The St. Joe Co (JOE)
49.96
-0.16
(-0.32%)
USD |
NYSE |
Nov 21, 16:00
49.98
+0.02
(+0.04%)
After-Hours: 20:00
St. Joe Max Drawdown (5Y): 48.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.44% |
| September 30, 2024 | 48.44% |
| August 31, 2024 | 48.44% |
| July 31, 2024 | 48.44% |
| June 30, 2024 | 48.44% |
| May 31, 2024 | 48.44% |
| April 30, 2024 | 48.44% |
| March 31, 2024 | 48.44% |
| February 29, 2024 | 48.44% |
| January 31, 2024 | 48.44% |
| December 31, 2023 | 50.40% |
| November 30, 2023 | 50.44% |
| October 31, 2023 | 50.44% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 50.83% |
| December 31, 2020 | 50.83% |
| November 30, 2020 | 50.83% |
| October 31, 2020 | 50.83% |
| September 30, 2020 | 50.83% |
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
Jan 2024
56.48%
Maximum
Nov 2019
50.56%
Average
50.44%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.844 |
| Beta (5Y) | 1.269 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.24% |
| Historical Sharpe Ratio (5Y) | 0.5276 |
| Historical Sortino (5Y) | 1.094 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.19% |