The St. Joe Co (JOE)
56.86
-0.17
(-0.30%)
USD |
NYSE |
Apr 24, 16:00
57.65
+0.79
(+1.39%)
Pre-Market: 20:00
St. Joe Max Drawdown (5Y): 48.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.44% |
February 29, 2024 | 48.44% |
January 31, 2024 | 48.44% |
December 31, 2023 | 48.44% |
November 30, 2023 | 48.44% |
October 31, 2023 | 50.40% |
September 30, 2023 | 50.44% |
August 31, 2023 | 50.44% |
July 31, 2023 | 50.44% |
June 30, 2023 | 50.44% |
May 31, 2023 | 50.44% |
April 30, 2023 | 50.44% |
March 31, 2023 | 50.44% |
February 28, 2023 | 50.44% |
January 31, 2023 | 50.44% |
December 31, 2022 | 50.44% |
November 30, 2022 | 50.44% |
October 31, 2022 | 50.44% |
September 30, 2022 | 50.44% |
August 31, 2022 | 50.44% |
July 31, 2022 | 50.44% |
June 30, 2022 | 50.44% |
May 31, 2022 | 50.44% |
April 30, 2022 | 50.44% |
March 31, 2022 | 50.44% |
Date | Value |
---|---|
February 28, 2022 | 50.44% |
January 31, 2022 | 50.44% |
December 31, 2021 | 50.44% |
November 30, 2021 | 50.44% |
October 31, 2021 | 50.44% |
September 30, 2021 | 50.44% |
August 31, 2021 | 50.44% |
July 31, 2021 | 50.44% |
June 30, 2021 | 50.44% |
May 31, 2021 | 50.44% |
April 30, 2021 | 50.44% |
March 31, 2021 | 50.44% |
February 28, 2021 | 50.44% |
January 31, 2021 | 50.44% |
December 31, 2020 | 50.44% |
November 30, 2020 | 50.44% |
October 31, 2020 | 50.44% |
September 30, 2020 | 50.44% |
August 31, 2020 | 50.44% |
July 31, 2020 | 50.44% |
June 30, 2020 | 50.44% |
May 31, 2020 | 50.44% |
April 30, 2020 | 50.44% |
March 31, 2020 | 50.44% |
February 29, 2020 | 50.44% |
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
48.44%
Minimum
Nov 2023
56.48%
Maximum
Apr 2019
51.07%
Average
50.44%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
Extreme Biodiesel Inc | 100.00% |
Trinity Place Holdings Inc | 98.11% |
Landsea Homes Corp | 58.92% |
Belpointe PREP LLC | -- |
Smith Douglas Homes Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.39 |
Beta (5Y) | 1.300 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.26% |
Historical Sharpe Ratio (5Y) | 0.6795 |
Historical Sortino (5Y) | 1.412 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.19% |