Jabil Inc (JBL)
114.38
-2.98
(-2.54%)
USD |
NYSE |
May 01, 16:00
115.02
+0.64
(+0.56%)
Pre-Market: 08:29
Jabil Max Drawdown (5Y): 57.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.34% |
March 31, 2024 | 57.34% |
February 29, 2024 | 57.34% |
January 31, 2024 | 57.34% |
December 31, 2023 | 57.34% |
November 30, 2023 | 57.34% |
October 31, 2023 | 57.34% |
September 30, 2023 | 57.34% |
August 31, 2023 | 57.34% |
July 31, 2023 | 57.34% |
June 30, 2023 | 57.34% |
May 31, 2023 | 57.34% |
April 30, 2023 | 57.34% |
March 31, 2023 | 57.34% |
February 28, 2023 | 57.34% |
January 31, 2023 | 57.34% |
December 31, 2022 | 57.34% |
November 30, 2022 | 57.34% |
October 31, 2022 | 57.34% |
September 30, 2022 | 57.34% |
August 31, 2022 | 57.34% |
July 31, 2022 | 57.34% |
June 30, 2022 | 57.34% |
May 31, 2022 | 57.34% |
April 30, 2022 | 57.34% |
Date | Value |
---|---|
March 31, 2022 | 57.34% |
February 28, 2022 | 57.34% |
January 31, 2022 | 57.34% |
December 31, 2021 | 57.34% |
November 30, 2021 | 57.34% |
October 31, 2021 | 57.34% |
September 30, 2021 | 57.34% |
August 31, 2021 | 57.34% |
July 31, 2021 | 57.34% |
June 30, 2021 | 57.34% |
May 31, 2021 | 57.34% |
April 30, 2021 | 57.34% |
March 31, 2021 | 57.34% |
February 28, 2021 | 57.34% |
January 31, 2021 | 57.34% |
December 31, 2020 | 57.34% |
November 30, 2020 | 57.34% |
October 31, 2020 | 57.34% |
September 30, 2020 | 57.34% |
August 31, 2020 | 57.34% |
July 31, 2020 | 57.34% |
June 30, 2020 | 57.34% |
May 31, 2020 | 57.34% |
April 30, 2020 | 57.34% |
March 31, 2020 | 57.34% |
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
34.31%
Minimum
May 2019
57.34%
Maximum
Mar 2020
53.50%
Average
57.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sanmina Corp | 55.85% |
TTM Technologies Inc | 54.60% |
Intel Corp | 61.62% |
Plexus Corp | 53.68% |
Sigmatron International Inc | 86.01% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.19 |
Beta (5Y) | 1.417 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.32% |
Historical Sharpe Ratio (5Y) | 0.8033 |
Historical Sortino (5Y) | 1.092 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.89% |