J.Jill Inc (JILL)
25.33
+0.85
(+3.47%)
USD |
NYSE |
Nov 21, 16:00
25.32
-0.02
(-0.06%)
Pre-Market: 20:00
J.Jill Max Drawdown (5Y): 97.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.37% |
| September 30, 2024 | 97.37% |
| August 31, 2024 | 97.37% |
| July 31, 2024 | 97.37% |
| June 30, 2024 | 97.37% |
| May 31, 2024 | 97.37% |
| April 30, 2024 | 97.37% |
| March 31, 2024 | 97.37% |
| February 29, 2024 | 97.37% |
| January 31, 2024 | 97.37% |
| December 31, 2023 | 97.37% |
| November 30, 2023 | 97.37% |
| October 31, 2023 | 97.37% |
| September 30, 2023 | 97.37% |
| August 31, 2023 | 97.37% |
| July 31, 2023 | 97.37% |
| June 30, 2023 | 97.37% |
| May 31, 2023 | 97.37% |
| April 30, 2023 | 97.37% |
| March 31, 2023 | 97.37% |
| February 28, 2023 | 97.37% |
| January 31, 2023 | 97.37% |
| December 31, 2022 | 97.37% |
| November 30, 2022 | 97.37% |
| October 31, 2022 | 97.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.37% |
| August 31, 2022 | 97.37% |
| July 31, 2022 | 97.37% |
| June 30, 2022 | 97.37% |
| May 31, 2022 | 97.37% |
| April 30, 2022 | 97.37% |
| March 31, 2022 | 97.37% |
| February 28, 2022 | 97.37% |
| January 31, 2022 | 97.37% |
| December 31, 2021 | 97.37% |
| November 30, 2021 | 97.37% |
| October 31, 2021 | 97.37% |
| September 30, 2021 | 97.37% |
| August 31, 2021 | 97.37% |
| July 31, 2021 | 97.37% |
| June 30, 2021 | 97.37% |
| May 31, 2021 | 97.37% |
| April 30, 2021 | 97.37% |
| March 31, 2021 | 97.37% |
| February 28, 2021 | 97.37% |
| January 31, 2021 | 97.37% |
| December 31, 2020 | 97.37% |
| November 30, 2020 | 97.37% |
| October 31, 2020 | 97.37% |
| September 30, 2020 | 97.37% |
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
88.56%
Minimum
Nov 2019
97.37%
Maximum
Apr 2020
96.94%
Average
97.37%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Torrid Holdings Inc | -- |
| Victoria's Secret & Co | -- |
| Genesco Inc | 88.03% |
| Citi Trends Inc | 87.25% |
| Ross Stores Inc | 51.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.38 |
| Beta (5Y) | 0.6140 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.03% |
| Historical Sharpe Ratio (5Y) | 0.2333 |
| Historical Sortino (5Y) | 0.5182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.79% |