Coffee Holding Co Inc (JVA)
1.42
-0.04
(-2.74%)
USD |
NASDAQ |
May 03, 16:00
1.41
-0.01
(-0.70%)
After-Hours: 20:00
Coffee Max Drawdown (5Y): 90.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.85% |
| March 31, 2024 | 90.85% |
| February 29, 2024 | 90.85% |
| January 31, 2024 | 90.85% |
| December 31, 2023 | 90.85% |
| November 30, 2023 | 90.85% |
| October 31, 2023 | 90.85% |
| September 30, 2023 | 88.40% |
| August 31, 2023 | 83.91% |
| July 31, 2023 | 81.63% |
| June 30, 2023 | 81.36% |
| May 31, 2023 | 80.29% |
| April 30, 2023 | 79.22% |
| March 31, 2023 | 76.14% |
| February 28, 2023 | 76.14% |
| January 31, 2023 | 76.14% |
| December 31, 2022 | 76.14% |
| November 30, 2022 | 75.46% |
| October 31, 2022 | 75.46% |
| September 30, 2022 | 75.46% |
| August 31, 2022 | 75.46% |
| July 31, 2022 | 75.46% |
| June 30, 2022 | 75.46% |
| May 31, 2022 | 75.46% |
| April 30, 2022 | 75.46% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.46% |
| February 28, 2022 | 75.46% |
| January 31, 2022 | 75.46% |
| December 31, 2021 | 75.46% |
| November 30, 2021 | 75.46% |
| October 31, 2021 | 75.46% |
| September 30, 2021 | 75.46% |
| August 31, 2021 | 75.46% |
| July 31, 2021 | 75.46% |
| June 30, 2021 | 75.46% |
| May 31, 2021 | 75.46% |
| April 30, 2021 | 75.46% |
| March 31, 2021 | 81.80% |
| February 28, 2021 | 87.38% |
| January 31, 2021 | 87.38% |
| December 31, 2020 | 88.18% |
| November 30, 2020 | 89.09% |
| October 31, 2020 | 89.09% |
| September 30, 2020 | 89.09% |
| August 31, 2020 | 89.09% |
| July 31, 2020 | 89.09% |
| June 30, 2020 | 89.09% |
| May 31, 2020 | 89.09% |
| April 30, 2020 | 89.09% |
| March 31, 2020 | 89.09% |
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
75.46%
Minimum
Apr 2021
90.85%
Maximum
Oct 2023
83.03%
Average
85.64%
Median
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Farmer Bros Co | 94.05% |
| Spectrum Brands Holdings Inc | 79.43% |
| BRC Inc | -- |
| Westrock Coffee Co | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.78 |
| Beta (5Y) | 1.225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.96% |
| Historical Sharpe Ratio (5Y) | -0.4712 |
| Historical Sortino (5Y) | -0.768 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.18% |