Johnson Controls International PLC (JCI)
74.88
+0.66
(+0.88%)
USD |
NYSE |
Nov 05, 16:00
74.99
+0.10
(+0.14%)
After-Hours: 19:06
Johnson Controls International Max Drawdown (5Y): 46.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.38% |
| September 30, 2024 | 46.38% |
| August 31, 2024 | 46.38% |
| July 31, 2024 | 46.38% |
| June 30, 2024 | 46.38% |
| May 31, 2024 | 46.38% |
| April 30, 2024 | 46.38% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
46.38%
Maximum
Mar 2020
45.56%
Average
46.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Comfort Systems USA Inc | 49.68% |
| SPX Technologies Inc | 50.26% |
| Ferguson Enterprises Inc | 55.35% |
| AC Partners Inc | -- |
| EvoAir Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.634 |
| Beta (5Y) | 1.293 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.17% |
| Historical Sharpe Ratio (5Y) | 0.3746 |
| Historical Sortino (5Y) | 0.5035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.52% |