JPMorgan Chase & Co (JPM)
245.68
-0.57
(-0.23%)
USD |
NYSE |
Dec 03, 12:39
JPMorgan Chase Max Drawdown (5Y): 43.62% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 43.62% |
| October 31, 2024 | 43.62% |
| September 30, 2024 | 43.62% |
| August 31, 2024 | 43.62% |
| July 31, 2024 | 43.62% |
| June 30, 2024 | 43.62% |
| May 31, 2024 | 43.62% |
| April 30, 2024 | 43.62% |
| March 31, 2024 | 43.62% |
| February 29, 2024 | 43.62% |
| January 31, 2024 | 43.62% |
| December 31, 2023 | 43.62% |
| November 30, 2023 | 43.62% |
| October 31, 2023 | 43.62% |
| September 30, 2023 | 43.62% |
| August 31, 2023 | 43.62% |
| July 31, 2023 | 43.62% |
| June 30, 2023 | 43.62% |
| May 31, 2023 | 43.62% |
| April 30, 2023 | 43.62% |
| March 31, 2023 | 43.62% |
| February 28, 2023 | 43.62% |
| January 31, 2023 | 43.62% |
| December 31, 2022 | 43.62% |
| November 30, 2022 | 43.62% |
| Date | Value |
|---|---|
| October 31, 2022 | 43.62% |
| September 30, 2022 | 43.62% |
| August 31, 2022 | 43.62% |
| July 31, 2022 | 43.62% |
| June 30, 2022 | 43.62% |
| May 31, 2022 | 43.62% |
| April 30, 2022 | 43.62% |
| March 31, 2022 | 43.62% |
| February 28, 2022 | 43.62% |
| January 31, 2022 | 43.62% |
| December 31, 2021 | 43.62% |
| November 30, 2021 | 43.62% |
| October 31, 2021 | 43.62% |
| September 30, 2021 | 43.62% |
| August 31, 2021 | 43.62% |
| July 31, 2021 | 43.62% |
| June 30, 2021 | 43.62% |
| May 31, 2021 | 43.62% |
| April 30, 2021 | 43.62% |
| March 31, 2021 | 43.62% |
| February 28, 2021 | 43.62% |
| January 31, 2021 | 43.62% |
| December 31, 2020 | 43.62% |
| November 30, 2020 | 43.62% |
| October 31, 2020 | 43.62% |
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
23.20%
Minimum
Dec 2019
43.62%
Maximum
Mar 2020
42.60%
Average
43.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bank of America Corp | 48.93% |
| Bank of New York Mellon Corp | 50.50% |
| KeyCorp | 65.22% |
| PNC Financial Services Group Inc | 49.58% |
| U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3469 |
| Beta (5Y) | 1.117 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.32% |
| Historical Sharpe Ratio (5Y) | 0.5144 |
| Historical Sortino (5Y) | 0.6508 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.02% |