J.Jill, Inc. (JILL)
24.21
-0.36
(-1.47%)
USD |
NYSE |
Oct 14, 16:00
24.21
0.00 (0.00%)
After-Hours: 19:26
J.Jill Max Drawdown (5Y) : 77.02% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 77.02% |
| August 31, 2026 | 77.02% |
| July 31, 2026 | 77.02% |
| June 30, 2026 | 77.02% |
| May 31, 2026 | 77.02% |
| April 30, 2026 | 84.53% |
| March 31, 2026 | 87.88% |
| February 28, 2026 | 93.27% |
| January 31, 2026 | 93.36% |
| December 31, 2025 | 94.14% |
| November 30, 2025 | 94.14% |
| October 31, 2025 | 94.16% |
| September 30, 2025 | 95.15% |
| August 31, 2025 | 96.74% |
| July 31, 2025 | 96.85% |
| June 30, 2025 | 96.85% |
| May 31, 2025 | 96.85% |
| April 30, 2025 | 96.85% |
| March 31, 2025 | 97.37% |
| February 28, 2025 | 97.37% |
| January 31, 2025 | 97.37% |
| December 31, 2024 | 97.37% |
| November 30, 2024 | 97.37% |
| October 31, 2024 | 97.37% |
| September 30, 2024 | 97.37% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 97.37% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Zumiez, Inc. | 78.80% |
| American Eagle Outfitters, Inc. | 73.15% |
| Abercrombie & Fitch Co. | 69.93% |
| The Buckle, Inc. | 42.02% |
| The Cato Corp. | 85.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.825 |
| Beta (5Y) | 0.7983 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.26% |
| Historical Sharpe Ratio (5Y) | 0.09 |
| Historical Sortino (5Y) | 0.1619 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.02% |