JNS Holdings Corp (JNSH)
0.003
0.00 (0.00%)
USD |
OTCM |
Nov 05, 12:53
JNS Holdings Max Drawdown (5Y): 94.90% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 94.90% |
| August 31, 2024 | 94.69% |
| July 31, 2024 | 94.27% |
| June 30, 2024 | 94.06% |
| May 31, 2024 | 94.06% |
| April 30, 2024 | 94.06% |
| March 31, 2024 | 94.06% |
| February 29, 2024 | 94.06% |
| January 31, 2024 | 94.06% |
| December 31, 2023 | 94.06% |
| November 30, 2023 | 94.06% |
| October 31, 2023 | 94.06% |
| September 30, 2023 | 93.84% |
| August 31, 2023 | 93.84% |
| July 31, 2023 | 93.84% |
| June 30, 2023 | 93.42% |
| May 31, 2023 | 93.21% |
| April 30, 2023 | 92.14% |
| March 31, 2023 | 90.66% |
| February 28, 2023 | 90.66% |
| January 31, 2023 | 90.66% |
| December 31, 2022 | 90.66% |
| November 30, 2022 | 90.66% |
| October 31, 2022 | 90.45% |
| September 30, 2022 | 90.45% |
| Date | Value |
|---|---|
| August 31, 2022 | 90.45% |
| July 31, 2022 | 90.45% |
| June 30, 2022 | 90.45% |
| May 31, 2022 | 90.45% |
| April 30, 2022 | 90.45% |
| March 31, 2022 | 88.94% |
| February 28, 2022 | 88.94% |
| January 31, 2022 | 88.94% |
| December 31, 2021 | 88.94% |
| November 30, 2021 | 88.94% |
| October 31, 2021 | 88.94% |
| September 30, 2021 | 88.94% |
| August 31, 2021 | 88.94% |
| July 31, 2021 | 88.94% |
| June 30, 2021 | 88.94% |
| May 31, 2021 | 92.26% |
| April 30, 2021 | 92.58% |
| March 31, 2021 | 92.58% |
| February 28, 2021 | 93.06% |
| January 31, 2021 | 95.06% |
| December 31, 2020 | 95.06% |
| November 30, 2020 | 95.06% |
| October 31, 2020 | 95.06% |
| September 30, 2020 | 95.06% |
| August 31, 2020 | 95.06% |
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
88.94%
Minimum
Jun 2021
95.06%
Maximum
Nov 2019
92.59%
Average
93.84%
Median
Jul 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.50 |
| Beta (5Y) | 0.4402 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.3% |
| Historical Sharpe Ratio (5Y) | -0.0736 |
| Historical Sortino (5Y) | -0.2015 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.03% |