JPMorgan Small Cap Growth R2 (JSGZX)
15.29
-0.40 (-2.55%)
USD |
Aug 19 2022
JSGZX Max Drawdown (5Y): 46.40% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 46.40% |
| June 30, 2022 | 46.40% |
| May 31, 2022 | 44.40% |
| April 30, 2022 | 40.19% |
| March 31, 2022 | 40.19% |
| February 28, 2022 | 40.19% |
| January 31, 2022 | 40.19% |
| December 31, 2021 | 40.19% |
| November 30, 2021 | 40.19% |
| October 31, 2021 | 40.19% |
| September 30, 2021 | 40.19% |
| August 31, 2021 | 40.19% |
| July 31, 2021 | 40.19% |
| June 30, 2021 | 40.19% |
| May 31, 2021 | 40.19% |
| April 30, 2021 | 40.19% |
| March 31, 2021 | 40.19% |
| February 28, 2021 | 40.19% |
| January 31, 2021 | 40.19% |
| December 31, 2020 | 40.19% |
| November 30, 2020 | 40.19% |
| October 31, 2020 | 40.19% |
| September 30, 2020 | 40.19% |
| August 31, 2020 | 40.19% |
| July 31, 2020 | 40.19% |
| Date | Value |
|---|---|
| June 30, 2020 | 40.19% |
| May 31, 2020 | 40.19% |
| April 30, 2020 | 40.19% |
| March 31, 2020 | 40.19% |
| February 29, 2020 | 34.60% |
| January 31, 2020 | 34.60% |
| December 31, 2019 | 34.60% |
| November 30, 2019 | 34.60% |
| October 31, 2019 | 34.60% |
| September 30, 2019 | 34.60% |
| August 31, 2019 | 34.60% |
| July 31, 2019 | 34.60% |
| June 30, 2019 | 34.60% |
| May 31, 2019 | 34.60% |
| April 30, 2019 | 34.60% |
| March 31, 2019 | 34.60% |
| February 28, 2019 | 34.60% |
| January 31, 2019 | 34.60% |
| December 31, 2018 | 34.60% |
| November 30, 2018 | 34.60% |
| October 31, 2018 | 34.60% |
| September 30, 2018 | 34.60% |
| August 31, 2018 | 34.60% |
| July 31, 2018 | 34.60% |
| June 30, 2018 | 34.60% |
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
34.60%
Minimum
Aug 2017
46.40%
Maximum
Jun 2022
37.58%
Average
34.60%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Invesco Discovery R | 42.95% |
| Neuberger Berman Small Cap Growth R6 | 37.71% |
| Calamos Timpani Small Cap Growth R6 | 47.04% |
| ClearBridge Small Cap Growth R | 41.19% |
| Invesco Small Cap Growth R | 47.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.705 |
| Beta (5Y) | 1.218 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.51% |
| Historical Sharpe Ratio (5Y) | 0.4737 |
| Historical Sortino (5Y) | 0.5977 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.01% |