JPMorgan Small Cap Equity C (JSECX)
27.42
+0.31 (+1.14%)
USD |
Jul 01 2022
JSECX Max Drawdown (5Y): 41.71% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 41.71% |
| May 31, 2022 | 41.71% |
| April 30, 2022 | 41.71% |
| March 31, 2022 | 41.71% |
| February 28, 2022 | 41.71% |
| January 31, 2022 | 41.71% |
| December 31, 2021 | 41.71% |
| November 30, 2021 | 41.71% |
| October 31, 2021 | 41.71% |
| September 30, 2021 | 41.71% |
| August 31, 2021 | 41.71% |
| July 31, 2021 | 41.71% |
| June 30, 2021 | 41.71% |
| May 31, 2021 | 41.71% |
| April 30, 2021 | 41.71% |
| March 31, 2021 | 41.71% |
| February 28, 2021 | 41.71% |
| January 31, 2021 | 41.71% |
| December 31, 2020 | 41.71% |
| November 30, 2020 | 41.71% |
| October 31, 2020 | 41.71% |
| September 30, 2020 | 41.71% |
| August 31, 2020 | 41.71% |
| July 31, 2020 | 41.71% |
| June 30, 2020 | 41.71% |
| Date | Value |
|---|---|
| May 31, 2020 | 41.71% |
| April 30, 2020 | 41.71% |
| March 31, 2020 | 41.71% |
| February 29, 2020 | 24.24% |
| January 31, 2020 | 24.24% |
| December 31, 2019 | 24.24% |
| November 30, 2019 | 24.24% |
| October 31, 2019 | 24.24% |
| September 30, 2019 | 24.24% |
| August 31, 2019 | 24.24% |
| July 31, 2019 | 24.24% |
| June 30, 2019 | 24.24% |
| May 31, 2019 | 24.24% |
| April 30, 2019 | 24.24% |
| March 31, 2019 | 24.24% |
| February 28, 2019 | 24.24% |
| January 31, 2019 | 24.24% |
| December 31, 2018 | 24.24% |
| November 30, 2018 | 18.62% |
| October 31, 2018 | 18.62% |
| September 30, 2018 | 18.62% |
| August 31, 2018 | 18.62% |
| July 31, 2018 | 18.62% |
| June 30, 2018 | 18.62% |
| May 31, 2018 | 18.62% |
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
18.62%
Minimum
Jul 2017
41.71%
Maximum
Mar 2020
30.80%
Average
24.24%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Invesco Small Cap Equity C | 41.71% |
| Delaware Small Cap Core C | 40.21% |
| Calvert Small-Cap C | 36.33% |
| JPMorgan US Small Company C | 43.32% |
| Fidelity Advisor® Stock Selector Sm Cp C | 38.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.194 |
| Beta (5Y) | 1.080 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.01% |
| Historical Sharpe Ratio (5Y) | 0.3225 |
| Historical Sortino (5Y) | 0.328 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.08% |