J.Jill Inc (JILL)
27.54
+0.64
(+2.38%)
USD |
NYSE |
May 03, 16:00
27.59
+0.05
(+0.18%)
After-Hours: 20:00
J.Jill Max Drawdown (5Y): 97.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.37% |
March 31, 2024 | 97.37% |
February 29, 2024 | 97.37% |
January 31, 2024 | 97.37% |
December 31, 2023 | 97.37% |
November 30, 2023 | 97.37% |
October 31, 2023 | 97.37% |
September 30, 2023 | 97.37% |
August 31, 2023 | 97.37% |
July 31, 2023 | 97.37% |
June 30, 2023 | 97.37% |
May 31, 2023 | 97.37% |
April 30, 2023 | 97.37% |
March 31, 2023 | 97.37% |
February 28, 2023 | 97.37% |
January 31, 2023 | 97.37% |
December 31, 2022 | 97.37% |
November 30, 2022 | 97.37% |
October 31, 2022 | 97.37% |
September 30, 2022 | 97.37% |
August 31, 2022 | 97.37% |
July 31, 2022 | 97.37% |
June 30, 2022 | 97.37% |
May 31, 2022 | 97.37% |
April 30, 2022 | 97.37% |
Date | Value |
---|---|
March 31, 2022 | 97.37% |
February 28, 2022 | 97.37% |
January 31, 2022 | 97.37% |
December 31, 2021 | 97.37% |
November 30, 2021 | 97.37% |
October 31, 2021 | 97.37% |
September 30, 2021 | 97.37% |
August 31, 2021 | 97.37% |
July 31, 2021 | 97.37% |
June 30, 2021 | 97.37% |
May 31, 2021 | 97.37% |
April 30, 2021 | 97.37% |
March 31, 2021 | 97.37% |
February 28, 2021 | 97.37% |
January 31, 2021 | 97.37% |
December 31, 2020 | 97.37% |
November 30, 2020 | 97.37% |
October 31, 2020 | 97.37% |
September 30, 2020 | 97.37% |
August 31, 2020 | 97.37% |
July 31, 2020 | 97.37% |
June 30, 2020 | 97.37% |
May 31, 2020 | 97.37% |
April 30, 2020 | 97.37% |
March 31, 2020 | 95.59% |
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
87.46%
Minimum
May 2019
97.37%
Maximum
Apr 2020
96.04%
Average
97.37%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Chico's FAS Inc (DELISTED) | -- |
Torrid Holdings Inc | -- |
Victoria's Secret & Co | -- |
American Eagle Outfitters Inc | 75.65% |
Zumiez Inc | 75.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.68 |
Beta (5Y) | 1.013 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.95% |
Historical Sharpe Ratio (5Y) | -0.0488 |
Historical Sortino (5Y) | -0.1058 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.07% |