JPMorgan Small Cap Growth C (OSGCX)
8.55
+0.34 (+4.14%)
USD |
Jun 24 2022
OSGCX Max Drawdown (5Y): 44.57% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 44.57% |
| April 30, 2022 | 40.14% |
| March 31, 2022 | 40.14% |
| February 28, 2022 | 40.14% |
| January 31, 2022 | 40.14% |
| December 31, 2021 | 40.14% |
| November 30, 2021 | 40.14% |
| October 31, 2021 | 40.14% |
| September 30, 2021 | 40.14% |
| August 31, 2021 | 40.14% |
| July 31, 2021 | 40.14% |
| June 30, 2021 | 40.14% |
| May 31, 2021 | 40.14% |
| April 30, 2021 | 40.14% |
| March 31, 2021 | 40.14% |
| February 28, 2021 | 40.14% |
| January 31, 2021 | 40.14% |
| December 31, 2020 | 40.14% |
| November 30, 2020 | 40.14% |
| October 31, 2020 | 40.14% |
| September 30, 2020 | 40.14% |
| August 31, 2020 | 40.14% |
| July 31, 2020 | 40.14% |
| June 30, 2020 | 40.14% |
| May 31, 2020 | 40.14% |
| Date | Value |
|---|---|
| April 30, 2020 | 40.14% |
| March 31, 2020 | 40.14% |
| February 29, 2020 | 34.74% |
| January 31, 2020 | 34.74% |
| December 31, 2019 | 34.74% |
| November 30, 2019 | 34.74% |
| October 31, 2019 | 34.74% |
| September 30, 2019 | 34.74% |
| August 31, 2019 | 34.74% |
| July 31, 2019 | 34.74% |
| June 30, 2019 | 34.74% |
| May 31, 2019 | 34.74% |
| April 30, 2019 | 34.74% |
| March 31, 2019 | 34.74% |
| February 28, 2019 | 34.74% |
| January 31, 2019 | 34.74% |
| December 31, 2018 | 34.74% |
| November 30, 2018 | 34.74% |
| October 31, 2018 | 34.74% |
| September 30, 2018 | 34.74% |
| August 31, 2018 | 34.74% |
| July 31, 2018 | 34.74% |
| June 30, 2018 | 34.74% |
| May 31, 2018 | 34.74% |
| April 30, 2018 | 34.74% |
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
34.74%
Minimum
Jun 2017
44.57%
Maximum
May 2022
37.25%
Average
34.74%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| Invesco Discovery C | 40.89% |
| JPMorgan Small Cap Blend C | 38.31% |
| AB Small Cap Growth C | 45.91% |
| Putnam Small Cap Growth C | 37.45% |
| Carillon Eagle Small Cap Growth C | 38.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.524 |
| Beta (5Y) | 1.240 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.29% |
| Historical Sharpe Ratio (5Y) | 0.4763 |
| Historical Sortino (5Y) | 0.5886 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.08% |