Jacobs Solutions Inc (J)
139.95
+2.59
(+1.89%)
USD |
NYSE |
Nov 25, 14:13
Jacobs Solutions Max Drawdown (5Y): 39.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 39.33% |
September 30, 2024 | 39.33% |
August 31, 2024 | 39.33% |
July 31, 2024 | 39.33% |
June 30, 2024 | 39.33% |
May 31, 2024 | 39.33% |
April 30, 2024 | 39.33% |
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% |
Date | Value |
---|---|
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% |
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 | 42.15% |
January 31, 2021 | 47.52% |
December 31, 2020 | 47.52% |
November 30, 2020 | 47.52% |
October 31, 2020 | 47.52% |
September 30, 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
Mar 2021
47.52%
Maximum
Nov 2019
41.43%
Average
39.33%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
AECOM | 54.12% |
KBR Inc | 57.97% |
ENGlobal Corp | 98.29% |
Exponent Inc | 42.46% |
Tetra Tech Inc | 36.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.075 |
Beta (5Y) | 0.7008 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.08% |
Historical Sharpe Ratio (5Y) | 0.302 |
Historical Sortino (5Y) | 0.4311 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.37% |