JPMorgan US Small Company R5 (JUSYX)
15.95
+0.01 (+0.06%)
USD |
May 19 2022
JUSYX Max Drawdown (5Y): 42.50% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.50% |
| March 31, 2022 | 42.50% |
| February 28, 2022 | 42.50% |
| January 31, 2022 | 42.50% |
| December 31, 2021 | 42.50% |
| November 30, 2021 | 42.50% |
| October 31, 2021 | 42.50% |
| September 30, 2021 | 42.50% |
| August 31, 2021 | 42.50% |
| July 31, 2021 | 42.50% |
| June 30, 2021 | 42.50% |
| May 31, 2021 | 42.50% |
| April 30, 2021 | 42.50% |
| March 31, 2021 | 42.50% |
| February 28, 2021 | 42.50% |
| January 31, 2021 | 42.50% |
| December 31, 2020 | 42.50% |
| November 30, 2020 | 42.50% |
| October 31, 2020 | 42.50% |
| September 30, 2020 | 42.50% |
| August 31, 2020 | 42.50% |
| July 31, 2020 | 42.50% |
| June 30, 2020 | 42.50% |
| May 31, 2020 | 42.50% |
| April 30, 2020 | 42.50% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.50% |
| February 29, 2020 | 25.94% |
| January 31, 2020 | 25.94% |
| December 31, 2019 | 25.94% |
| November 30, 2019 | 25.94% |
| October 31, 2019 | 25.94% |
| September 30, 2019 | 25.94% |
| August 31, 2019 | 25.94% |
| July 31, 2019 | 25.94% |
| June 30, 2019 | 25.94% |
| May 31, 2019 | 25.94% |
| April 30, 2019 | 25.94% |
| March 31, 2019 | 25.94% |
| February 28, 2019 | 25.94% |
| January 31, 2019 | 25.94% |
| December 31, 2018 | 25.94% |
| November 30, 2018 | 23.48% |
| October 31, 2018 | 23.48% |
| September 30, 2018 | 23.48% |
| August 31, 2018 | 23.48% |
| July 31, 2018 | 23.48% |
| June 30, 2018 | 23.48% |
| May 31, 2018 | 23.48% |
| April 30, 2018 | 23.48% |
| March 31, 2018 | 23.48% |
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
23.48%
Minimum
May 2017
42.50%
Maximum
Mar 2020
32.34%
Average
25.94%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Century Small Company R | 46.02% |
| MM Russell 2000® Small Cap Index R5 | 41.92% |
| Voya Small Company Port R6 | 43.13% |
| Voya Small Company R | 43.16% |
| JPMorgan Small Cap Sustainable Ldrs R4 | 47.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.946 |
| Beta (5Y) | 1.140 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.41% |
| Historical Sharpe Ratio (5Y) | 0.3808 |
| Historical Sortino (5Y) | 0.4196 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.62% |