Jacobs Solutions Inc (J)
143.80
+0.30
(+0.21%)
USD |
NYSE |
Apr 19, 16:00
143.80
0.00 (0.00%)
After-Hours: 17:54
Jacobs Solutions Max Drawdown (5Y): 39.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.33% |
February 29, 2024 | 39.33% |
January 31, 2024 | 39.33% |
December 31, 2023 | 39.33% |
November 30, 2023 | 39.33% |
October 31, 2023 | 39.33% |
September 30, 2023 | 39.33% |
August 31, 2023 | 39.33% |
July 31, 2023 | 39.33% |
June 30, 2023 | 39.33% |
May 31, 2023 | 39.33% |
April 30, 2023 | 39.33% |
March 31, 2023 | 39.33% |
February 28, 2023 | 39.33% |
January 31, 2023 | 39.33% |
December 31, 2022 | 39.33% |
November 30, 2022 | 39.33% |
October 31, 2022 | 39.33% |
September 30, 2022 | 39.33% |
August 31, 2022 | 39.33% |
July 31, 2022 | 39.33% |
June 30, 2022 | 39.33% |
May 31, 2022 | 39.33% |
April 30, 2022 | 39.33% |
March 31, 2022 | 39.33% |
Date | Value |
---|---|
February 28, 2022 | 39.33% |
January 31, 2022 | 39.33% |
December 31, 2021 | 39.33% |
November 30, 2021 | 39.33% |
October 31, 2021 | 39.33% |
September 30, 2021 | 39.33% |
August 31, 2021 | 39.33% |
July 31, 2021 | 39.33% |
June 30, 2021 | 39.33% |
May 31, 2021 | 39.33% |
April 30, 2021 | 39.33% |
March 31, 2021 | 39.33% |
February 28, 2021 | 39.33% |
January 31, 2021 | 39.33% |
December 31, 2020 | 39.33% |
November 30, 2020 | 47.52% |
October 31, 2020 | 47.52% |
September 30, 2020 | 47.52% |
August 31, 2020 | 47.52% |
July 31, 2020 | 47.52% |
June 30, 2020 | 47.52% |
May 31, 2020 | 47.52% |
April 30, 2020 | 47.52% |
March 31, 2020 | 47.52% |
February 29, 2020 | 47.52% |
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
39.33%
Minimum
Dec 2020
47.52%
Maximum
Apr 2019
42.06%
Average
39.33%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
KBR Inc | 57.97% |
ENGlobal Corp | 98.27% |
Exponent Inc | 42.46% |
Tetra Tech Inc | 36.98% |
Willdan Group Inc | 78.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.780 |
Beta (5Y) | 0.7286 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.41% |
Historical Sharpe Ratio (5Y) | 0.6105 |
Historical Sortino (5Y) | 0.8619 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.37% |