Jakks Pacific Inc (JAKK)
30.49
+0.56
(+1.87%)
USD |
NASDAQ |
Nov 04, 16:00
30.48
-0.01
(-0.03%)
After-Hours: 20:00
Jakks Pacific Max Drawdown (5Y): 96.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.94% |
| September 30, 2024 | 96.94% |
| August 31, 2024 | 96.94% |
| July 31, 2024 | 96.94% |
| June 30, 2024 | 96.94% |
| May 31, 2024 | 96.94% |
| April 30, 2024 | 96.94% |
| March 31, 2024 | 96.94% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
94.78%
Minimum
Nov 2019
96.94%
Maximum
Mar 2020
96.80%
Average
96.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hasbro Inc | 63.83% |
| Mattel Inc | 77.43% |
| PLBY Group Inc | -- |
| SRM Entertainment Inc | -- |
| Escalade Inc | 71.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3606 |
| Beta (5Y) | 2.314 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.11% |
| Historical Sharpe Ratio (5Y) | 0.3212 |
| Historical Sortino (5Y) | 0.7324 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.22% |