James Hardie Industries PLC (JHX)

31.60 -0.08 (-0.24%) USD  |  NYSE  |  Dec 23, 16:00
31.60 0.00 (0.00%) After-Hours: 20:00
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James Hardie Industries Max Drawdown (5Y): 57.38% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CRH PLC 53.12%
Century Aluminum Co 87.51%
Friedman Industries Inc 65.08%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.53
Beta (5Y) 1.768
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.06%
Historical Sharpe Ratio (5Y) 0.2874
Historical Sortino (5Y) 0.4326
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.71%