Janus Henderson Small Cap Value T (JSCVX)
22.38
-0.13 (-0.58%)
USD |
May 24 2022
JSCVX Max Drawdown (5Y): 40.59% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.59% |
| March 31, 2022 | 40.59% |
| February 28, 2022 | 40.59% |
| January 31, 2022 | 40.59% |
| December 31, 2021 | 40.59% |
| November 30, 2021 | 40.59% |
| October 31, 2021 | 40.59% |
| September 30, 2021 | 40.59% |
| August 31, 2021 | 40.59% |
| July 31, 2021 | 40.59% |
| June 30, 2021 | 40.59% |
| May 31, 2021 | 40.59% |
| April 30, 2021 | 40.59% |
| March 31, 2021 | 40.59% |
| February 28, 2021 | 40.59% |
| January 31, 2021 | 40.59% |
| December 31, 2020 | 40.59% |
| November 30, 2020 | 40.59% |
| October 31, 2020 | 40.59% |
| September 30, 2020 | 40.59% |
| August 31, 2020 | 40.59% |
| July 31, 2020 | 40.59% |
| June 30, 2020 | 40.59% |
| May 31, 2020 | 40.59% |
| April 30, 2020 | 40.59% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.59% |
| February 29, 2020 | 21.38% |
| January 31, 2020 | 21.38% |
| December 31, 2019 | 21.38% |
| November 30, 2019 | 21.38% |
| October 31, 2019 | 21.38% |
| September 30, 2019 | 21.38% |
| August 31, 2019 | 21.38% |
| July 31, 2019 | 21.38% |
| June 30, 2019 | 21.38% |
| May 31, 2019 | 21.38% |
| April 30, 2019 | 21.38% |
| March 31, 2019 | 21.38% |
| February 28, 2019 | 21.38% |
| January 31, 2019 | 21.38% |
| December 31, 2018 | 21.38% |
| November 30, 2018 | 15.55% |
| October 31, 2018 | 15.55% |
| September 30, 2018 | 15.55% |
| August 31, 2018 | 15.55% |
| July 31, 2018 | 15.55% |
| June 30, 2018 | 15.55% |
| May 31, 2018 | 15.55% |
| April 30, 2018 | 15.55% |
| March 31, 2018 | 15.55% |
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
15.55%
Minimum
May 2017
40.59%
Maximum
Mar 2020
27.86%
Average
21.38%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.375 |
| Beta (5Y) | 0.974 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.48% |
| Historical Sharpe Ratio (5Y) | 0.2343 |
| Historical Sortino (5Y) | 0.2478 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.92% |