Johnson Outdoors Inc (JOUT)
32.51
+0.84
(+2.65%)
USD |
NASDAQ |
Nov 21, 16:00
32.45
-0.06
(-0.18%)
After-Hours: 20:00
Johnson Outdoors Max Drawdown (5Y): 77.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.79% |
| September 30, 2024 | 77.15% |
| August 31, 2024 | 77.15% |
| July 31, 2024 | 77.15% |
| June 30, 2024 | 76.78% |
| May 31, 2024 | 76.22% |
| April 30, 2024 | 71.74% |
| March 31, 2024 | 70.63% |
| February 29, 2024 | 69.90% |
| January 31, 2024 | 69.64% |
| December 31, 2023 | 69.64% |
| November 30, 2023 | 68.79% |
| October 31, 2023 | 68.79% |
| September 30, 2023 | 68.79% |
| August 31, 2023 | 68.79% |
| July 31, 2023 | 68.79% |
| June 30, 2023 | 68.79% |
| May 31, 2023 | 68.79% |
| April 30, 2023 | 68.79% |
| March 31, 2023 | 68.79% |
| February 28, 2023 | 68.79% |
| January 31, 2023 | 68.79% |
| December 31, 2022 | 68.79% |
| November 30, 2022 | 68.79% |
| October 31, 2022 | 68.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.61% |
| August 31, 2022 | 61.18% |
| July 31, 2022 | 61.18% |
| June 30, 2022 | 61.18% |
| May 31, 2022 | 60.53% |
| April 30, 2022 | 50.60% |
| March 31, 2022 | 50.60% |
| February 28, 2022 | 50.60% |
| January 31, 2022 | 50.60% |
| December 31, 2021 | 50.60% |
| November 30, 2021 | 50.60% |
| October 31, 2021 | 50.60% |
| September 30, 2021 | 50.60% |
| August 31, 2021 | 50.60% |
| July 31, 2021 | 50.60% |
| June 30, 2021 | 50.60% |
| May 31, 2021 | 50.60% |
| April 30, 2021 | 50.60% |
| March 31, 2021 | 50.60% |
| February 28, 2021 | 50.60% |
| January 31, 2021 | 50.60% |
| December 31, 2020 | 50.60% |
| November 30, 2020 | 50.60% |
| October 31, 2020 | 50.60% |
| September 30, 2020 | 50.60% |
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
47.80%
Minimum
Nov 2019
77.79%
Maximum
Oct 2024
59.91%
Average
55.57%
Median
Max Drawdown (5Y) Benchmarks
| Escalade Inc | 71.25% |
| Clarus Corp | 86.65% |
| Connexa Sports Technologies Inc | -- |
| Peloton Interactive Inc | -- |
| Sacks Parente Golf Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.53 |
| Beta (5Y) | 0.7112 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.74% |
| Historical Sharpe Ratio (5Y) | -0.3556 |
| Historical Sortino (5Y) | -0.6437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.02% |