JPMorgan Small Cap Value A (PSOAX)
25.19
+0.77 (+3.15%)
USD |
May 17 2022
PSOAX Max Drawdown (5Y): 46.78% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 46.78% |
| March 31, 2022 | 46.78% |
| February 28, 2022 | 46.78% |
| January 31, 2022 | 46.78% |
| December 31, 2021 | 46.78% |
| November 30, 2021 | 46.78% |
| October 31, 2021 | 46.78% |
| September 30, 2021 | 46.78% |
| August 31, 2021 | 46.78% |
| July 31, 2021 | 46.78% |
| June 30, 2021 | 46.78% |
| May 31, 2021 | 46.78% |
| April 30, 2021 | 46.78% |
| March 31, 2021 | 46.78% |
| February 28, 2021 | 46.78% |
| January 31, 2021 | 46.78% |
| December 31, 2020 | 46.78% |
| November 30, 2020 | 46.78% |
| October 31, 2020 | 46.78% |
| September 30, 2020 | 46.78% |
| August 31, 2020 | 46.78% |
| July 31, 2020 | 46.78% |
| June 30, 2020 | 46.78% |
| May 31, 2020 | 46.78% |
| April 30, 2020 | 46.78% |
| Date | Value |
|---|---|
| March 31, 2020 | 46.78% |
| February 29, 2020 | 25.55% |
| January 31, 2020 | 25.55% |
| December 31, 2019 | 25.55% |
| November 30, 2019 | 25.55% |
| October 31, 2019 | 25.55% |
| September 30, 2019 | 25.55% |
| August 31, 2019 | 25.55% |
| July 31, 2019 | 25.55% |
| June 30, 2019 | 25.55% |
| May 31, 2019 | 25.55% |
| April 30, 2019 | 25.55% |
| March 31, 2019 | 25.55% |
| February 28, 2019 | 25.55% |
| January 31, 2019 | 25.55% |
| December 31, 2018 | 25.55% |
| November 30, 2018 | 21.35% |
| October 31, 2018 | 21.35% |
| September 30, 2018 | 21.35% |
| August 31, 2018 | 21.35% |
| July 31, 2018 | 21.35% |
| June 30, 2018 | 21.35% |
| May 31, 2018 | 21.35% |
| April 30, 2018 | 21.35% |
| March 31, 2018 | 21.35% |
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
21.35%
Minimum
May 2017
46.78%
Maximum
Mar 2020
33.42%
Average
25.55%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Victory Sycamore Small Company Opp A | 39.70% |
| Nuveen Small Cap Value A | 54.01% |
| Putnam Small Cap Value A | 52.74% |
| American Century Small Cap Value A | 43.54% |
| Goldman Sachs Small Cp Val Insghts A | 47.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.271 |
| Beta (5Y) | 1.131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.08% |
| Historical Sharpe Ratio (5Y) | 0.3182 |
| Historical Sortino (5Y) | 0.3543 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.16% |