Jakks Pacific Inc (JAKK)
24.67
-0.81
(-3.18%)
USD |
NASDAQ |
Mar 28, 12:48
Jakks Pacific Max Drawdown (5Y): 96.94% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Mattel Inc | 77.43% |
| Yunhong Green CTI Ltd | 89.22% |
| Cavco Industries Inc | 57.89% |
| DSS Inc | 99.83% |
| Goodyear Tire & Rubber Co | 86.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.425 |
| Beta (5Y) | 2.147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.06% |
| Historical Sharpe Ratio (5Y) | 0.3406 |
| Historical Sortino (5Y) | 0.9171 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.10% |