JPMorgan Value Advantage R4 (JVAQX)
38.39
-0.01 (-0.03%)
USD |
May 24 2022
JVAQX Max Drawdown (5Y): 41.07% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.07% |
| March 31, 2022 | 41.07% |
| February 28, 2022 | 41.07% |
| January 31, 2022 | 41.07% |
| December 31, 2021 | 41.07% |
| November 30, 2021 | 41.07% |
| October 31, 2021 | 41.07% |
| September 30, 2021 | 41.07% |
| August 31, 2021 | 41.07% |
| July 31, 2021 | 41.07% |
| June 30, 2021 | 41.07% |
| May 31, 2021 | 41.07% |
| April 30, 2021 | 41.07% |
| March 31, 2021 | 41.07% |
| February 28, 2021 | 41.07% |
| January 31, 2021 | 41.07% |
| December 31, 2020 | 41.07% |
| November 30, 2020 | 41.07% |
| October 31, 2020 | 41.07% |
| September 30, 2020 | 41.07% |
| August 31, 2020 | 41.07% |
| July 31, 2020 | 41.07% |
| June 30, 2020 | 41.07% |
| May 31, 2020 | 41.07% |
| April 30, 2020 | 41.07% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.07% |
| February 29, 2020 | 19.07% |
| January 31, 2020 | 19.07% |
| December 31, 2019 | 19.07% |
| November 30, 2019 | 19.07% |
| October 31, 2019 | 19.07% |
| September 30, 2019 | 19.07% |
| August 31, 2019 | 19.07% |
| July 31, 2019 | 19.07% |
| June 30, 2019 | 19.07% |
| May 31, 2019 | 19.07% |
| April 30, 2019 | 19.07% |
| March 31, 2019 | 19.07% |
| February 28, 2019 | 19.07% |
| January 31, 2019 | 19.07% |
| December 31, 2018 | 19.07% |
| November 30, 2018 | 18.30% |
| October 31, 2018 | 18.30% |
| September 30, 2018 | 18.30% |
| August 31, 2018 | 18.30% |
| July 31, 2018 | 18.30% |
| June 30, 2018 | 18.30% |
| May 31, 2018 | 18.30% |
| April 30, 2018 | 18.30% |
| March 31, 2018 | 18.30% |
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
18.30%
Minimum
May 2017
41.07%
Maximum
Mar 2020
28.36%
Average
19.07%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan US Value R5 | 38.58% |
| Goldman Sachs Equity Income R | 35.14% |
| MassMutual Fundamental Value R4 | 41.35% |
| Delaware Growth and Income R6 | 37.29% |
| ClearBridge Large Cap Value R | 35.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.877 |
| Beta (5Y) | 0.9841 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.48% |
| Historical Sharpe Ratio (5Y) | 0.5331 |
| Historical Sortino (5Y) | 0.5047 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.38% |