JPMorgan SMID Cap Equity A (PECAX)
15.10
+0.19 (+1.27%)
USD |
Jul 01 2022
PECAX Max Drawdown (5Y): 41.36% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 41.36% |
| May 31, 2022 | 41.36% |
| April 30, 2022 | 41.36% |
| March 31, 2022 | 41.36% |
| February 28, 2022 | 41.36% |
| January 31, 2022 | 41.36% |
| December 31, 2021 | 41.36% |
| November 30, 2021 | 41.36% |
| October 31, 2021 | 41.36% |
| September 30, 2021 | 41.36% |
| August 31, 2021 | 41.36% |
| July 31, 2021 | 41.36% |
| June 30, 2021 | 41.36% |
| May 31, 2021 | 41.36% |
| April 30, 2021 | 41.36% |
| March 31, 2021 | 41.36% |
| February 28, 2021 | 41.36% |
| January 31, 2021 | 41.36% |
| December 31, 2020 | 41.36% |
| November 30, 2020 | 41.36% |
| October 31, 2020 | 41.36% |
| September 30, 2020 | 41.36% |
| August 31, 2020 | 41.36% |
| July 31, 2020 | 41.36% |
| June 30, 2020 | 41.36% |
| Date | Value |
|---|---|
| May 31, 2020 | 41.36% |
| April 30, 2020 | 41.36% |
| March 31, 2020 | 41.36% |
| February 29, 2020 | 22.25% |
| January 31, 2020 | 22.25% |
| December 31, 2019 | 22.25% |
| November 30, 2019 | 22.25% |
| October 31, 2019 | 22.25% |
| September 30, 2019 | 22.25% |
| August 31, 2019 | 22.25% |
| July 31, 2019 | 22.25% |
| June 30, 2019 | 22.25% |
| May 31, 2019 | 22.25% |
| April 30, 2019 | 22.25% |
| March 31, 2019 | 22.25% |
| February 28, 2019 | 22.25% |
| January 31, 2019 | 22.25% |
| December 31, 2018 | 22.25% |
| November 30, 2018 | 22.25% |
| October 31, 2018 | 22.25% |
| September 30, 2018 | 22.25% |
| August 31, 2018 | 22.25% |
| July 31, 2018 | 22.25% |
| June 30, 2018 | 22.25% |
| May 31, 2018 | 22.25% |
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
22.25%
Minimum
Jul 2017
41.36%
Maximum
Mar 2020
31.17%
Average
22.25%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Touchstone Mid Cap A | 35.57% |
| Calvert Mid-Cap A | 37.47% |
| Goldman Sachs Mid Cap Value A | 42.62% |
| Timothy Plan Large/Mid Cap Value A | 37.34% |
| BNY Mellon Active MidCap A | 42.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.374 |
| Beta (5Y) | 1.070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.03% |
| Historical Sharpe Ratio (5Y) | 0.3138 |
| Historical Sortino (5Y) | 0.3114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.51% |