Jefferies Financial Group Inc (JEF)
76.77
+1.86
(+2.48%)
USD |
NYSE |
Nov 21, 16:00
76.20
-0.57
(-0.74%)
Pre-Market: 07:43
Jefferies Financial Group Max Drawdown (5Y): 51.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.16% |
| September 30, 2024 | 51.16% |
| August 31, 2024 | 51.16% |
| July 31, 2024 | 51.16% |
| June 30, 2024 | 51.16% |
| May 31, 2024 | 51.16% |
| April 30, 2024 | 51.16% |
| March 31, 2024 | 51.16% |
| February 29, 2024 | 51.16% |
| January 31, 2024 | 51.16% |
| December 31, 2023 | 51.16% |
| November 30, 2023 | 51.16% |
| October 31, 2023 | 51.16% |
| September 30, 2023 | 51.16% |
| August 31, 2023 | 51.16% |
| July 31, 2023 | 51.16% |
| June 30, 2023 | 51.16% |
| May 31, 2023 | 51.16% |
| April 30, 2023 | 51.16% |
| March 31, 2023 | 51.16% |
| February 28, 2023 | 51.16% |
| January 31, 2023 | 51.16% |
| December 31, 2022 | 51.16% |
| November 30, 2022 | 51.16% |
| October 31, 2022 | 51.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.16% |
| August 31, 2022 | 51.16% |
| July 31, 2022 | 51.16% |
| June 30, 2022 | 51.16% |
| May 31, 2022 | 51.16% |
| April 30, 2022 | 51.16% |
| March 31, 2022 | 51.16% |
| February 28, 2022 | 51.16% |
| January 31, 2022 | 51.16% |
| December 31, 2021 | 51.16% |
| November 30, 2021 | 51.16% |
| October 31, 2021 | 51.16% |
| September 30, 2021 | 51.16% |
| August 31, 2021 | 51.16% |
| July 31, 2021 | 51.16% |
| June 30, 2021 | 51.16% |
| May 31, 2021 | 51.96% |
| April 30, 2021 | 52.45% |
| March 31, 2021 | 56.28% |
| February 28, 2021 | 59.59% |
| January 31, 2021 | 59.59% |
| December 31, 2020 | 59.59% |
| November 30, 2020 | 59.59% |
| October 31, 2020 | 59.59% |
| September 30, 2020 | 59.59% |
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
51.16%
Minimum
Jun 2021
59.59%
Maximum
Nov 2019
53.53%
Average
51.16%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Citigroup Inc | 56.50% |
| Interactive Brokers Group Inc | 55.08% |
| Riot Platforms Inc | 98.32% |
| BGC Group Inc | 73.98% |
| MarketAxess Holdings Inc | 66.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.95 |
| Beta (5Y) | 1.315 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.79% |
| Historical Sharpe Ratio (5Y) | 0.8642 |
| Historical Sortino (5Y) | 1.083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |