JHancock Small Cap Value R6 (JSCCX)
20.01
+0.67 (+3.46%)
USD |
Jun 24 2022
JSCCX Max Drawdown (5Y): 45.26% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 45.26% |
| April 30, 2022 | 45.26% |
| March 31, 2022 | 45.26% |
| February 28, 2022 | 45.26% |
| January 31, 2022 | 45.26% |
| December 31, 2021 | 45.26% |
| November 30, 2021 | 45.26% |
| October 31, 2021 | 45.26% |
| September 30, 2021 | 45.26% |
| August 31, 2021 | 45.26% |
| July 31, 2021 | 45.26% |
| June 30, 2021 | 45.26% |
| May 31, 2021 | 45.26% |
| April 30, 2021 | 45.26% |
| March 31, 2021 | 45.26% |
| February 28, 2021 | 45.26% |
| January 31, 2021 | 45.26% |
| December 31, 2020 | 45.26% |
| November 30, 2020 | 45.26% |
| October 31, 2020 | 45.26% |
| September 30, 2020 | 45.26% |
| August 31, 2020 | 45.26% |
| July 31, 2020 | 45.26% |
| June 30, 2020 | 45.26% |
| May 31, 2020 | 45.26% |
| Date | Value |
|---|---|
| April 30, 2020 | 45.26% |
| March 31, 2020 | 45.26% |
| February 29, 2020 | 24.21% |
| January 31, 2020 | 24.21% |
| December 31, 2019 | 24.21% |
| November 30, 2019 | 24.21% |
| October 31, 2019 | 24.21% |
| September 30, 2019 | 24.21% |
| August 31, 2019 | 24.21% |
| July 31, 2019 | 24.21% |
| June 30, 2019 | 24.21% |
| May 31, 2019 | 24.21% |
| April 30, 2019 | 24.21% |
| March 31, 2019 | 24.21% |
| February 28, 2019 | 24.21% |
| January 31, 2019 | 24.21% |
| December 31, 2018 | 24.21% |
| November 30, 2018 | 17.63% |
| October 31, 2018 | 17.63% |
| September 30, 2018 | 17.63% |
| August 31, 2018 | 17.63% |
| July 31, 2018 | 17.63% |
| June 30, 2018 | 17.63% |
| May 31, 2018 | 17.63% |
| April 30, 2018 | 17.63% |
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
17.63%
Minimum
Jun 2017
45.26%
Maximum
Mar 2020
31.71%
Average
24.21%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| VY® Columbia Small Cap Value II R6 | 49.00% |
| Invesco Small Cap Value R | 57.79% |
| Delaware Small Cap Value R | 46.51% |
| Putnam Small Cap Value R6 | 52.41% |
| Goldman Sachs Small Cp Val Insghts R | 47.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.880 |
| Beta (5Y) | 1.062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.53% |
| Historical Sharpe Ratio (5Y) | 0.3271 |
| Historical Sortino (5Y) | 0.3464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.03% |