John B Sanfilippo & Son Inc (JBSS)

84.31 -0.49 (-0.58%) USD  |  NASDAQ  |  Dec 24, 13:00
84.31 0.00 (0.00%) After-Hours: 13:24
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John B Sanfilippo & Son Max Drawdown (5Y): 33.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -2.431
Beta (5Y) 0.1286
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.53%
Historical Sharpe Ratio (5Y) -0.0303
Historical Sortino (5Y) -0.0519
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.06%