Jones Lang LaSalle Inc (JLL)
206.28
+9.53
(+4.84%)
USD |
NYSE |
May 15, 14:53
Jones Lang LaSalle Max Drawdown (5Y): 55.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.54% |
March 31, 2024 | 55.54% |
February 29, 2024 | 55.54% |
January 31, 2024 | 55.54% |
December 31, 2023 | 55.54% |
November 30, 2023 | 55.54% |
October 31, 2023 | 55.54% |
September 30, 2023 | 54.01% |
August 31, 2023 | 54.01% |
July 31, 2023 | 54.01% |
June 30, 2023 | 54.01% |
May 31, 2023 | 54.01% |
April 30, 2023 | 54.01% |
March 31, 2023 | 54.01% |
February 28, 2023 | 54.01% |
January 31, 2023 | 54.01% |
December 31, 2022 | 54.01% |
November 30, 2022 | 54.01% |
October 31, 2022 | 54.01% |
September 30, 2022 | 54.01% |
August 31, 2022 | 54.01% |
July 31, 2022 | 54.01% |
June 30, 2022 | 54.01% |
May 31, 2022 | 54.01% |
April 30, 2022 | 54.01% |
Date | Value |
---|---|
March 31, 2022 | 54.01% |
February 28, 2022 | 54.01% |
January 31, 2022 | 54.01% |
December 31, 2021 | 54.01% |
November 30, 2021 | 54.01% |
October 31, 2021 | 54.01% |
September 30, 2021 | 54.01% |
August 31, 2021 | 54.01% |
July 31, 2021 | 54.01% |
June 30, 2021 | 54.01% |
May 31, 2021 | 54.01% |
April 30, 2021 | 54.01% |
March 31, 2021 | 54.01% |
February 28, 2021 | 54.01% |
January 31, 2021 | 54.01% |
December 31, 2020 | 54.01% |
November 30, 2020 | 54.01% |
October 31, 2020 | 54.01% |
September 30, 2020 | 54.01% |
August 31, 2020 | 54.01% |
July 31, 2020 | 54.01% |
June 30, 2020 | 54.01% |
May 31, 2020 | 54.01% |
April 30, 2020 | 54.01% |
March 31, 2020 | 54.01% |
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
50.35%
Minimum
May 2019
55.54%
Maximum
Oct 2023
53.58%
Average
54.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Newmark Group Inc | 83.86% |
Compass Inc | -- |
Anywhere Real Estate Inc | 95.05% |
Marcus & Millichap Inc | 57.36% |
Sachem Capital Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.71 |
Beta (5Y) | 1.432 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.94% |
Historical Sharpe Ratio (5Y) | 0.033 |
Historical Sortino (5Y) | 0.0466 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.61% |