Jollibee Foods Corp (JBFCF)
3.775
-0.23
(-5.63%)
USD |
OTCM |
Apr 08, 16:00
Jollibee Foods Max Drawdown (5Y): 67.42% for March 31, 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
| Puregold Price Club Inc | 59.17% |
| Robinsons Retail Holdings Inc | 59.56% |
| SM Investments Corp | 40.85% |
| Bloomberry Resorts Corp | -- |
| Flanigan'S Enterprises Inc | 65.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5177 |
| Beta (5Y) | 0.7741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.31% |
| Historical Sharpe Ratio (5Y) | 0.4118 |
| Historical Sortino (5Y) | 0.8755 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |