Jakks Pacific Inc (JAKK)
18.69
-0.36
(-1.89%)
USD |
NASDAQ |
May 03, 16:00
18.66
-0.03
(-0.16%)
After-Hours: 20:00
Jakks Pacific Max Drawdown (5Y): 96.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.94% |
March 31, 2024 | 96.94% |
February 29, 2024 | 96.94% |
January 31, 2024 | 96.94% |
December 31, 2023 | 96.94% |
November 30, 2023 | 96.94% |
October 31, 2023 | 96.94% |
September 30, 2023 | 96.94% |
August 31, 2023 | 96.94% |
July 31, 2023 | 96.94% |
June 30, 2023 | 96.94% |
May 31, 2023 | 96.94% |
April 30, 2023 | 96.94% |
March 31, 2023 | 96.94% |
February 28, 2023 | 96.94% |
January 31, 2023 | 96.94% |
December 31, 2022 | 96.94% |
November 30, 2022 | 96.94% |
October 31, 2022 | 96.94% |
September 30, 2022 | 96.94% |
August 31, 2022 | 96.94% |
July 31, 2022 | 96.94% |
June 30, 2022 | 96.94% |
May 31, 2022 | 96.94% |
April 30, 2022 | 96.94% |
Date | Value |
---|---|
March 31, 2022 | 96.94% |
February 28, 2022 | 96.94% |
January 31, 2022 | 96.94% |
December 31, 2021 | 96.94% |
November 30, 2021 | 96.94% |
October 31, 2021 | 96.94% |
September 30, 2021 | 96.94% |
August 31, 2021 | 96.94% |
July 31, 2021 | 96.94% |
June 30, 2021 | 96.94% |
May 31, 2021 | 96.94% |
April 30, 2021 | 96.94% |
March 31, 2021 | 96.94% |
February 28, 2021 | 96.94% |
January 31, 2021 | 96.94% |
December 31, 2020 | 96.94% |
November 30, 2020 | 96.94% |
October 31, 2020 | 96.94% |
September 30, 2020 | 96.94% |
August 31, 2020 | 96.94% |
July 31, 2020 | 96.94% |
June 30, 2020 | 96.94% |
May 31, 2020 | 96.94% |
April 30, 2020 | 96.94% |
March 31, 2020 | 96.94% |
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
92.70%
Minimum
May 2019
96.94%
Maximum
Mar 2020
96.53%
Average
96.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Mattel Inc | 77.43% |
Hasbro Inc | 63.83% |
PLBY Group Inc | -- |
SRM Entertainment Inc | -- |
Escalade Inc | 71.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.88 |
Beta (5Y) | 2.395 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.28% |
Historical Sharpe Ratio (5Y) | 0.1029 |
Historical Sortino (5Y) | 0.2373 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.22% |