Jollibee Foods Corp (JBFCY)
14.50
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Jollibee Foods Max Drawdown (5Y): 68.56% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 68.56% |
April 30, 2024 | 68.56% |
March 31, 2024 | 68.56% |
February 29, 2024 | 68.56% |
January 31, 2024 | 68.56% |
December 31, 2023 | 68.56% |
November 30, 2023 | 68.56% |
October 31, 2023 | 68.56% |
September 30, 2023 | 68.56% |
August 31, 2023 | 68.56% |
July 31, 2023 | 68.56% |
June 30, 2023 | 68.56% |
May 31, 2023 | 68.56% |
April 30, 2023 | 68.56% |
March 31, 2023 | 68.56% |
February 28, 2023 | 68.56% |
January 31, 2023 | 68.56% |
December 31, 2022 | 68.56% |
November 30, 2022 | 68.56% |
October 31, 2022 | 68.56% |
September 30, 2022 | 68.56% |
August 31, 2022 | 68.56% |
July 31, 2022 | 68.56% |
June 30, 2022 | 68.56% |
May 31, 2022 | 68.56% |
Date | Value |
---|---|
April 30, 2022 | 68.56% |
March 31, 2022 | 68.56% |
February 28, 2022 | 68.56% |
January 31, 2022 | 68.56% |
December 31, 2021 | 68.56% |
November 30, 2021 | 68.56% |
October 31, 2021 | 68.56% |
September 30, 2021 | 68.56% |
August 31, 2021 | 68.56% |
July 31, 2021 | 68.56% |
June 30, 2021 | 68.56% |
May 31, 2021 | 68.56% |
April 30, 2021 | 68.56% |
March 31, 2021 | 68.56% |
February 28, 2021 | 68.56% |
January 31, 2021 | 68.56% |
December 31, 2020 | 68.56% |
November 30, 2020 | 68.56% |
October 31, 2020 | 68.56% |
September 30, 2020 | 68.56% |
August 31, 2020 | 68.56% |
July 31, 2020 | 68.56% |
June 30, 2020 | 68.56% |
May 31, 2020 | 68.56% |
April 30, 2020 | 68.56% |
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
33.64%
Minimum
Jun 2019
68.56%
Maximum
Apr 2020
63.94%
Average
68.56%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Puregold Price Club Inc | 54.44% |
Robinsons Retail Holdings Inc | 59.56% |
SM Investments Corp | 40.85% |
Bloomberry Resorts Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.03 |
Beta (5Y) | 0.9986 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.98% |
Historical Sharpe Ratio (5Y) | -0.1793 |
Historical Sortino (5Y) | -0.2805 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.67% |