JD Sports Fashion Plc (JDSPY)
1.081
+0.01
(+0.89%)
USD |
OTCM |
Oct 08, 16:00
JD Sports Fashion Max Drawdown (5Y) : 79.65% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 79.65% |
| August 31, 2026 | 79.65% |
| July 31, 2026 | 79.65% |
| June 30, 2026 | 79.65% |
| May 31, 2026 | 79.65% |
| April 30, 2026 | 79.65% |
| March 31, 2026 | 79.65% |
| February 28, 2026 | 79.65% |
| January 31, 2026 | 79.65% |
| December 31, 2025 | 79.65% |
| November 30, 2025 | 79.65% |
| October 31, 2025 | 79.65% |
| September 30, 2025 | 79.65% |
| August 31, 2025 | 79.65% |
| July 31, 2025 | 79.65% |
| June 30, 2025 | 79.65% |
| May 31, 2025 | 79.65% |
| April 30, 2025 | 79.65% |
| March 31, 2025 | 76.58% |
| February 28, 2025 | 76.19% |
| January 31, 2025 | 76.19% |
| December 31, 2024 | 76.19% |
| November 30, 2024 | 76.19% |
| October 31, 2024 | 76.19% |
| September 30, 2024 | 76.19% |
| Date | Value |
|---|---|
| August 31, 2024 | 76.19% |
| July 31, 2024 | 76.19% |
| June 30, 2024 | 76.19% |
| May 31, 2024 | 76.19% |
| April 30, 2024 | 76.19% |
| March 31, 2024 | 76.19% |
| February 29, 2024 | 76.19% |
| January 31, 2024 | 76.19% |
| December 31, 2023 | 76.19% |
| November 30, 2023 | 76.19% |
| October 31, 2023 | 76.19% |
| September 30, 2023 | 76.19% |
| August 31, 2023 | 76.19% |
| July 31, 2023 | 76.19% |
| June 30, 2023 | 76.19% |
| May 31, 2023 | 76.19% |
| April 30, 2023 | 76.19% |
| March 31, 2023 | 76.19% |
| February 28, 2023 | 76.19% |
| January 31, 2023 | 76.19% |
| December 31, 2022 | 76.19% |
| November 30, 2022 | 76.19% |
| October 31, 2022 | 76.19% |
| September 30, 2022 | 71.96% |
| August 31, 2022 | 67.81% |
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
| Frasers Group Plc | 30.04% |
| Dicks Sporting Goods, Inc. | 49.30% |
| TheWorks Plc | 99.58% |
| Academy Sports & Outdoors, Inc. | 54.17% |
| ASOS Plc | 96.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.74 |
| Beta (5Y) | 1.784 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.58% |
| Historical Sharpe Ratio (5Y) | -0.401 |
| Historical Sortino (5Y) | -0.7257 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.50% |