Jakks Pacific Inc (JAKK)
24.62
+1.00
(+4.23%)
USD |
NASDAQ |
Mar 28, 16:00
24.62
0.00 (0.00%)
After-Hours: 18:45
Jakks Pacific Max Drawdown (5Y): 96.94% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 96.94% |
January 31, 2024 | 96.94% |
December 31, 2023 | 96.94% |
November 30, 2023 | 96.94% |
October 31, 2023 | 96.94% |
September 30, 2023 | 96.94% |
August 31, 2023 | 96.94% |
July 31, 2023 | 96.94% |
June 30, 2023 | 96.94% |
May 31, 2023 | 96.94% |
April 30, 2023 | 96.94% |
March 31, 2023 | 96.94% |
February 28, 2023 | 96.94% |
January 31, 2023 | 96.94% |
December 31, 2022 | 96.94% |
November 30, 2022 | 96.94% |
October 31, 2022 | 96.94% |
September 30, 2022 | 96.94% |
August 31, 2022 | 96.94% |
July 31, 2022 | 96.94% |
June 30, 2022 | 96.94% |
May 31, 2022 | 96.94% |
April 30, 2022 | 96.94% |
March 31, 2022 | 96.94% |
February 28, 2022 | 96.94% |
Date | Value |
---|---|
January 31, 2022 | 96.94% |
December 31, 2021 | 96.94% |
November 30, 2021 | 96.94% |
October 31, 2021 | 96.94% |
September 30, 2021 | 96.94% |
August 31, 2021 | 96.94% |
July 31, 2021 | 96.94% |
June 30, 2021 | 96.94% |
May 31, 2021 | 96.94% |
April 30, 2021 | 96.94% |
March 31, 2021 | 96.94% |
February 28, 2021 | 96.94% |
January 31, 2021 | 96.94% |
December 31, 2020 | 96.94% |
November 30, 2020 | 96.94% |
October 31, 2020 | 96.94% |
September 30, 2020 | 96.94% |
August 31, 2020 | 96.94% |
July 31, 2020 | 96.94% |
June 30, 2020 | 96.94% |
May 31, 2020 | 96.94% |
April 30, 2020 | 96.94% |
March 31, 2020 | 96.94% |
February 29, 2020 | 94.78% |
January 31, 2020 | 94.78% |
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
90.06%
Minimum
Mar 2019
96.94%
Maximum
Mar 2020
96.30%
Average
96.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hasbro Inc | 63.83% |
Mattel Inc | 77.43% |
PLBY Group Inc | -- |
SRM Entertainment Inc | -- |
Acushnet Holdings Corp | 35.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.96 |
Beta (5Y) | 2.366 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.20% |
Historical Sharpe Ratio (5Y) | 0.1614 |
Historical Sortino (5Y) | 0.3762 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.46% |