Jollibee Foods Corp (JBFCF)
4.41
-0.11
(-2.43%)
USD |
OTCM |
Nov 21, 15:53
Jollibee Foods Max Drawdown (5Y): 67.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.42% |
| September 30, 2024 | 67.42% |
| August 31, 2024 | 67.42% |
| July 31, 2024 | 67.42% |
| June 30, 2024 | 67.42% |
| May 31, 2024 | 67.42% |
| April 30, 2024 | 67.42% |
| March 31, 2024 | 67.42% |
| February 29, 2024 | 67.42% |
| January 31, 2024 | 67.42% |
| December 31, 2023 | 67.42% |
| November 30, 2023 | 67.42% |
| October 31, 2023 | 67.42% |
| September 30, 2023 | 67.42% |
| August 31, 2023 | 67.42% |
| July 31, 2023 | 67.42% |
| June 30, 2023 | 67.42% |
| May 31, 2023 | 67.42% |
| April 30, 2023 | 67.42% |
| March 31, 2023 | 67.42% |
| February 28, 2023 | 67.42% |
| January 31, 2023 | 67.42% |
| December 31, 2022 | 67.42% |
| November 30, 2022 | 67.42% |
| October 31, 2022 | 67.42% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.42% |
| August 31, 2022 | 67.42% |
| July 31, 2022 | 67.42% |
| June 30, 2022 | 67.42% |
| May 31, 2022 | 67.42% |
| April 30, 2022 | 67.42% |
| March 31, 2022 | 67.42% |
| February 28, 2022 | 67.42% |
| January 31, 2022 | 67.42% |
| December 31, 2021 | 67.42% |
| November 30, 2021 | 67.42% |
| October 31, 2021 | 67.42% |
| September 30, 2021 | 67.42% |
| August 31, 2021 | 67.42% |
| July 31, 2021 | 67.42% |
| June 30, 2021 | 67.42% |
| May 31, 2021 | 67.42% |
| April 30, 2021 | 67.42% |
| March 31, 2021 | 67.42% |
| February 28, 2021 | 67.42% |
| January 31, 2021 | 67.42% |
| December 31, 2020 | 67.42% |
| November 30, 2020 | 67.42% |
| October 31, 2020 | 67.42% |
| September 30, 2020 | 67.42% |
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
40.86%
Minimum
Nov 2019
67.42%
Maximum
Apr 2020
65.72%
Average
67.42%
Median
Apr 2020
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 | 71.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.38 |
| Beta (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.62% |
| Historical Sharpe Ratio (5Y) | -0.011 |
| Historical Sortino (5Y) | -0.0175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.05% |