J.Jill Inc (JILL)
27.10
-0.18
(-0.66%)
USD |
NYSE |
Jan 08, 16:00
27.11
+0.01
(+0.04%)
After-Hours: 20:00
J.Jill Max Drawdown (5Y): 97.37% for Dec. 31, 2024
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
Torrid Holdings Inc | -- |
Victoria's Secret & Co | -- |
Abercrombie & Fitch Co | 72.39% |
Citi Trends Inc | 87.25% |
Ross Stores Inc | 51.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 26.75 |
Beta (5Y) | 0.6921 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.83% |
Historical Sharpe Ratio (5Y) | 0.4089 |
Historical Sortino (5Y) | 0.8991 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.02% |