JPMorgan Small Cap Blend C (VSCCX)
12.82
0.00 (0.00%)
USD |
Jun 27 2022
VSCCX Max Drawdown (5Y): 38.31% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 38.31% |
| April 30, 2022 | 38.31% |
| March 31, 2022 | 38.31% |
| February 28, 2022 | 38.31% |
| January 31, 2022 | 38.31% |
| December 31, 2021 | 38.31% |
| November 30, 2021 | 38.31% |
| October 31, 2021 | 38.31% |
| September 30, 2021 | 38.31% |
| August 31, 2021 | 38.31% |
| July 31, 2021 | 38.31% |
| June 30, 2021 | 38.31% |
| May 31, 2021 | 38.31% |
| April 30, 2021 | 38.31% |
| March 31, 2021 | 38.31% |
| February 28, 2021 | 38.31% |
| January 31, 2021 | 38.31% |
| December 31, 2020 | 38.31% |
| November 30, 2020 | 38.31% |
| October 31, 2020 | 38.31% |
| September 30, 2020 | 38.31% |
| August 31, 2020 | 38.31% |
| July 31, 2020 | 38.31% |
| June 30, 2020 | 38.31% |
| May 31, 2020 | 38.31% |
| Date | Value |
|---|---|
| April 30, 2020 | 38.31% |
| March 31, 2020 | 38.31% |
| February 29, 2020 | 35.09% |
| January 31, 2020 | 35.09% |
| December 31, 2019 | 35.09% |
| November 30, 2019 | 35.09% |
| October 31, 2019 | 35.09% |
| September 30, 2019 | 35.09% |
| August 31, 2019 | 35.09% |
| July 31, 2019 | 35.09% |
| June 30, 2019 | 35.09% |
| May 31, 2019 | 35.09% |
| April 30, 2019 | 35.09% |
| March 31, 2019 | 35.09% |
| February 28, 2019 | 35.09% |
| January 31, 2019 | 35.09% |
| December 31, 2018 | 35.09% |
| November 30, 2018 | 35.09% |
| October 31, 2018 | 35.09% |
| September 30, 2018 | 35.09% |
| August 31, 2018 | 35.09% |
| July 31, 2018 | 35.09% |
| June 30, 2018 | 35.09% |
| May 31, 2018 | 35.09% |
| April 30, 2018 | 35.09% |
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
35.09%
Minimum
Jun 2017
38.31%
Maximum
Mar 2020
36.54%
Average
35.09%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| JPMorgan Small Cap Growth C | 44.57% |
| PGIM Jennison Small Company C | 47.52% |
| abrdn US Small Cap Equity C | 35.47% |
| Royce Premier Consult | 40.48% |
| Federated Hermes MDT Small Cap Growth C | 45.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.558 |
| Beta (5Y) | 1.106 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.93% |
| Historical Sharpe Ratio (5Y) | 0.5866 |
| Historical Sortino (5Y) | 0.6456 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.78% |