Jefferies Financial Group Inc (JEF)
56.97
+0.77
(+1.37%)
USD |
NYSE |
Jul 26, 16:00
56.51
-0.46
(-0.81%)
After-Hours: 20:00
Jefferies Financial Group Max Drawdown (5Y): 51.16% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 51.16% |
| August 31, 2022 | 51.16% |
| July 31, 2022 | 51.16% |
| June 30, 2022 | 51.16% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 58.76% |
| July 31, 2020 | 58.76% |
| June 30, 2020 | 58.76% |
| May 31, 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
Jul 2019
53.45%
Average
51.16%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Morgan Stanley | 51.33% |
| Riot Platforms Inc | 98.32% |
| BGC Group Inc | 73.98% |
| MarketAxess Holdings Inc | 66.03% |
| Siebert Financial Corp | 94.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.250 |
| Beta (5Y) | 1.343 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.16% |
| Historical Sharpe Ratio (5Y) | 0.7274 |
| Historical Sortino (5Y) | 0.9061 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |