JPMorgan SMID Cap Equity I (WOOPX)
16.70
-0.05 (-0.30%)
USD |
Jul 06 2022
WOOPX Max Drawdown (5Y): 41.30% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 41.30% |
| May 31, 2022 | 41.30% |
| April 30, 2022 | 41.30% |
| March 31, 2022 | 41.30% |
| February 28, 2022 | 41.30% |
| January 31, 2022 | 41.30% |
| December 31, 2021 | 41.30% |
| November 30, 2021 | 41.30% |
| October 31, 2021 | 41.30% |
| September 30, 2021 | 41.30% |
| August 31, 2021 | 41.30% |
| July 31, 2021 | 41.30% |
| June 30, 2021 | 41.30% |
| May 31, 2021 | 41.30% |
| April 30, 2021 | 41.30% |
| March 31, 2021 | 41.30% |
| February 28, 2021 | 41.30% |
| January 31, 2021 | 41.30% |
| December 31, 2020 | 41.30% |
| November 30, 2020 | 41.30% |
| October 31, 2020 | 41.30% |
| September 30, 2020 | 41.30% |
| August 31, 2020 | 41.30% |
| July 31, 2020 | 41.30% |
| June 30, 2020 | 41.30% |
| Date | Value |
|---|---|
| May 31, 2020 | 41.30% |
| April 30, 2020 | 41.30% |
| March 31, 2020 | 41.30% |
| February 29, 2020 | 22.15% |
| January 31, 2020 | 22.15% |
| December 31, 2019 | 22.15% |
| November 30, 2019 | 22.15% |
| October 31, 2019 | 22.15% |
| September 30, 2019 | 22.15% |
| August 31, 2019 | 22.15% |
| July 31, 2019 | 22.15% |
| June 30, 2019 | 22.15% |
| May 31, 2019 | 22.15% |
| April 30, 2019 | 22.15% |
| March 31, 2019 | 22.15% |
| February 28, 2019 | 22.15% |
| January 31, 2019 | 22.15% |
| December 31, 2018 | 22.15% |
| November 30, 2018 | 22.05% |
| October 31, 2018 | 22.05% |
| September 30, 2018 | 22.05% |
| August 31, 2018 | 22.05% |
| July 31, 2018 | 22.05% |
| June 30, 2018 | 22.05% |
| May 31, 2018 | 22.05% |
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
22.05%
Minimum
Jul 2017
41.30%
Maximum
Mar 2020
31.06%
Average
22.15%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Touchstone Mid Cap Institutional | 35.55% |
| Lord Abbett Value Opportunities I | 39.06% |
| ClearBridge Mid Cap I | 39.87% |
| Natixis Vaughan Nelson Mid Cap Y | 42.81% |
| Fidelity Advisor® Mid Cap II I | 42.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.103 |
| Beta (5Y) | 1.070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.03% |
| Historical Sharpe Ratio (5Y) | 0.3265 |
| Historical Sortino (5Y) | 0.3233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.50% |