JPMorgan Chase & Co (JPM)
191.67
-0.19
(-0.10%)
USD |
NYSE |
May 02, 16:00
191.50
-0.17
(-0.09%)
After-Hours: 17:40
JPMorgan Chase Max Drawdown (5Y): 43.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.62% |
March 31, 2024 | 43.62% |
February 29, 2024 | 43.62% |
January 31, 2024 | 43.62% |
December 31, 2023 | 43.62% |
November 30, 2023 | 43.62% |
October 31, 2023 | 43.62% |
September 30, 2023 | 43.62% |
August 31, 2023 | 43.62% |
July 31, 2023 | 43.62% |
June 30, 2023 | 43.62% |
May 31, 2023 | 43.62% |
April 30, 2023 | 43.62% |
March 31, 2023 | 43.62% |
February 28, 2023 | 43.62% |
January 31, 2023 | 43.62% |
December 31, 2022 | 43.62% |
November 30, 2022 | 43.62% |
October 31, 2022 | 43.62% |
September 30, 2022 | 43.62% |
August 31, 2022 | 43.62% |
July 31, 2022 | 43.62% |
June 30, 2022 | 43.62% |
May 31, 2022 | 43.62% |
April 30, 2022 | 43.62% |
Date | Value |
---|---|
March 31, 2022 | 43.62% |
February 28, 2022 | 43.62% |
January 31, 2022 | 43.62% |
December 31, 2021 | 43.62% |
November 30, 2021 | 43.62% |
October 31, 2021 | 43.62% |
September 30, 2021 | 43.62% |
August 31, 2021 | 43.62% |
July 31, 2021 | 43.62% |
June 30, 2021 | 43.62% |
May 31, 2021 | 43.62% |
April 30, 2021 | 43.62% |
March 31, 2021 | 43.62% |
February 28, 2021 | 43.62% |
January 31, 2021 | 43.62% |
December 31, 2020 | 43.62% |
November 30, 2020 | 43.62% |
October 31, 2020 | 43.62% |
September 30, 2020 | 43.62% |
August 31, 2020 | 43.62% |
July 31, 2020 | 43.62% |
June 30, 2020 | 43.62% |
May 31, 2020 | 43.62% |
April 30, 2020 | 43.62% |
March 31, 2020 | 43.62% |
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
23.20%
Minimum
May 2019
43.62%
Maximum
Mar 2020
40.22%
Average
43.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bank of America Corp | 48.93% |
Citigroup Inc | 56.50% |
PNC Financial Services Group Inc | 49.58% |
Wells Fargo & Co | 64.47% |
U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.745 |
Beta (5Y) | 1.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.33% |
Historical Sharpe Ratio (5Y) | 0.4181 |
Historical Sortino (5Y) | 0.527 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.02% |