Jerónimo Martins SGPS SA (JRONF)
23.70
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OTCM |
Jun 10, 16:00
Jerónimo Martins SGPS Max Drawdown (5Y) : 21.16% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 21.16% |
| April 30, 2026 | 21.16% |
| March 31, 2026 | 21.16% |
| February 28, 2026 | 21.16% |
| January 31, 2026 | 21.16% |
| December 31, 2025 | 21.16% |
| November 30, 2025 | 21.16% |
| October 31, 2025 | 21.16% |
| September 30, 2025 | 21.16% |
| August 31, 2025 | 21.16% |
| July 31, 2025 | 21.16% |
| June 30, 2025 | 21.16% |
| May 31, 2025 | 21.16% |
| April 30, 2025 | 21.16% |
| March 31, 2025 | 21.16% |
| February 28, 2025 | 21.16% |
| January 31, 2025 | 21.16% |
| December 31, 2024 | 21.16% |
| November 30, 2024 | 21.16% |
| October 31, 2024 | 21.16% |
| September 30, 2024 | 21.16% |
| August 31, 2024 | 21.16% |
| July 31, 2024 | 21.16% |
| June 30, 2024 | 21.16% |
| May 31, 2024 | 21.16% |
| Date | Value |
|---|---|
| April 30, 2024 | 24.03% |
| March 31, 2024 | 24.03% |
| February 29, 2024 | 31.57% |
| January 31, 2024 | 31.57% |
| December 31, 2023 | 37.98% |
| November 30, 2023 | 37.98% |
| October 31, 2023 | 38.68% |
| September 30, 2023 | 38.68% |
| August 31, 2023 | 38.68% |
| July 31, 2023 | 38.68% |
| June 30, 2023 | 38.68% |
| May 31, 2023 | 38.68% |
| April 30, 2023 | 38.68% |
| March 31, 2023 | 38.68% |
| February 28, 2023 | 38.68% |
| January 31, 2023 | 38.68% |
| December 31, 2022 | 38.68% |
| November 30, 2022 | 38.68% |
| October 31, 2022 | 38.68% |
| September 30, 2022 | 38.68% |
| August 31, 2022 | 38.68% |
| July 31, 2022 | 38.68% |
| June 30, 2022 | 38.68% |
| May 31, 2022 | 38.68% |
| April 30, 2022 | 38.68% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Costco Wholesale Corp. | 31.40% |
| Ingles Markets, Inc. | 39.58% |
| The Kroger Co. | 31.08% |
| PriceSmart, Inc. | 42.92% |
| Target Corp. | 64.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.539 |
| Beta (5Y) | 0.1399 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.04% |
| Historical Sharpe Ratio (5Y) | 0.1913 |
| Historical Sortino (5Y) | 0.321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.39% |