IJJ Corp (IJJP)
0.0006
0.00 (0.00%)
USD |
OTCM |
May 28, 09:50
IJJ Max Drawdown (5Y): 98.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.36% |
March 31, 2024 | 98.36% |
February 29, 2024 | 98.36% |
January 31, 2024 | 98.36% |
December 31, 2023 | 98.36% |
November 30, 2023 | 98.36% |
October 31, 2023 | 98.36% |
September 30, 2023 | 98.36% |
August 31, 2023 | 98.36% |
July 31, 2023 | 98.36% |
June 30, 2023 | 98.36% |
May 31, 2023 | 98.36% |
April 30, 2023 | 98.36% |
March 31, 2023 | 98.36% |
February 28, 2023 | 98.36% |
January 31, 2023 | 98.36% |
December 31, 2022 | 98.36% |
November 30, 2022 | 98.36% |
October 31, 2022 | 98.36% |
September 30, 2022 | 98.36% |
August 31, 2022 | 98.36% |
July 31, 2022 | 98.36% |
June 30, 2022 | 98.36% |
May 31, 2022 | 98.36% |
April 30, 2022 | 98.36% |
Date | Value |
---|---|
March 31, 2022 | 98.36% |
February 28, 2022 | 98.36% |
January 31, 2022 | 98.36% |
December 31, 2021 | 98.36% |
November 30, 2021 | 98.36% |
October 31, 2021 | 98.36% |
September 30, 2021 | 98.36% |
August 31, 2021 | 98.36% |
July 31, 2021 | 98.36% |
June 30, 2021 | 98.36% |
May 31, 2021 | 98.36% |
April 30, 2021 | 98.36% |
March 31, 2021 | 99.00% |
February 28, 2021 | 99.38% |
January 31, 2021 | 99.38% |
December 31, 2020 | 99.38% |
November 30, 2020 | 99.38% |
October 31, 2020 | 99.38% |
September 30, 2020 | 99.80% |
August 31, 2020 | 99.80% |
July 31, 2020 | 99.80% |
June 30, 2020 | 99.97% |
May 31, 2020 | 99.98% |
April 30, 2020 | 99.98% |
March 31, 2020 | 99.98% |
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
98.36%
Minimum
Apr 2021
100.00%
Maximum
May 2019
98.91%
Average
98.36%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Paychex Inc | 44.15% |
Resources Connection Inc | 50.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -62.29 |
Beta (5Y) | 6.371 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 502.0% |
Historical Sharpe Ratio (5Y) | 0.0173 |
Historical Sortino (5Y) | 0.1293 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |