Janus Henderson Small-Mid Cap Value I (JVSIX)
13.89
+0.05 (+0.36%)
USD |
Jan 27 2023
JVSIX Max Drawdown (5Y): 39.82% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
December 31, 2022 | 39.82% |
November 30, 2022 | 39.82% |
October 31, 2022 | 39.82% |
September 30, 2022 | 39.82% |
August 31, 2022 | 39.82% |
July 31, 2022 | 39.82% |
June 30, 2022 | 39.82% |
May 31, 2022 | 39.82% |
April 30, 2022 | 39.82% |
March 31, 2022 | 39.82% |
February 28, 2022 | 39.82% |
January 31, 2022 | 39.82% |
December 31, 2021 | 39.82% |
November 30, 2021 | 39.82% |
October 31, 2021 | 39.82% |
September 30, 2021 | 39.82% |
August 31, 2021 | 39.82% |
July 31, 2021 | 39.82% |
June 30, 2021 | 39.82% |
May 31, 2021 | 39.82% |
April 30, 2021 | 39.82% |
March 31, 2021 | 39.82% |
February 28, 2021 | 39.82% |
January 31, 2021 | 39.82% |
December 31, 2020 | 39.82% |
Date | Value |
---|---|
November 30, 2020 | 39.82% |
October 31, 2020 | 39.82% |
September 30, 2020 | 39.82% |
August 31, 2020 | 39.82% |
July 31, 2020 | 39.82% |
June 30, 2020 | 39.82% |
May 31, 2020 | 39.82% |
April 30, 2020 | 39.82% |
March 31, 2020 | 39.82% |
February 29, 2020 | 17.41% |
January 31, 2020 | 17.41% |
December 31, 2019 | 17.41% |
November 30, 2019 | 17.41% |
October 31, 2019 | 17.41% |
September 30, 2019 | 17.41% |
August 31, 2019 | 17.41% |
July 31, 2019 | 17.41% |
June 30, 2019 | 17.41% |
May 31, 2019 | 17.41% |
April 30, 2019 | 17.41% |
March 31, 2019 | 17.41% |
February 28, 2019 | 17.41% |
January 31, 2019 | 17.41% |
December 31, 2018 | 17.41% |
November 30, 2018 | 12.95% |
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
12.95%
Minimum
Jan 2018
39.82%
Maximum
Mar 2020
29.29%
Average
39.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.233 |
Beta (5Y) | 0.9642 |
Alpha (vs YCharts Benchmark) (5Y) | -2.990 |
Beta (vs YCharts Benchmark) (5Y) | 0.9042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.88% |
Historical Sharpe Ratio (5Y) | 0.2305 |
Historical Sortino (5Y) | 0.2506 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.32% |