Daily Journal Corp (DJCO)
572.69
-8.28
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NASDAQ |
Nov 22, 14:53
Daily Journal Max Drawdown (5Y): 41.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.58% |
| September 30, 2024 | 41.58% |
| August 31, 2024 | 41.58% |
| July 31, 2024 | 41.58% |
| June 30, 2024 | 41.58% |
| May 31, 2024 | 41.58% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 33.14% |
| December 31, 2020 | 33.14% |
| November 30, 2020 | 33.14% |
| October 31, 2020 | 33.14% |
| September 30, 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
Feb 2021
41.58%
Maximum
Sep 2022
37.27%
Average
39.31%
Median
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.621 |
| Beta (5Y) | 0.9134 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.94% |
| Historical Sharpe Ratio (5Y) | 0.2963 |
| Historical Sortino (5Y) | 0.545 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.15% |