JPMorgan Small Cap Equity Fund A (VSEAX)

43.84 -0.36 (-0.81%) USD  |  Dec 13 2024
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VSEAX Max Drawdown (5Y): 41.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Virtus KAR Small-Cap Core Fund A 33.48%
JPMorgan Small Cap Blend Fund A 38.28%
Madison Small Cap Fund A 40.72%
Calvert Small Cap Fund A 36.27%
Invesco Main Street Small Cap Fund A 42.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.721
Beta (5Y) 1.085
Alpha (vs YCharts Benchmark) (5Y) 0.1875
Beta (vs YCharts Benchmark) (5Y) 0.8801
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.44%
Historical Sharpe Ratio (5Y) 0.289
Historical Sortino (5Y) 0.3349
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.75%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:VSEAX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:VSEAX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.