Jumia Technologies AG (JMIA)
3.64
-0.19
(-4.96%)
USD |
NYSE |
Nov 21, 16:00
3.66
+0.02
(+0.55%)
Pre-Market: 08:10
Jumia Technologies Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Volkswagen AG | 65.45% |
| Bayerische Motoren Werke AG | 62.64% |
| Continental AG | 81.52% |
| Porsche Automobil Holding SE | 65.08% |
| MYT Netherlands Parent BV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.06 |
| Beta (5Y) | 2.956 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 138.7% |
| Historical Sharpe Ratio (5Y) | -0.0642 |
| Historical Sortino (5Y) | -0.1842 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.07% |