JBG SMITH Properties (JBGS)
11.26
-0.11
(-0.97%)
USD |
NYSE |
Sep 14, 16:00
11.26
0.00 (0.00%)
After-Hours: 16:59
JBG SMITH Properties Max Drawdown (5Y) : 65.32% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 65.32% |
| July 31, 2026 | 65.32% |
| June 30, 2026 | 65.32% |
| May 31, 2026 | 65.32% |
| April 30, 2026 | 65.32% |
| March 31, 2026 | 65.32% |
| February 28, 2026 | 65.32% |
| January 31, 2026 | 65.32% |
| December 31, 2025 | 65.32% |
| November 30, 2025 | 65.32% |
| October 31, 2025 | 65.32% |
| September 30, 2025 | 65.32% |
| August 31, 2025 | 65.32% |
| July 31, 2025 | 65.32% |
| June 30, 2025 | 65.32% |
| May 31, 2025 | 65.32% |
| April 30, 2025 | 65.32% |
| March 31, 2025 | 65.32% |
| February 28, 2025 | 65.32% |
| January 31, 2025 | 65.32% |
| December 31, 2024 | 65.32% |
| November 30, 2024 | 65.32% |
| October 31, 2024 | 65.32% |
| September 30, 2024 | 65.32% |
| August 31, 2024 | 65.32% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 52.48% |
| August 31, 2022 | 44.74% |
| July 31, 2022 | 44.74% |
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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Minimum
--
Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Brandywine Realty Trust | 73.09% |
| Hudson Pacific Properties, Inc. | 96.88% |
| Office Properties Income Trust | -- |
| Cousins Properties, Inc. | 54.25% |
| Empire State Realty Trust, Inc. | 66.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.31 |
| Beta (5Y) | 1.069 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.44% |
| Historical Sharpe Ratio (5Y) | -0.5643 |
| Historical Sortino (5Y) | -0.9257 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.75% |