John B Sanfilippo & Son Inc (JBSS)
82.65
+0.61
(+0.74%)
USD |
NASDAQ |
Nov 21, 16:00
82.51
-0.14
(-0.17%)
After-Hours: 20:00
John B Sanfilippo & Son Max Drawdown (5Y): 33.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.63% |
| September 30, 2024 | 33.63% |
| August 31, 2024 | 33.63% |
| July 31, 2024 | 33.63% |
| June 30, 2024 | 33.63% |
| May 31, 2024 | 33.63% |
| April 30, 2024 | 33.63% |
| March 31, 2024 | 33.63% |
| February 29, 2024 | 33.63% |
| January 31, 2024 | 33.63% |
| December 31, 2023 | 33.63% |
| November 30, 2023 | 33.63% |
| October 31, 2023 | 33.63% |
| September 30, 2023 | 33.63% |
| August 31, 2023 | 33.63% |
| July 31, 2023 | 33.63% |
| June 30, 2023 | 33.63% |
| May 31, 2023 | 33.63% |
| April 30, 2023 | 33.63% |
| March 31, 2023 | 33.63% |
| February 28, 2023 | 33.63% |
| January 31, 2023 | 33.63% |
| December 31, 2022 | 33.63% |
| November 30, 2022 | 33.63% |
| October 31, 2022 | 33.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.63% |
| August 31, 2022 | 33.63% |
| July 31, 2022 | 33.63% |
| June 30, 2022 | 33.63% |
| May 31, 2022 | 33.63% |
| April 30, 2022 | 33.63% |
| March 31, 2022 | 33.63% |
| February 28, 2022 | 33.63% |
| January 31, 2022 | 33.63% |
| December 31, 2021 | 33.63% |
| November 30, 2021 | 33.63% |
| October 31, 2021 | 33.63% |
| September 30, 2021 | 33.63% |
| August 31, 2021 | 33.63% |
| July 31, 2021 | 33.63% |
| June 30, 2021 | 42.35% |
| May 31, 2021 | 42.35% |
| April 30, 2021 | 42.35% |
| March 31, 2021 | 42.35% |
| February 28, 2021 | 42.35% |
| January 31, 2021 | 42.35% |
| December 31, 2020 | 42.35% |
| November 30, 2020 | 42.35% |
| October 31, 2020 | 42.35% |
| September 30, 2020 | 42.35% |
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
33.63%
Minimum
Jul 2021
42.35%
Maximum
Nov 2019
36.54%
Average
33.63%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Spectrum Brands Holdings Inc | 79.43% |
| RegalWorks Media Inc | 97.96% |
| Better Choice Co Inc | 99.87% |
| Laird Superfood Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.238 |
| Beta (5Y) | 0.1085 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.25% |
| Historical Sharpe Ratio (5Y) | -0.122 |
| Historical Sortino (5Y) | -0.2122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |