Jefferies Financial Group Inc (JEF)
63.80
-0.42
(-0.65%)
USD |
NYSE |
Nov 04, 16:00
64.50
+0.70
(+1.09%)
After-Hours: 20:00
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 | 51.16% |
April 30, 2021 | 51.16% |
March 31, 2021 | 51.16% |
February 28, 2021 | 51.16% |
January 31, 2021 | 52.85% |
December 31, 2020 | 57.14% |
November 30, 2020 | 58.76% |
October 31, 2020 | 58.76% |
September 30, 2020 | 58.76% |
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
Feb 2021
58.76%
Maximum
Nov 2019
52.94%
Average
51.16%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
JPMorgan Chase & Co | 43.62% |
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% |