Jakks Pacific Inc (JAKK)

26.31 +0.74 (+2.89%) USD  |  NASDAQ  |  Dec 20, 16:00
26.32 +0.01 (+0.04%) Pre-Market: 20:00
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Jakks Pacific Max Drawdown (5Y): 96.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Hasbro Inc 63.83%
Mattel Inc 77.43%
PLBY Group Inc --
SRM Entertainment Inc --
Funko Inc 89.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.446
Beta (5Y) 2.219
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 94.13%
Historical Sharpe Ratio (5Y) 0.2251
Historical Sortino (5Y) 0.5128
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.22%