J&J Snack Foods Corp (JJSF)
138.80
+1.42
(+1.03%)
USD |
NASDAQ |
Apr 24, 16:00
138.56
-0.24
(-0.17%)
After-Hours: 20:00
J&J Snack Foods Max Drawdown (5Y): 44.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.12% |
February 29, 2024 | 44.12% |
January 31, 2024 | 44.12% |
December 31, 2023 | 44.12% |
November 30, 2023 | 44.12% |
October 31, 2023 | 44.12% |
September 30, 2023 | 44.12% |
August 31, 2023 | 44.12% |
July 31, 2023 | 44.12% |
June 30, 2023 | 44.12% |
May 31, 2023 | 44.12% |
April 30, 2023 | 44.12% |
March 31, 2023 | 44.12% |
February 28, 2023 | 44.12% |
January 31, 2023 | 44.12% |
December 31, 2022 | 44.12% |
November 30, 2022 | 44.12% |
October 31, 2022 | 44.12% |
September 30, 2022 | 44.12% |
August 31, 2022 | 44.12% |
July 31, 2022 | 44.12% |
June 30, 2022 | 44.12% |
May 31, 2022 | 44.12% |
April 30, 2022 | 44.12% |
March 31, 2022 | 44.12% |
Date | Value |
---|---|
February 28, 2022 | 44.12% |
January 31, 2022 | 44.12% |
December 31, 2021 | 44.12% |
November 30, 2021 | 44.12% |
October 31, 2021 | 44.12% |
September 30, 2021 | 44.12% |
August 31, 2021 | 44.12% |
July 31, 2021 | 44.12% |
June 30, 2021 | 44.12% |
May 31, 2021 | 44.12% |
April 30, 2021 | 44.12% |
March 31, 2021 | 44.12% |
February 28, 2021 | 44.12% |
January 31, 2021 | 44.12% |
December 31, 2020 | 44.12% |
November 30, 2020 | 44.12% |
October 31, 2020 | 44.12% |
September 30, 2020 | 44.12% |
August 31, 2020 | 44.12% |
July 31, 2020 | 44.12% |
June 30, 2020 | 44.12% |
May 31, 2020 | 44.12% |
April 30, 2020 | 44.12% |
March 31, 2020 | 44.12% |
February 29, 2020 | 18.63% |
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
18.63%
Minimum
Apr 2019
44.12%
Maximum
Mar 2020
39.45%
Average
44.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Utz Brands Inc | 60.58% |
Acme United Corp | 52.48% |
Spectrum Brands Holdings Inc | 79.43% |
RegalWorks Media Inc | 94.63% |
Scepter Holdings Inc | 99.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.024 |
Beta (5Y) | 0.5226 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.68% |
Historical Sharpe Ratio (5Y) | -0.0825 |
Historical Sortino (5Y) | -0.107 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.66% |