Jeronimo Martins SGPS SA (JRONY)
45.26
+1.03
(+2.33%)
USD |
OTCM |
May 31, 16:00
Jeronimo Martins SGPS Max Drawdown (5Y): 36.88% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 36.88% |
| April 30, 2024 | 36.88% |
| March 31, 2024 | 33.74% |
| February 29, 2024 | 31.09% |
| January 31, 2024 | 31.09% |
| December 31, 2023 | 31.46% |
| November 30, 2023 | 32.57% |
| 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% |
| July 31, 2022 | 44.68% |
| June 30, 2022 | 44.68% |
| May 31, 2022 | 44.68% |
| Date | Value |
|---|---|
| April 30, 2022 | 44.68% |
| March 31, 2022 | 44.68% |
| February 28, 2022 | 44.68% |
| January 31, 2022 | 44.68% |
| December 31, 2021 | 44.68% |
| November 30, 2021 | 44.68% |
| October 31, 2021 | 44.68% |
| September 30, 2021 | 44.68% |
| August 31, 2021 | 44.68% |
| July 31, 2021 | 44.68% |
| June 30, 2021 | 44.68% |
| May 31, 2021 | 44.68% |
| April 30, 2021 | 44.68% |
| March 31, 2021 | 44.68% |
| February 28, 2021 | 44.68% |
| January 31, 2021 | 44.68% |
| December 31, 2020 | 44.68% |
| November 30, 2020 | 44.68% |
| October 31, 2020 | 45.32% |
| September 30, 2020 | 45.32% |
| August 31, 2020 | 45.32% |
| July 31, 2020 | 45.32% |
| June 30, 2020 | 45.32% |
| May 31, 2020 | 45.32% |
| April 30, 2020 | 46.65% |
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
31.09%
Minimum
Jan 2024
62.61%
Maximum
Jun 2019
45.19%
Average
44.68%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Planet Green Holdings Corp | 96.66% |
| Better Choice Co Inc | 99.85% |
| Splash Beverage Group Inc | 98.74% |
| Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2102 |
| Beta (5Y) | 0.6599 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.61% |
| Historical Sharpe Ratio (5Y) | 0.3477 |
| Historical Sortino (5Y) | 0.5774 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.23% |