Jardine Matheson Holdings Ltd (JMHLY)
39.18
+0.84
(+2.19%)
USD |
OTCM |
May 03, 16:00
Jardine Matheson Holdings Max Drawdown (5Y): 43.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.79% |
| March 31, 2024 | 43.79% |
| February 29, 2024 | 43.79% |
| January 31, 2024 | 43.79% |
| December 31, 2023 | 43.79% |
| November 30, 2023 | 43.79% |
| October 31, 2023 | 43.79% |
| September 30, 2023 | 43.79% |
| August 31, 2023 | 43.79% |
| July 31, 2023 | 43.79% |
| June 30, 2023 | 43.79% |
| May 31, 2023 | 43.79% |
| April 30, 2023 | 43.79% |
| March 31, 2023 | 43.79% |
| February 28, 2023 | 43.79% |
| January 31, 2023 | 43.79% |
| December 31, 2022 | 43.79% |
| November 30, 2022 | 43.79% |
| October 31, 2022 | 43.79% |
| September 30, 2022 | 43.79% |
| August 31, 2022 | 43.79% |
| July 31, 2022 | 43.79% |
| June 30, 2022 | 43.79% |
| May 31, 2022 | 43.79% |
| April 30, 2022 | 43.79% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.79% |
| February 28, 2022 | 43.79% |
| January 31, 2022 | 43.79% |
| December 31, 2021 | 43.79% |
| November 30, 2021 | 43.79% |
| October 31, 2021 | 43.79% |
| September 30, 2021 | 43.79% |
| August 31, 2021 | 43.79% |
| July 31, 2021 | 43.79% |
| June 30, 2021 | 43.79% |
| May 31, 2021 | 43.79% |
| April 30, 2021 | 43.79% |
| March 31, 2021 | 43.79% |
| February 28, 2021 | 43.79% |
| January 31, 2021 | 43.79% |
| December 31, 2020 | 43.79% |
| November 30, 2020 | 43.79% |
| October 31, 2020 | 43.79% |
| September 30, 2020 | 43.79% |
| August 31, 2020 | 43.79% |
| July 31, 2020 | 41.63% |
| June 30, 2020 | 41.63% |
| May 31, 2020 | 41.63% |
| April 30, 2020 | 35.71% |
| March 31, 2020 | 32.72% |
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
28.75%
Minimum
May 2019
43.79%
Maximum
Aug 2020
40.85%
Average
43.79%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| Nordic American Tankers Ltd | 86.52% |
| SFL Corp Ltd | 55.47% |
| Textainer Group Holdings Ltd (DELISTED) | 78.76% |
| Golden Ocean Group Ltd | 88.87% |
| Ardmore Shipping Corp | 76.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.63 |
| Beta (5Y) | 0.2534 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.47% |
| Historical Sharpe Ratio (5Y) | -0.3326 |
| Historical Sortino (5Y) | -0.5829 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.80% |