JPMorgan Small Cap Sustainable Ldrs A (VSSBX)
33.80
+0.18 (+0.54%)
USD |
Jul 05 2022
VSSBX Max Drawdown (5Y): 48.08% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 48.08% |
| May 31, 2022 | 48.08% |
| April 30, 2022 | 48.08% |
| March 31, 2022 | 48.08% |
| February 28, 2022 | 48.08% |
| January 31, 2022 | 48.08% |
| December 31, 2021 | 48.08% |
| November 30, 2021 | 48.08% |
| October 31, 2021 | 48.08% |
| September 30, 2021 | 48.08% |
| August 31, 2021 | 48.08% |
| July 31, 2021 | 48.08% |
| June 30, 2021 | 48.08% |
| May 31, 2021 | 48.08% |
| April 30, 2021 | 48.08% |
| March 31, 2021 | 48.08% |
| February 28, 2021 | 48.08% |
| January 31, 2021 | 48.08% |
| December 31, 2020 | 48.08% |
| November 30, 2020 | 48.08% |
| October 31, 2020 | 48.08% |
| September 30, 2020 | 48.08% |
| August 31, 2020 | 48.08% |
| July 31, 2020 | 48.08% |
| June 30, 2020 | 48.08% |
| Date | Value |
|---|---|
| May 31, 2020 | 48.08% |
| April 30, 2020 | 48.08% |
| March 31, 2020 | 48.08% |
| February 29, 2020 | 27.75% |
| January 31, 2020 | 27.75% |
| December 31, 2019 | 27.75% |
| November 30, 2019 | 27.75% |
| October 31, 2019 | 27.75% |
| September 30, 2019 | 27.75% |
| August 31, 2019 | 27.75% |
| July 31, 2019 | 27.75% |
| June 30, 2019 | 27.75% |
| May 31, 2019 | 27.75% |
| April 30, 2019 | 27.75% |
| March 31, 2019 | 27.75% |
| February 28, 2019 | 27.75% |
| January 31, 2019 | 27.75% |
| December 31, 2018 | 27.75% |
| November 30, 2018 | 27.75% |
| October 31, 2018 | 27.75% |
| September 30, 2018 | 27.75% |
| August 31, 2018 | 27.75% |
| July 31, 2018 | 27.75% |
| June 30, 2018 | 27.75% |
| May 31, 2018 | 27.75% |
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
27.75%
Minimum
Jul 2017
48.08%
Maximum
Mar 2020
37.24%
Average
27.75%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| BNY Mellon Select Managers Sm Cp Val A | 40.79% |
| Praxis Small Cap Index A | 44.25% |
| Pacific Funds Small-Cap A | 45.52% |
| SGI US Small Cap Equity A | 41.52% |
| First Trust/Confluence Small Cap Val A | 39.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.29 |
| Beta (5Y) | 1.248 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.34% |
| Historical Sharpe Ratio (5Y) | 0.1761 |
| Historical Sortino (5Y) | 0.1964 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |