Jack Henry & Associates Inc (JKHY)
184.31
+1.25
(+0.68%)
USD |
NASDAQ |
Nov 04, 16:00
184.33
+0.02
(+0.01%)
After-Hours: 20:00
Jack Henry & Associates Max Drawdown (5Y): 33.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.57% |
| September 30, 2024 | 33.57% |
| August 31, 2024 | 33.57% |
| July 31, 2024 | 33.57% |
| June 30, 2024 | 33.57% |
| May 31, 2024 | 33.57% |
| April 30, 2024 | 33.57% |
| March 31, 2024 | 33.57% |
| February 29, 2024 | 33.57% |
| January 31, 2024 | 33.57% |
| December 31, 2023 | 33.57% |
| November 30, 2023 | 33.57% |
| October 31, 2023 | 33.57% |
| September 30, 2023 | 32.52% |
| August 31, 2023 | 32.52% |
| July 31, 2023 | 32.52% |
| June 30, 2023 | 32.52% |
| May 31, 2023 | 32.52% |
| April 30, 2023 | 32.52% |
| March 31, 2023 | 32.52% |
| February 28, 2023 | 26.90% |
| January 31, 2023 | 26.90% |
| December 31, 2022 | 26.90% |
| November 30, 2022 | 26.90% |
| October 31, 2022 | 26.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 26.90% |
| August 31, 2022 | 26.90% |
| July 31, 2022 | 26.90% |
| June 30, 2022 | 26.90% |
| May 31, 2022 | 26.90% |
| April 30, 2022 | 26.90% |
| March 31, 2022 | 26.90% |
| February 28, 2022 | 26.90% |
| January 31, 2022 | 26.90% |
| December 31, 2021 | 26.90% |
| November 30, 2021 | 26.90% |
| October 31, 2021 | 26.90% |
| September 30, 2021 | 26.90% |
| August 31, 2021 | 26.90% |
| July 31, 2021 | 26.90% |
| June 30, 2021 | 26.90% |
| May 31, 2021 | 26.90% |
| April 30, 2021 | 26.90% |
| March 31, 2021 | 26.90% |
| February 28, 2021 | 26.90% |
| January 31, 2021 | 26.90% |
| December 31, 2020 | 25.50% |
| November 30, 2020 | 25.50% |
| October 31, 2020 | 25.50% |
| September 30, 2020 | 25.50% |
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
25.46%
Minimum
Nov 2019
33.57%
Maximum
Oct 2023
28.67%
Average
26.90%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Information Services Group Inc | 69.81% |
| TTEC Holdings Inc | 96.34% |
| Castellum Inc | 99.58% |
| Conduent Inc | 93.38% |
| TaskUs Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.176 |
| Beta (5Y) | 0.6346 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.36% |
| Historical Sharpe Ratio (5Y) | 0.1795 |
| Historical Sortino (5Y) | 0.3071 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.42% |