JanOne Inc (JAN)
3.90
-0.03
(-0.76%)
USD |
NASDAQ |
May 03, 16:00
3.85
-0.05
(-1.28%)
After-Hours: 20:00
JanOne Max Drawdown (5Y): 97.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.69% |
March 31, 2024 | 97.69% |
February 29, 2024 | 97.69% |
January 31, 2024 | 97.69% |
December 31, 2023 | 97.69% |
November 30, 2023 | 97.69% |
October 31, 2023 | 97.68% |
September 30, 2023 | 96.83% |
August 31, 2023 | 96.38% |
July 31, 2023 | 93.30% |
June 30, 2023 | 93.30% |
May 31, 2023 | 93.30% |
April 30, 2023 | 93.30% |
March 31, 2023 | 91.76% |
February 28, 2023 | 91.44% |
January 31, 2023 | 91.44% |
December 31, 2022 | 91.44% |
November 30, 2022 | 91.44% |
October 31, 2022 | 91.44% |
September 30, 2022 | 91.44% |
August 31, 2022 | 91.44% |
July 31, 2022 | 91.44% |
June 30, 2022 | 91.44% |
May 31, 2022 | 91.44% |
April 30, 2022 | 91.44% |
Date | Value |
---|---|
March 31, 2022 | 91.44% |
February 28, 2022 | 91.44% |
January 31, 2022 | 91.44% |
December 31, 2021 | 91.44% |
November 30, 2021 | 91.44% |
October 31, 2021 | 91.44% |
September 30, 2021 | 91.44% |
August 31, 2021 | 91.44% |
July 31, 2021 | 91.44% |
June 30, 2021 | 91.44% |
May 31, 2021 | 91.44% |
April 30, 2021 | 91.44% |
March 31, 2021 | 91.44% |
February 28, 2021 | 91.44% |
January 31, 2021 | 91.44% |
December 31, 2020 | 91.44% |
November 30, 2020 | 91.44% |
October 31, 2020 | 91.44% |
September 30, 2020 | 91.44% |
August 31, 2020 | 91.44% |
July 31, 2020 | 91.44% |
June 30, 2020 | 91.44% |
May 31, 2020 | 91.44% |
April 30, 2020 | 91.44% |
March 31, 2020 | 91.44% |
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
91.44%
Minimum
May 2019
97.69%
Maximum
Nov 2023
92.47%
Average
91.44%
Median
May 2019
Max Drawdown (5Y) Benchmarks
LifeQuest World Corp | 99.59% |
Energy And Water Development Corp | 100.00% |
Deep Green Waste & Recycling Inc | 99.99% |
Scope Industries | 41.50% |
Atmus Filtration Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.98 |
Beta (5Y) | 2.039 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 140.5% |
Historical Sharpe Ratio (5Y) | -0.0445 |
Historical Sortino (5Y) | -0.1556 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.12% |