Janus Henderson Global Research S (JWGRX)
84.89
-0.32 (-0.38%)
USD |
May 16 2022
JWGRX Max Drawdown (5Y): 34.79% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 34.79% |
| March 31, 2022 | 34.79% |
| February 28, 2022 | 34.79% |
| January 31, 2022 | 34.79% |
| December 31, 2021 | 34.79% |
| November 30, 2021 | 34.79% |
| October 31, 2021 | 34.79% |
| September 30, 2021 | 34.79% |
| August 31, 2021 | 34.79% |
| July 31, 2021 | 34.79% |
| June 30, 2021 | 34.79% |
| May 31, 2021 | 34.79% |
| April 30, 2021 | 34.79% |
| March 31, 2021 | 34.79% |
| February 28, 2021 | 34.79% |
| January 31, 2021 | 34.79% |
| December 31, 2020 | 34.79% |
| November 30, 2020 | 34.79% |
| October 31, 2020 | 34.79% |
| September 30, 2020 | 34.79% |
| August 31, 2020 | 34.79% |
| July 31, 2020 | 34.79% |
| June 30, 2020 | 34.79% |
| May 31, 2020 | 34.79% |
| April 30, 2020 | 34.79% |
| Date | Value |
|---|---|
| March 31, 2020 | 34.79% |
| February 29, 2020 | 24.32% |
| January 31, 2020 | 24.32% |
| December 31, 2019 | 24.32% |
| November 30, 2019 | 24.32% |
| October 31, 2019 | 24.32% |
| September 30, 2019 | 24.32% |
| August 31, 2019 | 24.32% |
| July 31, 2019 | 24.32% |
| June 30, 2019 | 24.32% |
| May 31, 2019 | 24.32% |
| April 30, 2019 | 24.32% |
| March 31, 2019 | 24.32% |
| February 28, 2019 | 24.32% |
| January 31, 2019 | 24.32% |
| December 31, 2018 | 24.32% |
| November 30, 2018 | 24.32% |
| October 31, 2018 | 24.32% |
| September 30, 2018 | 24.32% |
| August 31, 2018 | 24.32% |
| July 31, 2018 | 24.32% |
| June 30, 2018 | 24.32% |
| May 31, 2018 | 24.32% |
| April 30, 2018 | 24.32% |
| March 31, 2018 | 24.32% |
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
24.32%
Minimum
May 2017
34.79%
Maximum
Mar 2020
28.86%
Average
24.32%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Janus Henderson VIT Global Rsrch Svc | 34.82% |
| Fidelity Advisor® Worldwide I | 31.52% |
| VY® Invesco Oppenheimer Global S2 | 33.98% |
| American Funds New Perspective 529E | 32.34% |
| Calamos Global Equity A | 31.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.942 |
| Beta (5Y) | 1.033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.00% |
| Historical Sharpe Ratio (5Y) | 0.5849 |
| Historical Sortino (5Y) | 0.5742 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.94% |