Daily Journal Corp (DJCO)

549.22 +0.85 (+0.16%) USD  |  NASDAQ  |  Dec 20, 16:00
550.82 +1.60 (+0.29%) After-Hours: 20:00
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Daily Journal Max Drawdown (5Y): 41.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -0.3373
Beta (5Y) 0.9470
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.78%
Historical Sharpe Ratio (5Y) 0.3874
Historical Sortino (5Y) 0.7293
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.15%