Jefferies Financial Group Inc (JEF)

79.78 +1.19 (+1.51%) USD  |  NYSE  |  Dec 26, 16:00
79.78 0.00 (0.00%) After-Hours: 19:21
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Jefferies Financial Group Max Drawdown (5Y): 51.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Citigroup Inc 56.50%
Riot Platforms Inc 98.32%
BGC Group Inc 73.98%
MarketAxess Holdings Inc 66.14%
Siebert Financial Corp 94.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 15.50
Beta (5Y) 1.349
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.29%
Historical Sharpe Ratio (5Y) 0.9233
Historical Sortino (5Y) 1.172
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.80%