Janel Corp (JANL)
33.50
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Janel Max Drawdown (5Y): 69.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.15% |
| March 31, 2024 | 69.15% |
| February 29, 2024 | 69.15% |
| January 31, 2024 | 69.15% |
| December 31, 2023 | 69.15% |
| November 30, 2023 | 69.15% |
| October 31, 2023 | 69.15% |
| September 30, 2023 | 69.15% |
| August 31, 2023 | 69.15% |
| July 31, 2023 | 69.15% |
| June 30, 2023 | 69.15% |
| May 31, 2023 | 69.15% |
| April 30, 2023 | 69.15% |
| March 31, 2023 | 69.15% |
| February 28, 2023 | 69.15% |
| January 31, 2023 | 69.15% |
| December 31, 2022 | 69.15% |
| November 30, 2022 | 69.15% |
| October 31, 2022 | 69.15% |
| September 30, 2022 | 69.15% |
| August 31, 2022 | 69.15% |
| July 31, 2022 | 69.15% |
| June 30, 2022 | 69.15% |
| May 31, 2022 | 69.15% |
| April 30, 2022 | 69.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.15% |
| February 28, 2022 | 69.15% |
| January 31, 2022 | 69.15% |
| December 31, 2021 | 69.15% |
| November 30, 2021 | 69.15% |
| October 31, 2021 | 69.15% |
| September 30, 2021 | 69.15% |
| August 31, 2021 | 69.15% |
| July 31, 2021 | 69.15% |
| June 30, 2021 | 69.15% |
| May 31, 2021 | 69.15% |
| April 30, 2021 | 69.15% |
| March 31, 2021 | 78.38% |
| February 28, 2021 | 85.00% |
| January 31, 2021 | 85.00% |
| December 31, 2020 | 85.00% |
| November 30, 2020 | 85.00% |
| October 31, 2020 | 85.00% |
| September 30, 2020 | 93.15% |
| August 31, 2020 | 93.86% |
| July 31, 2020 | 93.86% |
| June 30, 2020 | 93.86% |
| May 31, 2020 | 93.86% |
| April 30, 2020 | 93.86% |
| March 31, 2020 | 93.86% |
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
69.15%
Minimum
Apr 2021
95.30%
Maximum
May 2019
77.83%
Average
69.15%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Sun Country Airlines Holdings Inc | -- |
| Allegiant Travel Co | 79.24% |
| Air Transport Services Group Inc | 65.51% |
| Hawaiian Holdings Inc | 88.08% |
| JetBlue Airways Corp | 82.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.67 |
| Beta (5Y) | -0.0855 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.32% |
| Historical Sharpe Ratio (5Y) | 0.2698 |
| Historical Sortino (5Y) | 0.6811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.37% |