Jupiter Marine International Holdings, Inc. (JMIH)
0.0002
0.00 (0.00%)
USD |
OTCM |
Jun 08, 16:00
Jupiter Marine International Holdings Max Drawdown (5Y) : 100.00% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Malibu Boats, Inc. | 73.67% |
| Mastercraft Boat Holdings, Inc. | 57.61% |
| Twin Vee PowerCats Co. | -- |
| Brunswick Corp. | 61.01% |
| Former BL Stores, Inc. | 100.0% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -127.73 |
| Beta (5Y) | 5.864 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.18K% |
| Historical Sharpe Ratio (5Y) | -0.0071 |
| Historical Sortino (5Y) | -0.6209 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 98.18% |