John Bean Technologies Corp (JBT)
116.42
-1.33
(-1.13%)
USD |
NYSE |
Nov 15, 16:00
116.67
+0.25
(+0.21%)
Pre-Market: 20:00
John Bean Technologies Max Drawdown (5Y): 52.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 52.39% |
September 30, 2024 | 52.39% |
August 31, 2024 | 52.39% |
July 31, 2024 | 52.39% |
June 30, 2024 | 52.39% |
May 31, 2024 | 52.39% |
April 30, 2024 | 52.39% |
March 31, 2024 | 52.39% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
52.39%
Maximum
Sep 2022
51.59%
Average
51.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
The Middleby Corp | 69.20% |
Broadwind Inc | 87.35% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 90.63% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.14 |
Beta (5Y) | 1.223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.69% |
Historical Sharpe Ratio (5Y) | -0.0098 |
Historical Sortino (5Y) | -0.0144 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.06% |