JD Sports Fashion Plc (JDDSF)
1.21
0.00 (0.00%)
USD |
OTCM |
Jun 09, 16:00
JD Sports Fashion Max Drawdown (5Y) : 93.80% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 93.80% |
| April 30, 2026 | 93.80% |
| March 31, 2026 | 93.40% |
| February 28, 2026 | 93.40% |
| January 31, 2026 | 93.35% |
| December 31, 2025 | 93.35% |
| November 30, 2025 | 93.35% |
| October 31, 2025 | 93.35% |
| September 30, 2025 | 93.35% |
| August 31, 2025 | 93.35% |
| July 31, 2025 | 93.35% |
| June 30, 2025 | 93.35% |
| May 31, 2025 | 93.35% |
| April 30, 2025 | 93.35% |
| March 31, 2025 | 93.12% |
| February 28, 2025 | 93.12% |
| January 31, 2025 | 93.12% |
| December 31, 2024 | 92.90% |
| November 30, 2024 | 92.90% |
| October 31, 2024 | 92.90% |
| September 30, 2024 | 92.90% |
| August 31, 2024 | 92.90% |
| July 31, 2024 | 92.90% |
| June 30, 2024 | 92.90% |
| May 31, 2024 | 92.90% |
| Date | Value |
|---|---|
| April 30, 2024 | 92.90% |
| March 31, 2024 | 92.90% |
| February 29, 2024 | 92.90% |
| January 31, 2024 | 92.90% |
| December 31, 2023 | 92.90% |
| November 30, 2023 | 92.90% |
| October 31, 2023 | 92.90% |
| September 30, 2023 | 92.90% |
| August 31, 2023 | 92.90% |
| July 31, 2023 | 92.90% |
| June 30, 2023 | 92.90% |
| May 31, 2023 | 92.90% |
| April 30, 2023 | 92.90% |
| March 31, 2023 | 92.90% |
| February 28, 2023 | 92.90% |
| January 31, 2023 | 92.90% |
| December 31, 2022 | 92.90% |
| November 30, 2022 | 92.90% |
| October 31, 2022 | 91.68% |
| September 30, 2022 | 91.68% |
| August 31, 2022 | 91.68% |
| July 31, 2022 | 91.68% |
| June 30, 2022 | 91.68% |
| May 31, 2022 | 90.85% |
| April 30, 2022 | 88.28% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Kingfisher plc | 54.23% |
| Currys Plc | 75.85% |
| Frasers Group Plc | 30.04% |
| Motorpoint Group Plc | 80.71% |
| Dunelm Group Plc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.46 |
| Beta (5Y) | -0.2278 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.3% |
| Historical Sharpe Ratio (5Y) | -0.1682 |
| Historical Sortino (5Y) | -0.5424 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.99% |