Jones Soda Co (JSDA)
0.2462
+0.01
(+2.10%)
USD |
OTCM |
May 02, 09:50
Jones Soda Max Drawdown (5Y): 91.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.04% |
March 31, 2024 | 91.04% |
February 29, 2024 | 91.04% |
January 31, 2024 | 91.04% |
December 31, 2023 | 91.04% |
November 30, 2023 | 90.11% |
October 31, 2023 | 89.03% |
September 30, 2023 | 88.18% |
August 31, 2023 | 88.18% |
July 31, 2023 | 86.81% |
June 30, 2023 | 86.81% |
May 31, 2023 | 86.81% |
April 30, 2023 | 86.81% |
March 31, 2023 | 86.81% |
February 28, 2023 | 86.81% |
January 31, 2023 | 86.81% |
December 31, 2022 | 86.81% |
November 30, 2022 | 86.81% |
October 31, 2022 | 86.81% |
September 30, 2022 | 86.81% |
August 31, 2022 | 86.81% |
July 31, 2022 | 86.81% |
June 30, 2022 | 86.81% |
May 31, 2022 | 86.22% |
April 30, 2022 | 84.91% |
Date | Value |
---|---|
March 31, 2022 | 84.91% |
February 28, 2022 | 84.91% |
January 31, 2022 | 84.91% |
December 31, 2021 | 84.91% |
November 30, 2021 | 84.91% |
October 31, 2021 | 84.91% |
September 30, 2021 | 84.91% |
August 31, 2021 | 84.91% |
July 31, 2021 | 84.91% |
June 30, 2021 | 84.91% |
May 31, 2021 | 84.91% |
April 30, 2021 | 84.91% |
March 31, 2021 | 84.91% |
February 28, 2021 | 84.91% |
January 31, 2021 | 84.91% |
December 31, 2020 | 84.91% |
November 30, 2020 | 84.91% |
October 31, 2020 | 82.20% |
September 30, 2020 | 81.33% |
August 31, 2020 | 80.87% |
July 31, 2020 | 80.33% |
June 30, 2020 | 81.64% |
May 31, 2020 | 81.98% |
April 30, 2020 | 83.05% |
March 31, 2020 | 83.05% |
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
80.33%
Minimum
Jul 2020
91.04%
Maximum
Dec 2023
85.51%
Average
84.91%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Coca-Cola Consolidated Inc | 51.71% |
Keurig Dr Pepper Inc | 36.87% |
National Beverage Corp | 69.56% |
PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.78 |
Beta (5Y) | 0.9066 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.4% |
Historical Sharpe Ratio (5Y) | -0.2269 |
Historical Sortino (5Y) | -0.66 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.85% |