Jack Henry & Associates Inc (JKHY)

176.66 +0.66 (+0.38%) USD  |  NASDAQ  |  Dec 20, 16:00
176.75 +0.10 (+0.05%) Pre-Market: 20:00
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Jack Henry & Associates Max Drawdown (5Y): 33.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Information Services Group Inc 69.81%
TTEC Holdings Inc 96.34%
Castellum Inc 99.59%
Conduent Inc 93.38%
TaskUs Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.375
Beta (5Y) 0.6082
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.47%
Historical Sharpe Ratio (5Y) 0.0778
Historical Sortino (5Y) 0.1348
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.42%