Jardine Matheson Holdings Ltd (JARLF)
39.03
+0.03
(+0.09%)
USD |
OTCM |
May 17, 16:00
Jardine Matheson Holdings Max Drawdown (5Y): 43.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.03% |
March 31, 2024 | 43.03% |
February 29, 2024 | 43.03% |
January 31, 2024 | 43.03% |
December 31, 2023 | 43.03% |
November 30, 2023 | 43.03% |
October 31, 2023 | 43.03% |
September 30, 2023 | 43.03% |
August 31, 2023 | 43.03% |
July 31, 2023 | 43.03% |
June 30, 2023 | 43.03% |
May 31, 2023 | 43.03% |
April 30, 2023 | 43.03% |
March 31, 2023 | 43.03% |
February 28, 2023 | 43.03% |
January 31, 2023 | 43.03% |
December 31, 2022 | 43.03% |
November 30, 2022 | 43.03% |
October 31, 2022 | 43.03% |
September 30, 2022 | 43.03% |
August 31, 2022 | 43.03% |
July 31, 2022 | 43.03% |
June 30, 2022 | 43.03% |
May 31, 2022 | 43.03% |
April 30, 2022 | 43.03% |
Date | Value |
---|---|
March 31, 2022 | 43.03% |
February 28, 2022 | 43.03% |
January 31, 2022 | 43.03% |
December 31, 2021 | 43.03% |
November 30, 2021 | 43.03% |
October 31, 2021 | 43.03% |
September 30, 2021 | 43.03% |
August 31, 2021 | 43.03% |
July 31, 2021 | 43.03% |
June 30, 2021 | 43.03% |
May 31, 2021 | 43.03% |
April 30, 2021 | 43.03% |
March 31, 2021 | 43.03% |
February 28, 2021 | 43.03% |
January 31, 2021 | 43.03% |
December 31, 2020 | 43.03% |
November 30, 2020 | 43.03% |
October 31, 2020 | 43.03% |
September 30, 2020 | 43.03% |
August 31, 2020 | 43.03% |
July 31, 2020 | 41.92% |
June 30, 2020 | 41.21% |
May 31, 2020 | 41.21% |
April 30, 2020 | 34.69% |
March 31, 2020 | 32.89% |
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
31.65%
Minimum
May 2019
43.03%
Maximum
Aug 2020
40.75%
Average
43.03%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Nordic American Tankers Ltd | 86.52% |
SFL Corp Ltd | 55.47% |
Textainer Group Holdings Ltd (DELISTED) | 78.76% |
Golden Ocean Group Ltd | 88.87% |
Ardmore Shipping Corp | 76.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.49 |
Beta (5Y) | 0.3645 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.91% |
Historical Sharpe Ratio (5Y) | -0.3018 |
Historical Sortino (5Y) | -0.5401 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.41% |