Janel Corp (JANL)

40.00 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Janel Max Drawdown (5Y): 69.15% 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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Sun Country Airlines Holdings Inc --
Air Transport Services Group Inc 65.51%
Allegiant Travel Co 86.02%
JetBlue Airways Corp 82.95%
SkyWest Inc 81.77%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 33.58
Beta (5Y) -0.0439
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 95.53%
Historical Sharpe Ratio (5Y) 0.3453
Historical Sortino (5Y) 0.8712
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.56%