JPMorgan US Small Company C (JTUCX)
13.25
+0.10 (+0.76%)
USD |
Jun 23 2022
JTUCX Max Drawdown (5Y): 43.32% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 43.32% |
| April 30, 2022 | 43.32% |
| March 31, 2022 | 43.32% |
| February 28, 2022 | 43.32% |
| January 31, 2022 | 43.32% |
| December 31, 2021 | 43.32% |
| November 30, 2021 | 43.32% |
| October 31, 2021 | 43.32% |
| September 30, 2021 | 43.32% |
| August 31, 2021 | 43.32% |
| July 31, 2021 | 43.32% |
| June 30, 2021 | 43.32% |
| May 31, 2021 | 43.32% |
| April 30, 2021 | 43.32% |
| March 31, 2021 | 43.32% |
| February 28, 2021 | 43.32% |
| January 31, 2021 | 43.32% |
| December 31, 2020 | 43.32% |
| November 30, 2020 | 43.32% |
| October 31, 2020 | 43.32% |
| September 30, 2020 | 43.32% |
| August 31, 2020 | 43.32% |
| July 31, 2020 | 43.32% |
| June 30, 2020 | 43.32% |
| May 31, 2020 | 43.32% |
| Date | Value |
|---|---|
| April 30, 2020 | 43.32% |
| March 31, 2020 | 43.32% |
| February 29, 2020 | 26.14% |
| January 31, 2020 | 26.14% |
| December 31, 2019 | 26.14% |
| November 30, 2019 | 26.14% |
| October 31, 2019 | 26.14% |
| September 30, 2019 | 26.14% |
| August 31, 2019 | 26.14% |
| July 31, 2019 | 26.14% |
| June 30, 2019 | 26.14% |
| May 31, 2019 | 26.14% |
| April 30, 2019 | 26.14% |
| March 31, 2019 | 26.14% |
| February 28, 2019 | 26.14% |
| January 31, 2019 | 26.14% |
| December 31, 2018 | 26.14% |
| November 30, 2018 | 23.96% |
| October 31, 2018 | 23.96% |
| September 30, 2018 | 23.96% |
| August 31, 2018 | 23.96% |
| July 31, 2018 | 23.96% |
| June 30, 2018 | 23.96% |
| May 31, 2018 | 23.96% |
| April 30, 2018 | 23.96% |
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
23.96%
Minimum
Jun 2017
43.32%
Maximum
Mar 2020
33.22%
Average
26.14%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Fidelity Advisor® Stock Selector Sm Cp C | 38.52% |
| Principal SmallCap C | 42.49% |
| JPMorgan Small Cap Equity C | 41.71% |
| Delaware Small Cap Core C | 40.21% |
| Federated Hermes MDT Small Cap Core C | 49.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.783 |
| Beta (5Y) | 1.138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.77% |
| Historical Sharpe Ratio (5Y) | 0.3667 |
| Historical Sortino (5Y) | 0.415 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.31% |