Janus International Group, Inc. (JBI)
5.10
-0.01
(-0.20%)
USD |
NYSE |
Aug 24, 16:00
5.105
0.00 (0.00%)
After-Hours: 20:00
Janus International Group Max Drawdown (5Y) : 69.92% for July 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 |
|---|---|
| July 31, 2026 | 69.92% |
| June 30, 2026 | 69.92% |
| May 31, 2026 | 69.92% |
| April 30, 2026 | 68.78% |
| March 31, 2026 | 68.65% |
| February 28, 2026 | 63.52% |
| January 31, 2026 | 63.52% |
| December 31, 2025 | 63.52% |
| November 30, 2025 | 63.52% |
| October 31, 2025 | 61.55% |
| September 30, 2025 | 61.55% |
| August 31, 2025 | 61.55% |
| July 31, 2025 | 61.55% |
| June 30, 2025 | 61.55% |
| May 31, 2025 | 61.55% |
| April 30, 2025 | 61.55% |
| March 31, 2025 | 55.90% |
| February 28, 2025 | 55.90% |
| January 31, 2025 | 55.90% |
| December 31, 2024 | 55.46% |
| November 30, 2024 | 55.46% |
| October 31, 2024 | 54.06% |
| September 30, 2024 | 48.03% |
| August 31, 2024 | 48.03% |
| July 31, 2024 | 48.03% |
| Date | Value |
|---|---|
| June 30, 2024 | 48.03% |
| May 31, 2024 | 48.03% |
| April 30, 2024 | 48.03% |
| March 31, 2024 | 48.03% |
| February 29, 2024 | 48.03% |
| January 31, 2024 | 48.03% |
| December 31, 2023 | 48.03% |
| November 30, 2023 | 48.03% |
| October 31, 2023 | 48.03% |
| September 30, 2023 | 48.03% |
| August 31, 2023 | 48.03% |
| July 31, 2023 | 48.03% |
| June 30, 2023 | 48.03% |
| May 31, 2023 | 48.03% |
| April 30, 2023 | 48.03% |
| March 31, 2023 | 48.03% |
| February 28, 2023 | 48.03% |
| January 31, 2023 | 48.03% |
| December 31, 2022 | 48.03% |
| November 30, 2022 | 48.03% |
| October 31, 2022 | 48.03% |
| September 30, 2022 | 48.03% |
| August 31, 2022 | 48.03% |
| July 31, 2022 | 48.03% |
| June 30, 2022 | 48.03% |
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
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Griffon Corp. | 39.02% |
| Quanex Building Products Corp. | 70.35% |
| Carlisle Cos., Inc. | 37.71% |
| Gibraltar Industries, Inc. | 63.23% |
| Tecnoglass Holdings, Inc. | 56.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.37 |
| Beta (5Y) | 1.469 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.50% |
| Historical Sharpe Ratio (5Y) | -0.5023 |
| Historical Sortino (5Y) | -0.71 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.00% |