Jefferies Financial Group Inc (JEF)
45.84
+0.19
(+0.42%)
USD |
NYSE |
May 08, 16:00
45.83
-0.01
(-0.02%)
Pre-Market: 20:00
Jefferies Financial Group Max Drawdown (5Y): 51.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.29% |
March 31, 2024 | 51.29% |
February 29, 2024 | 51.29% |
January 31, 2024 | 51.29% |
December 31, 2023 | 51.29% |
November 30, 2023 | 51.29% |
October 31, 2023 | 51.29% |
September 30, 2023 | 51.29% |
August 31, 2023 | 51.29% |
July 31, 2023 | 51.29% |
June 30, 2023 | 51.29% |
May 31, 2023 | 51.29% |
April 30, 2023 | 51.29% |
March 31, 2023 | 51.29% |
February 28, 2023 | 51.29% |
January 31, 2023 | 51.29% |
December 31, 2022 | 51.29% |
November 30, 2022 | 51.29% |
October 31, 2022 | 51.29% |
September 30, 2022 | 51.29% |
August 31, 2022 | 51.29% |
July 31, 2022 | 51.29% |
June 30, 2022 | 51.29% |
May 31, 2022 | 51.29% |
April 30, 2022 | 51.29% |
Date | Value |
---|---|
March 31, 2022 | 51.29% |
February 28, 2022 | 51.29% |
January 31, 2022 | 51.29% |
December 31, 2021 | 51.29% |
November 30, 2021 | 51.29% |
October 31, 2021 | 51.29% |
September 30, 2021 | 51.29% |
August 31, 2021 | 51.29% |
July 31, 2021 | 51.29% |
June 30, 2021 | 51.29% |
May 31, 2021 | 51.29% |
April 30, 2021 | 51.29% |
March 31, 2021 | 51.29% |
February 28, 2021 | 51.29% |
January 31, 2021 | 52.98% |
December 31, 2020 | 57.27% |
November 30, 2020 | 58.87% |
October 31, 2020 | 58.87% |
September 30, 2020 | 58.87% |
August 31, 2020 | 58.87% |
July 31, 2020 | 58.87% |
June 30, 2020 | 58.87% |
May 31, 2020 | 58.87% |
April 30, 2020 | 58.87% |
March 31, 2020 | 58.87% |
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
51.29%
Minimum
Feb 2021
58.87%
Maximum
May 2019
53.82%
Average
51.29%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Raymond James Financial Inc | 45.59% |
Riot Platforms Inc | 98.32% |
BGC Group Inc | 84.16% |
MarketAxess Holdings Inc | 65.09% |
Siebert Financial Corp | 94.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.20 |
Beta (5Y) | 1.343 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.73% |
Historical Sharpe Ratio (5Y) | 0.5363 |
Historical Sortino (5Y) | 0.6851 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.14% |