JBG SMITH Properties (JBGS)
16.53
+0.92
(+5.89%)
USD |
NYSE |
Nov 22, 14:51
JBG SMITH Properties Max Drawdown (5Y): 65.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.32% |
| September 30, 2024 | 65.32% |
| August 31, 2024 | 65.32% |
| July 31, 2024 | 65.32% |
| June 30, 2024 | 65.32% |
| May 31, 2024 | 65.32% |
| April 30, 2024 | 65.32% |
| March 31, 2024 | 65.32% |
| February 29, 2024 | 65.32% |
| January 31, 2024 | 65.32% |
| December 31, 2023 | 65.32% |
| November 30, 2023 | 65.32% |
| October 31, 2023 | 65.24% |
| September 30, 2023 | 64.26% |
| August 31, 2023 | 64.26% |
| July 31, 2023 | 64.26% |
| June 30, 2023 | 64.26% |
| May 31, 2023 | 64.26% |
| April 30, 2023 | 64.26% |
| March 31, 2023 | 64.26% |
| February 28, 2023 | 54.74% |
| January 31, 2023 | 54.63% |
| December 31, 2022 | 54.63% |
| November 30, 2022 | 54.63% |
| October 31, 2022 | 54.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.48% |
| August 31, 2022 | 44.74% |
| July 31, 2022 | 44.74% |
| June 30, 2022 | 44.74% |
| May 31, 2022 | 44.74% |
| April 30, 2022 | 44.74% |
| March 31, 2022 | 44.74% |
| February 28, 2022 | 44.74% |
| January 31, 2022 | 44.74% |
| December 31, 2021 | 44.74% |
| November 30, 2021 | 44.74% |
| October 31, 2021 | 44.74% |
| September 30, 2021 | 44.74% |
| August 31, 2021 | 44.74% |
| July 31, 2021 | 44.74% |
| June 30, 2021 | 44.74% |
| May 31, 2021 | 44.74% |
| April 30, 2021 | 44.74% |
| March 31, 2021 | 44.74% |
| February 28, 2021 | 44.74% |
| January 31, 2021 | 44.74% |
| December 31, 2020 | 44.74% |
| November 30, 2020 | 44.74% |
| October 31, 2020 | 44.74% |
| September 30, 2020 | 41.38% |
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
16.77%
Minimum
Nov 2019
65.32%
Maximum
Nov 2023
50.17%
Average
44.74%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Cousins Properties Inc | 54.25% |
| Dynex Capital Inc | 56.79% |
| Easterly Government Properties Inc | 57.12% |
| NexPoint Residential Trust Inc | 70.32% |
| Redfin Corp | 96.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.09 |
| Beta (5Y) | 1.103 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.83% |
| Historical Sharpe Ratio (5Y) | -0.4819 |
| Historical Sortino (5Y) | -0.7271 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.22% |