Juniper Networks Inc (JNPR)
35.43
-0.23
(-0.64%)
USD |
NYSE |
Nov 21, 16:00
35.97
+0.54
(+1.52%)
Pre-Market: 08:03
Juniper Networks Max Drawdown (5Y): 40.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 40.99% |
September 30, 2024 | 40.99% |
August 31, 2024 | 40.99% |
July 31, 2024 | 40.99% |
June 30, 2024 | 40.99% |
May 31, 2024 | 40.99% |
April 30, 2024 | 40.99% |
March 31, 2024 | 40.99% |
February 29, 2024 | 40.99% |
January 31, 2024 | 40.99% |
December 31, 2023 | 40.99% |
November 30, 2023 | 40.99% |
October 31, 2023 | 40.99% |
September 30, 2023 | 40.99% |
August 31, 2023 | 40.99% |
July 31, 2023 | 40.99% |
June 30, 2023 | 40.99% |
May 31, 2023 | 40.99% |
April 30, 2023 | 40.99% |
March 31, 2023 | 40.99% |
February 28, 2023 | 40.99% |
January 31, 2023 | 40.99% |
December 31, 2022 | 40.99% |
November 30, 2022 | 40.99% |
October 31, 2022 | 40.99% |
Date | Value |
---|---|
September 30, 2022 | 40.99% |
August 31, 2022 | 40.99% |
July 31, 2022 | 40.99% |
June 30, 2022 | 40.99% |
May 31, 2022 | 40.99% |
April 30, 2022 | 40.99% |
March 31, 2022 | 40.99% |
February 28, 2022 | 40.99% |
January 31, 2022 | 40.99% |
December 31, 2021 | 40.99% |
November 30, 2021 | 40.99% |
October 31, 2021 | 40.99% |
September 30, 2021 | 40.99% |
August 31, 2021 | 40.99% |
July 31, 2021 | 40.99% |
June 30, 2021 | 40.99% |
May 31, 2021 | 40.99% |
April 30, 2021 | 42.30% |
March 31, 2021 | 42.30% |
February 28, 2021 | 42.88% |
January 31, 2021 | 50.21% |
December 31, 2020 | 50.21% |
November 30, 2020 | 50.21% |
October 31, 2020 | 50.21% |
September 30, 2020 | 50.21% |
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
40.99%
Minimum
May 2021
52.12%
Maximum
Nov 2019
43.42%
Average
40.99%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Hewlett Packard Enterprise Co | 56.91% |
AstroNova Inc | 78.84% |
Immersion Corp | 74.29% |
Transact Technologies Inc | 80.21% |
GoPro Inc | 96.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.699 |
Beta (5Y) | 0.9275 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.90% |
Historical Sharpe Ratio (5Y) | 0.382 |
Historical Sortino (5Y) | 0.6322 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.63% |