The St. Joe Co (JOE)

44.55 +0.75 (+1.71%) USD  |  NYSE  |  Dec 20, 16:00
44.61 +0.06 (+0.13%) After-Hours: 20:00
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St. Joe Max Drawdown (5Y): 48.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Century Communities Inc 73.33%
Landsea Homes Corp 58.92%
Belpointe PREP LLC --
Smith Douglas Homes Corp --
Seaport Entertainment Group Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.691
Beta (5Y) 1.248
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.64%
Historical Sharpe Ratio (5Y) 0.501
Historical Sortino (5Y) 1.051
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.48%