James Hardie Industries PLC (JHX)
32.31
+0.57
(+1.80%)
USD |
NYSE |
Nov 05, 14:43
James Hardie Industries Max Drawdown (5Y): 57.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 57.38% |
September 30, 2024 | 57.38% |
August 31, 2024 | 57.38% |
July 31, 2024 | 57.38% |
June 30, 2024 | 57.38% |
May 31, 2024 | 57.38% |
April 30, 2024 | 57.38% |
March 31, 2024 | 57.38% |
February 29, 2024 | 57.38% |
January 31, 2024 | 57.38% |
December 31, 2023 | 57.38% |
November 30, 2023 | 57.38% |
October 31, 2023 | 57.38% |
September 30, 2023 | 57.38% |
August 31, 2023 | 57.38% |
July 31, 2023 | 57.38% |
June 30, 2023 | 57.38% |
May 31, 2023 | 57.38% |
April 30, 2023 | 57.38% |
March 31, 2023 | 57.38% |
February 28, 2023 | 57.38% |
January 31, 2023 | 57.38% |
December 31, 2022 | 57.38% |
November 30, 2022 | 56.76% |
October 31, 2022 | 56.76% |
Date | Value |
---|---|
September 30, 2022 | 56.76% |
August 31, 2022 | 56.76% |
July 31, 2022 | 56.76% |
June 30, 2022 | 56.76% |
May 31, 2022 | 56.76% |
April 30, 2022 | 56.76% |
March 31, 2022 | 56.76% |
February 28, 2022 | 56.76% |
January 31, 2022 | 56.76% |
December 31, 2021 | 56.76% |
November 30, 2021 | 56.76% |
October 31, 2021 | 56.76% |
September 30, 2021 | 56.76% |
August 31, 2021 | 56.76% |
July 31, 2021 | 56.76% |
June 30, 2021 | 56.76% |
May 31, 2021 | 56.76% |
April 30, 2021 | 56.76% |
March 31, 2021 | 56.76% |
February 28, 2021 | 56.76% |
January 31, 2021 | 56.76% |
December 31, 2020 | 56.76% |
November 30, 2020 | 56.76% |
October 31, 2020 | 56.76% |
September 30, 2020 | 56.76% |
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
43.56%
Minimum
Nov 2019
57.38%
Maximum
Dec 2022
56.12%
Average
56.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CRH PLC | 53.12% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.83 |
Beta (5Y) | 1.763 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.83% |
Historical Sharpe Ratio (5Y) | 0.2852 |
Historical Sortino (5Y) | 0.4246 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.36% |