JHancock Seaport Long/Short C (JSFTX)
10.18
+0.01 (+0.10%)
USD |
Jul 05 2022
JSFTX Max Drawdown (5Y): 16.01% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 16.01% |
| May 31, 2022 | 16.01% |
| April 30, 2022 | 16.01% |
| March 31, 2022 | 16.01% |
| February 28, 2022 | 16.01% |
| January 31, 2022 | 16.01% |
| December 31, 2021 | 16.01% |
| November 30, 2021 | 16.01% |
| October 31, 2021 | 16.01% |
| September 30, 2021 | 16.01% |
| August 31, 2021 | 16.01% |
| July 31, 2021 | 16.01% |
| June 30, 2021 | 16.01% |
| May 31, 2021 | 16.01% |
| April 30, 2021 | 16.01% |
| March 31, 2021 | 16.01% |
| February 28, 2021 | 16.01% |
| January 31, 2021 | 16.01% |
| December 31, 2020 | 16.01% |
| November 30, 2020 | 16.01% |
| October 31, 2020 | 16.01% |
| September 30, 2020 | 16.01% |
| August 31, 2020 | 16.01% |
| July 31, 2020 | 16.01% |
| June 30, 2020 | 16.01% |
| Date | Value |
|---|---|
| May 31, 2020 | 16.01% |
| April 30, 2020 | 16.01% |
| March 31, 2020 | 16.01% |
| February 29, 2020 | 14.40% |
| January 31, 2020 | 14.40% |
| December 31, 2019 | 14.40% |
| November 30, 2019 | 14.40% |
| October 31, 2019 | 14.40% |
| September 30, 2019 | 14.40% |
| August 31, 2019 | 14.40% |
| July 31, 2019 | 14.40% |
| June 30, 2019 | 14.40% |
| May 31, 2019 | 14.40% |
| April 30, 2019 | 14.40% |
| March 31, 2019 | 14.40% |
| February 28, 2019 | 14.40% |
| January 31, 2019 | 14.40% |
| December 31, 2018 | 14.40% |
| November 30, 2018 | 14.40% |
| October 31, 2018 | 14.40% |
| September 30, 2018 | 14.40% |
| August 31, 2018 | 14.40% |
| July 31, 2018 | 14.40% |
| June 30, 2018 | 14.40% |
| May 31, 2018 | 14.40% |
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
14.40%
Minimum
Jul 2017
16.01%
Maximum
Mar 2020
15.16%
Average
14.40%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Nuveen Equity Long/Short C | 29.94% |
| JPMorgan Opportunistic Equity L/S C | 18.62% |
| MFS Managed Wealth C | 6.73% |
| Neuberger Berman Long Short C | 14.86% |
| Guggenheim Alpha Opportunity C | 29.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.932 |
| Beta (5Y) | 0.4182 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.00% |
| Historical Sharpe Ratio (5Y) | 0.1912 |
| Historical Sortino (5Y) | 0.2195 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.82% |