% |
| Historical Sharpe Ratio (5Y) | 0.3545 |
| Historical Sortino (5Y) | 0.3719 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.03% |