JELD-WEN Holding Inc (JELD)
10.49
+0.28
(+2.74%)
USD |
NYSE |
Nov 21, 16:00
10.48
-0.01
(-0.10%)
Pre-Market: 20:00
JELD-WEN Max Drawdown (5Y): 82.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.52% |
| September 30, 2024 | 82.52% |
| August 31, 2024 | 82.52% |
| July 31, 2024 | 82.52% |
| June 30, 2024 | 82.52% |
| May 31, 2024 | 82.52% |
| April 30, 2024 | 82.52% |
| March 31, 2024 | 82.52% |
| February 29, 2024 | 82.52% |
| January 31, 2024 | 82.52% |
| December 31, 2023 | 82.52% |
| November 30, 2023 | 82.52% |
| October 31, 2023 | 82.52% |
| September 30, 2023 | 82.52% |
| August 31, 2023 | 82.52% |
| July 31, 2023 | 82.52% |
| June 30, 2023 | 82.52% |
| May 31, 2023 | 82.52% |
| April 30, 2023 | 82.52% |
| March 31, 2023 | 82.52% |
| February 28, 2023 | 82.52% |
| January 31, 2023 | 82.52% |
| December 31, 2022 | 82.52% |
| November 30, 2022 | 82.52% |
| October 31, 2022 | 82.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.52% |
| August 31, 2022 | 82.52% |
| July 31, 2022 | 82.52% |
| June 30, 2022 | 82.52% |
| May 31, 2022 | 82.52% |
| April 30, 2022 | 82.52% |
| March 31, 2022 | 82.52% |
| February 28, 2022 | 82.52% |
| January 31, 2022 | 82.52% |
| December 31, 2021 | 82.52% |
| November 30, 2021 | 82.52% |
| October 31, 2021 | 82.52% |
| September 30, 2021 | 82.52% |
| August 31, 2021 | 82.52% |
| July 31, 2021 | 82.52% |
| June 30, 2021 | 82.52% |
| May 31, 2021 | 82.52% |
| April 30, 2021 | 82.52% |
| March 31, 2021 | 82.52% |
| February 28, 2021 | 82.52% |
| January 31, 2021 | 82.52% |
| December 31, 2020 | 82.52% |
| November 30, 2020 | 82.52% |
| October 31, 2020 | 82.52% |
| September 30, 2020 | 82.52% |
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
67.78%
Minimum
Nov 2019
82.52%
Maximum
Mar 2020
81.53%
Average
82.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Trex Co Inc | 71.58% |
| Quanex Building Products Corp | 65.03% |
| Fortune Brands Innovations Inc | 52.07% |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.15 |
| Beta (5Y) | 2.254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.33% |
| Historical Sharpe Ratio (5Y) | -0.1056 |
| Historical Sortino (5Y) | -0.1623 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.06% |