Jones Lang LaSalle Inc (JLL)
259.01
+2.39
(+0.93%)
USD |
NYSE |
Nov 21, 16:00
259.01
0.00 (0.00%)
After-Hours: 20:00
Jones Lang LaSalle Max Drawdown (5Y): 55.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 55.54% |
September 30, 2024 | 55.54% |
August 31, 2024 | 55.54% |
July 31, 2024 | 55.54% |
June 30, 2024 | 55.54% |
May 31, 2024 | 55.54% |
April 30, 2024 | 55.54% |
March 31, 2024 | 55.54% |
February 29, 2024 | 55.54% |
January 31, 2024 | 55.54% |
December 31, 2023 | 55.54% |
November 30, 2023 | 55.54% |
October 31, 2023 | 55.54% |
September 30, 2023 | 54.01% |
August 31, 2023 | 54.01% |
July 31, 2023 | 54.01% |
June 30, 2023 | 54.01% |
May 31, 2023 | 54.01% |
April 30, 2023 | 54.01% |
March 31, 2023 | 54.01% |
February 28, 2023 | 54.01% |
January 31, 2023 | 54.01% |
December 31, 2022 | 54.01% |
November 30, 2022 | 54.01% |
October 31, 2022 | 54.01% |
Date | Value |
---|---|
September 30, 2022 | 54.01% |
August 31, 2022 | 54.01% |
July 31, 2022 | 54.01% |
June 30, 2022 | 54.01% |
May 31, 2022 | 54.01% |
April 30, 2022 | 54.01% |
March 31, 2022 | 54.01% |
February 28, 2022 | 54.01% |
January 31, 2022 | 54.01% |
December 31, 2021 | 54.01% |
November 30, 2021 | 54.01% |
October 31, 2021 | 54.01% |
September 30, 2021 | 54.01% |
August 31, 2021 | 54.01% |
July 31, 2021 | 54.01% |
June 30, 2021 | 54.01% |
May 31, 2021 | 54.01% |
April 30, 2021 | 54.01% |
March 31, 2021 | 54.01% |
February 28, 2021 | 54.01% |
January 31, 2021 | 54.01% |
December 31, 2020 | 54.01% |
November 30, 2020 | 54.01% |
October 31, 2020 | 54.01% |
September 30, 2020 | 54.01% |
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
50.35%
Minimum
Nov 2019
55.54%
Maximum
Oct 2023
54.10%
Average
54.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Marcus & Millichap Inc | 57.36% |
Sachem Capital Corp | 76.34% |
Newmark Group Inc | -- |
Compass Inc | -- |
La Rosa Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.869 |
Beta (5Y) | 1.367 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.09% |
Historical Sharpe Ratio (5Y) | 0.283 |
Historical Sortino (5Y) | 0.3955 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.61% |