JM Smucker Co (SJM)
113.58
-1.26
(-1.10%)
USD |
NYSE |
May 01, 16:00
113.58
0.00 (0.00%)
After-Hours: 19:56
JM Smucker Max Drawdown (5Y): 32.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 32.32% |
| March 31, 2024 | 32.32% |
| February 29, 2024 | 32.32% |
| January 31, 2024 | 32.32% |
| December 31, 2023 | 32.32% |
| November 30, 2023 | 32.32% |
| October 31, 2023 | 36.23% |
| September 30, 2023 | 36.72% |
| August 31, 2023 | 36.72% |
| July 31, 2023 | 36.72% |
| June 30, 2023 | 36.72% |
| May 31, 2023 | 36.72% |
| April 30, 2023 | 36.72% |
| March 31, 2023 | 36.72% |
| February 28, 2023 | 36.72% |
| January 31, 2023 | 36.72% |
| December 31, 2022 | 36.72% |
| November 30, 2022 | 36.72% |
| October 31, 2022 | 36.72% |
| September 30, 2022 | 36.72% |
| August 31, 2022 | 36.72% |
| July 31, 2022 | 36.72% |
| June 30, 2022 | 36.72% |
| May 31, 2022 | 36.72% |
| April 30, 2022 | 36.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.72% |
| February 28, 2022 | 36.72% |
| January 31, 2022 | 36.72% |
| December 31, 2021 | 36.72% |
| November 30, 2021 | 36.72% |
| October 31, 2021 | 36.72% |
| September 30, 2021 | 36.72% |
| August 31, 2021 | 36.72% |
| July 31, 2021 | 36.72% |
| June 30, 2021 | 36.72% |
| May 31, 2021 | 36.72% |
| April 30, 2021 | 36.72% |
| March 31, 2021 | 36.72% |
| February 28, 2021 | 36.72% |
| January 31, 2021 | 36.72% |
| December 31, 2020 | 36.72% |
| November 30, 2020 | 36.72% |
| October 31, 2020 | 36.72% |
| September 30, 2020 | 36.72% |
| August 31, 2020 | 36.72% |
| July 31, 2020 | 36.72% |
| June 30, 2020 | 36.72% |
| May 31, 2020 | 36.72% |
| April 30, 2020 | 36.72% |
| March 31, 2020 | 36.72% |
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
32.32%
Minimum
Nov 2023
36.72%
Maximum
May 2019
36.27%
Average
36.72%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Campbell Soup Co | 33.99% |
| Conagra Brands Inc | 37.05% |
| General Mills Inc | 30.91% |
| Spectrum Brands Holdings Inc | 79.43% |
| Lamb Weston Holdings Inc | 53.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.902 |
| Beta (5Y) | 0.2321 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.53% |
| Historical Sharpe Ratio (5Y) | -0.0162 |
| Historical Sortino (5Y) | -0.0256 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.90% |