JHancock Balanced I (SVBIX)
22.64
+0.01 (+0.04%)
USD |
Jul 06 2022
SVBIX Max Drawdown (5Y): 21.01% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 21.01% |
| May 31, 2022 | 21.01% |
| April 30, 2022 | 21.01% |
| March 31, 2022 | 21.01% |
| February 28, 2022 | 21.01% |
| January 31, 2022 | 21.01% |
| December 31, 2021 | 21.01% |
| November 30, 2021 | 21.01% |
| October 31, 2021 | 21.01% |
| September 30, 2021 | 21.01% |
| August 31, 2021 | 21.01% |
| July 31, 2021 | 21.01% |
| June 30, 2021 | 21.01% |
| May 31, 2021 | 21.01% |
| April 30, 2021 | 21.01% |
| March 31, 2021 | 21.01% |
| February 28, 2021 | 21.01% |
| January 31, 2021 | 21.01% |
| December 31, 2020 | 21.01% |
| November 30, 2020 | 21.01% |
| October 31, 2020 | 21.01% |
| September 30, 2020 | 21.01% |
| August 31, 2020 | 21.01% |
| July 31, 2020 | 21.01% |
| June 30, 2020 | 21.01% |
| Date | Value |
|---|---|
| May 31, 2020 | 21.01% |
| April 30, 2020 | 21.01% |
| March 31, 2020 | 21.01% |
| February 29, 2020 | 13.23% |
| January 31, 2020 | 13.23% |
| December 31, 2019 | 13.23% |
| November 30, 2019 | 13.23% |
| October 31, 2019 | 13.23% |
| September 30, 2019 | 13.23% |
| August 31, 2019 | 13.23% |
| July 31, 2019 | 13.23% |
| June 30, 2019 | 13.23% |
| May 31, 2019 | 13.23% |
| April 30, 2019 | 13.23% |
| March 31, 2019 | 13.23% |
| February 28, 2019 | 13.23% |
| January 31, 2019 | 13.23% |
| December 31, 2018 | 13.23% |
| November 30, 2018 | 11.89% |
| October 31, 2018 | 11.89% |
| September 30, 2018 | 11.89% |
| August 31, 2018 | 11.89% |
| July 31, 2018 | 11.89% |
| June 30, 2018 | 11.89% |
| May 31, 2018 | 11.89% |
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
11.89%
Minimum
Jul 2017
21.01%
Maximum
Mar 2020
16.48%
Average
13.23%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PGIM Balanced Z | 26.46% |
| Fidelity Advisor® Balanced Z | 26.39% |
| T. Rowe Price Balanced I | 25.49% |
| George Putnam Balanced Y | 22.98% |
| Principal SAM Balanced Inst | 25.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7955 |
| Beta (5Y) | 0.6404 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.62% |
| Historical Sharpe Ratio (5Y) | 0.5542 |
| Historical Sortino (5Y) | 0.6066 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.94% |