Johnson Controls International PLC (JCI)
63.65
-0.12
(-0.19%)
USD |
NYSE |
Apr 19, 16:00
63.65
0.00 (0.00%)
After-Hours: 20:00
Johnson Controls International Max Drawdown (5Y): 46.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 46.38% |
| February 29, 2024 | 46.38% |
| January 31, 2024 | 46.38% |
| December 31, 2023 | 46.38% |
| November 30, 2023 | 46.38% |
| October 31, 2023 | 46.38% |
| September 30, 2023 | 46.38% |
| August 31, 2023 | 46.38% |
| July 31, 2023 | 46.38% |
| June 30, 2023 | 46.38% |
| May 31, 2023 | 46.38% |
| April 30, 2023 | 46.38% |
| March 31, 2023 | 46.38% |
| February 28, 2023 | 46.38% |
| January 31, 2023 | 46.38% |
| December 31, 2022 | 46.38% |
| November 30, 2022 | 46.38% |
| October 31, 2022 | 46.38% |
| September 30, 2022 | 46.38% |
| August 31, 2022 | 46.38% |
| July 31, 2022 | 46.38% |
| June 30, 2022 | 46.38% |
| May 31, 2022 | 46.38% |
| April 30, 2022 | 46.38% |
| March 31, 2022 | 46.38% |
| Date | Value |
|---|---|
| February 28, 2022 | 46.38% |
| January 31, 2022 | 46.38% |
| December 31, 2021 | 46.38% |
| November 30, 2021 | 46.38% |
| October 31, 2021 | 46.38% |
| September 30, 2021 | 46.38% |
| August 31, 2021 | 46.38% |
| July 31, 2021 | 46.38% |
| June 30, 2021 | 46.38% |
| May 31, 2021 | 46.38% |
| April 30, 2021 | 46.38% |
| March 31, 2021 | 46.38% |
| February 28, 2021 | 46.38% |
| January 31, 2021 | 46.38% |
| December 31, 2020 | 46.38% |
| November 30, 2020 | 46.38% |
| October 31, 2020 | 46.38% |
| September 30, 2020 | 46.38% |
| August 31, 2020 | 46.38% |
| July 31, 2020 | 46.38% |
| June 30, 2020 | 46.38% |
| May 31, 2020 | 46.38% |
| April 30, 2020 | 46.38% |
| March 31, 2020 | 46.38% |
| February 29, 2020 | 34.00% |
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
34.00%
Minimum
Apr 2019
46.38%
Maximum
Mar 2020
44.11%
Average
46.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Comfort Systems USA Inc | 49.68% |
| SPX Technologies Inc | 50.26% |
| Ferguson PLC | 55.35% |
| AC Partners Inc | 87.50% |
| EvoAir Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.470 |
| Beta (5Y) | 1.246 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.68% |
| Historical Sharpe Ratio (5Y) | 0.4037 |
| Historical Sortino (5Y) | 0.5373 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.52% |