Jack In The Box Inc (JACK)
47.79
+2.19
(+4.80%)
USD |
NASDAQ |
Nov 21, 16:00
47.79
0.00 (0.00%)
After-Hours: 17:30
Jack In The Box Max Drawdown (5Y): 82.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 82.47% |
September 30, 2024 | 82.47% |
August 31, 2024 | 82.47% |
July 31, 2024 | 82.47% |
June 30, 2024 | 82.47% |
May 31, 2024 | 82.47% |
April 30, 2024 | 82.47% |
March 31, 2024 | 82.47% |
February 29, 2024 | 82.47% |
January 31, 2024 | 82.47% |
December 31, 2023 | 82.47% |
November 30, 2023 | 82.47% |
October 31, 2023 | 82.47% |
September 30, 2023 | 82.47% |
August 31, 2023 | 82.47% |
July 31, 2023 | 82.47% |
June 30, 2023 | 82.47% |
May 31, 2023 | 82.47% |
April 30, 2023 | 82.47% |
March 31, 2023 | 82.47% |
February 28, 2023 | 82.47% |
January 31, 2023 | 82.47% |
December 31, 2022 | 82.47% |
November 30, 2022 | 82.47% |
October 31, 2022 | 82.47% |
Date | Value |
---|---|
September 30, 2022 | 82.47% |
August 31, 2022 | 82.47% |
July 31, 2022 | 82.47% |
June 30, 2022 | 82.47% |
May 31, 2022 | 82.47% |
April 30, 2022 | 82.47% |
March 31, 2022 | 82.47% |
February 28, 2022 | 82.47% |
January 31, 2022 | 82.47% |
December 31, 2021 | 82.47% |
November 30, 2021 | 82.47% |
October 31, 2021 | 82.47% |
September 30, 2021 | 82.47% |
August 31, 2021 | 82.47% |
July 31, 2021 | 82.47% |
June 30, 2021 | 82.47% |
May 31, 2021 | 82.47% |
April 30, 2021 | 82.47% |
March 31, 2021 | 82.47% |
February 28, 2021 | 82.47% |
January 31, 2021 | 82.47% |
December 31, 2020 | 82.47% |
November 30, 2020 | 82.47% |
October 31, 2020 | 82.47% |
September 30, 2020 | 82.47% |
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
36.09%
Minimum
Nov 2019
82.47%
Maximum
Mar 2020
79.38%
Average
82.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
McDonald's Corp | 36.89% |
Chipotle Mexican Grill Inc | 50.18% |
Shake Shack Inc | 70.89% |
Papa John's International Inc | 69.55% |
The Wendy's Co | 68.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.60 |
Beta (5Y) | 1.936 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.89% |
Historical Sharpe Ratio (5Y) | -0.1714 |
Historical Sortino (5Y) | -0.2777 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |