JPMorgan 100% US Tr Sec MM Inst (JTSXX)
1.00
0.00 (0.00%)
USD |
Mar 27 2023
JTSXX Max Drawdown (5Y): 0.00% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 0.00% |
| January 31, 2023 | 0.00% |
| December 31, 2022 | 0.00% |
| November 30, 2022 | 0.00% |
| October 31, 2022 | 0.00% |
| September 30, 2022 | 0.00% |
| August 31, 2022 | 0.00% |
| July 31, 2022 | 0.00% |
| June 30, 2022 | 0.00% |
| May 31, 2022 | 0.00% |
| April 30, 2022 | 0.00% |
| March 31, 2022 | 0.00% |
| February 28, 2022 | 0.00% |
| January 31, 2022 | 0.00% |
| December 31, 2021 | 0.00% |
| November 30, 2021 | 0.00% |
| October 31, 2021 | 0.00% |
| September 30, 2021 | 0.00% |
| August 31, 2021 | 0.00% |
| July 31, 2021 | 0.00% |
| June 30, 2021 | 0.00% |
| May 31, 2021 | 0.00% |
| April 30, 2021 | 0.00% |
| March 31, 2021 | 0.00% |
| February 28, 2021 | 0.00% |
| Date | Value |
|---|---|
| January 31, 2021 | 0.00% |
| December 31, 2020 | 0.00% |
| November 30, 2020 | 0.00% |
| October 31, 2020 | 0.00% |
| September 30, 2020 | 0.00% |
| August 31, 2020 | 0.00% |
| July 31, 2020 | 0.00% |
| June 30, 2020 | 0.00% |
| May 31, 2020 | 0.00% |
| April 30, 2020 | 0.00% |
| March 31, 2020 | 0.00% |
| February 29, 2020 | 0.00% |
| January 31, 2020 | 0.00% |
| December 31, 2019 | 0.00% |
| November 30, 2019 | 0.00% |
| October 31, 2019 | 0.00% |
| September 30, 2019 | 0.00% |
| August 31, 2019 | 0.00% |
| July 31, 2019 | 0.00% |
| June 30, 2019 | 0.00% |
| May 31, 2019 | 0.00% |
| April 30, 2019 | 0.00% |
| March 31, 2019 | 0.00% |
| February 28, 2019 | 0.00% |
| January 31, 2019 | 0.00% |
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
--
Minimum
Mar 2018
0.00%
Maximum
Sep 2020
0.00%
Average
0.00%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1416 |
| Beta (5Y) | 0.9158 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1416 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.33% |
| Historical Sharpe Ratio (5Y) | -0.3459 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | -0.00% |