James Hardie Industries Plc (JHX)
23.67
+1.66
(+7.54%)
USD |
NYSE |
Jun 11, 15:31
James Hardie Industries Max Drawdown (5Y) : 60.26% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 60.26% |
| April 30, 2026 | 60.26% |
| March 31, 2026 | 60.26% |
| February 28, 2026 | 60.26% |
| January 31, 2026 | 60.26% |
| December 31, 2025 | 60.26% |
| November 30, 2025 | 60.26% |
| October 31, 2025 | 57.38% |
| September 30, 2025 | 57.38% |
| August 31, 2025 | 57.38% |
| July 31, 2025 | 57.38% |
| June 30, 2025 | 57.38% |
| May 31, 2025 | 57.38% |
| April 30, 2025 | 57.38% |
| March 31, 2025 | 57.38% |
| February 28, 2025 | 57.38% |
| January 31, 2025 | 57.38% |
| December 31, 2024 | 57.38% |
| November 30, 2024 | 57.38% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CRH Plc | 38.29% |
| Heidelberg Materials AG | 59.63% |
| CEMEX SAB de CV | 66.83% |
| Eagle Materials, Inc. | 44.73% |
| Cementos Pacasmayo SAA | 56.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.78 |
| Beta (5Y) | 1.797 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.41% |
| Historical Sharpe Ratio (5Y) | -0.2398 |
| Historical Sortino (5Y) | -0.3659 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.20% |