JHancock Balanced A (SVBAX)
22.89
+0.40 (+1.78%)
USD |
Jun 24 2022
SVBAX Max Drawdown (5Y): 21.00% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 21.00% |
April 30, 2022 | 21.00% |
March 31, 2022 | 21.00% |
February 28, 2022 | 21.00% |
January 31, 2022 | 21.00% |
December 31, 2021 | 21.00% |
November 30, 2021 | 21.00% |
October 31, 2021 | 21.00% |
September 30, 2021 | 21.00% |
August 31, 2021 | 21.00% |
July 31, 2021 | 21.00% |
June 30, 2021 | 21.00% |
May 31, 2021 | 21.00% |
April 30, 2021 | 21.00% |
March 31, 2021 | 21.00% |
February 28, 2021 | 21.00% |
January 31, 2021 | 21.00% |
December 31, 2020 | 21.00% |
November 30, 2020 | 21.00% |
October 31, 2020 | 21.00% |
September 30, 2020 | 21.00% |
August 31, 2020 | 21.00% |
July 31, 2020 | 21.00% |
June 30, 2020 | 21.00% |
May 31, 2020 | 21.00% |
Date | Value |
---|---|
April 30, 2020 | 21.00% |
March 31, 2020 | 21.00% |
February 29, 2020 | 13.27% |
January 31, 2020 | 13.27% |
December 31, 2019 | 13.27% |
November 30, 2019 | 13.27% |
October 31, 2019 | 13.27% |
September 30, 2019 | 13.27% |
August 31, 2019 | 13.27% |
July 31, 2019 | 13.27% |
June 30, 2019 | 13.27% |
May 31, 2019 | 13.27% |
April 30, 2019 | 13.27% |
March 31, 2019 | 13.27% |
February 28, 2019 | 13.27% |
January 31, 2019 | 13.27% |
December 31, 2018 | 13.27% |
November 30, 2018 | 12.15% |
October 31, 2018 | 12.15% |
September 30, 2018 | 12.15% |
August 31, 2018 | 12.15% |
July 31, 2018 | 12.15% |
June 30, 2018 | 12.15% |
May 31, 2018 | 12.15% |
April 30, 2018 | 12.15% |
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
12.15%
Minimum
Jun 2017
21.00%
Maximum
Mar 2020
16.41%
Average
13.27%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
George Putnam Balanced A | 23.00% |
American Funds American Balanced 529A | 22.31% |
PGIM Balanced A | 26.51% |
Janus Henderson Balanced A | 22.48% |
Fidelity AdvisorĀ® Balanced A | 26.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9124 |
Beta (5Y) | 0.6335 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.45% |
Historical Sharpe Ratio (5Y) | 0.657 |
Historical Sortino (5Y) | 0.7086 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.75% |