Jerónimo Martins SGPS SA (JRONY)
37.91
+0.34
(+0.90%)
USD |
OTCM |
Oct 06, 16:00
Jerónimo Martins SGPS Max Drawdown (5Y) : 42.94% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 42.94% |
| August 31, 2026 | 42.94% |
| July 31, 2026 | 42.94% |
| June 30, 2026 | 42.94% |
| May 31, 2026 | 42.94% |
| April 30, 2026 | 42.94% |
| March 31, 2026 | 42.94% |
| February 28, 2026 | 42.94% |
| January 31, 2026 | 42.94% |
| December 31, 2025 | 42.94% |
| November 30, 2025 | 42.94% |
| October 31, 2025 | 42.94% |
| September 30, 2025 | 42.94% |
| August 31, 2025 | 42.94% |
| July 31, 2025 | 42.94% |
| June 30, 2025 | 42.94% |
| May 31, 2025 | 42.94% |
| April 30, 2025 | 42.94% |
| March 31, 2025 | 42.94% |
| February 28, 2025 | 42.94% |
| January 31, 2025 | 42.94% |
| December 31, 2024 | 42.94% |
| November 30, 2024 | 42.94% |
| October 31, 2024 | 42.94% |
| September 30, 2024 | 42.94% |
| Date | Value |
|---|---|
| August 31, 2024 | 42.94% |
| July 31, 2024 | 42.94% |
| June 30, 2024 | 36.88% |
| May 31, 2024 | 36.88% |
| April 30, 2024 | 36.88% |
| March 31, 2024 | 33.74% |
| February 29, 2024 | 31.46% |
| January 31, 2024 | 32.57% |
| December 31, 2023 | 44.68% |
| November 30, 2023 | 44.68% |
| October 31, 2023 | 44.68% |
| September 30, 2023 | 44.68% |
| August 31, 2023 | 44.68% |
| July 31, 2023 | 44.68% |
| June 30, 2023 | 44.68% |
| May 31, 2023 | 44.68% |
| April 30, 2023 | 44.68% |
| March 31, 2023 | 44.68% |
| February 28, 2023 | 44.68% |
| January 31, 2023 | 44.68% |
| December 31, 2022 | 44.68% |
| November 30, 2022 | 44.68% |
| October 31, 2022 | 44.68% |
| September 30, 2022 | 44.68% |
| August 31, 2022 | 44.68% |
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% |
| PriceSmart, Inc. | 42.92% |
| Target Corp. | 64.36% |
| Walmart, Inc. | 25.74% |
| Wal-Mart de México SAB de CV | 39.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.687 |
| Beta (5Y) | 0.7776 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.15% |
| Historical Sharpe Ratio (5Y) | 0.0034 |
| Historical Sortino (5Y) | 0.0058 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.56% |