John Bean Technologies Corp (JBT)
104.87
+0.31
(+0.30%)
USD |
NYSE |
Mar 28, 16:00
104.87
0.00 (0.00%)
After-Hours: 17:49
John Bean Technologies Max Drawdown (5Y): 52.39% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 52.39% |
January 31, 2024 | 52.39% |
December 31, 2023 | 52.39% |
November 30, 2023 | 52.39% |
October 31, 2023 | 52.39% |
September 30, 2023 | 52.39% |
August 31, 2023 | 52.39% |
July 31, 2023 | 52.39% |
June 30, 2023 | 52.39% |
May 31, 2023 | 52.39% |
April 30, 2023 | 52.39% |
March 31, 2023 | 52.39% |
February 28, 2023 | 52.39% |
January 31, 2023 | 52.39% |
December 31, 2022 | 52.39% |
November 30, 2022 | 52.39% |
October 31, 2022 | 52.39% |
September 30, 2022 | 52.39% |
August 31, 2022 | 51.73% |
July 31, 2022 | 51.73% |
June 30, 2022 | 51.73% |
May 31, 2022 | 51.73% |
April 30, 2022 | 51.73% |
March 31, 2022 | 51.73% |
February 28, 2022 | 51.73% |
Date | Value |
---|---|
January 31, 2022 | 51.73% |
December 31, 2021 | 51.73% |
November 30, 2021 | 51.73% |
October 31, 2021 | 51.73% |
September 30, 2021 | 51.73% |
August 31, 2021 | 51.73% |
July 31, 2021 | 51.73% |
June 30, 2021 | 51.73% |
May 31, 2021 | 51.73% |
April 30, 2021 | 51.73% |
March 31, 2021 | 51.73% |
February 28, 2021 | 51.73% |
January 31, 2021 | 51.73% |
December 31, 2020 | 51.73% |
November 30, 2020 | 51.73% |
October 31, 2020 | 51.73% |
September 30, 2020 | 51.73% |
August 31, 2020 | 51.73% |
July 31, 2020 | 51.73% |
June 30, 2020 | 51.73% |
May 31, 2020 | 51.73% |
April 30, 2020 | 51.33% |
March 31, 2020 | 51.33% |
February 29, 2020 | 45.58% |
January 31, 2020 | 45.58% |
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
45.58%
Minimum
Mar 2019
52.39%
Maximum
Sep 2022
50.68%
Average
51.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
The Middleby Corp | 69.20% |
Brewbilt Brewing Co | 100.0% |
Flowserve Corp | 64.82% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 92.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.44 |
Beta (5Y) | 1.286 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.32% |
Historical Sharpe Ratio (5Y) | 0.1632 |
Historical Sortino (5Y) | 0.2384 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.34% |