Daily Journal Corp (DJCO)
369.00
+8.85
(+2.46%)
USD |
NASDAQ |
May 03, 16:00
368.70
-0.30
(-0.08%)
After-Hours: 20:00
Daily Journal Max Drawdown (5Y): 41.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.58% |
March 31, 2024 | 41.58% |
February 29, 2024 | 41.58% |
January 31, 2024 | 41.58% |
December 31, 2023 | 41.58% |
November 30, 2023 | 41.58% |
October 31, 2023 | 41.58% |
September 30, 2023 | 41.58% |
August 31, 2023 | 41.58% |
July 31, 2023 | 41.58% |
June 30, 2023 | 41.58% |
May 31, 2023 | 41.58% |
April 30, 2023 | 41.58% |
March 31, 2023 | 41.58% |
February 28, 2023 | 41.58% |
January 31, 2023 | 41.58% |
December 31, 2022 | 41.58% |
November 30, 2022 | 41.58% |
October 31, 2022 | 41.58% |
September 30, 2022 | 41.58% |
August 31, 2022 | 39.48% |
July 31, 2022 | 39.48% |
June 30, 2022 | 39.48% |
May 31, 2022 | 39.48% |
April 30, 2022 | 39.13% |
Date | Value |
---|---|
March 31, 2022 | 32.90% |
February 28, 2022 | 32.90% |
January 31, 2022 | 32.90% |
December 31, 2021 | 32.90% |
November 30, 2021 | 32.90% |
October 31, 2021 | 32.90% |
September 30, 2021 | 32.90% |
August 31, 2021 | 32.90% |
July 31, 2021 | 32.90% |
June 30, 2021 | 32.90% |
May 31, 2021 | 32.90% |
April 30, 2021 | 32.90% |
March 31, 2021 | 32.90% |
February 28, 2021 | 32.90% |
January 31, 2021 | 32.90% |
December 31, 2020 | 32.90% |
November 30, 2020 | 33.14% |
October 31, 2020 | 33.14% |
September 30, 2020 | 33.14% |
August 31, 2020 | 33.14% |
July 31, 2020 | 33.14% |
June 30, 2020 | 33.14% |
May 31, 2020 | 33.14% |
April 30, 2020 | 33.14% |
March 31, 2020 | 33.14% |
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
32.90%
Minimum
Dec 2020
41.58%
Maximum
Sep 2022
36.41%
Average
33.14%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
American Software Inc | 68.64% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.059 |
Beta (5Y) | 0.9425 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.73% |
Historical Sharpe Ratio (5Y) | 0.2031 |
Historical Sortino (5Y) | 0.3775 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.48% |