Jones Soda Co (JSDA)
0.2411
0.00 (0.00%)
USD |
OTCM |
May 01, 15:52
Jones Soda Max Drawdown (5Y): 91.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.04% |
| March 31, 2024 | 91.04% |
| February 29, 2024 | 91.04% |
| January 31, 2024 | 91.04% |
| December 31, 2023 | 91.04% |
| November 30, 2023 | 90.11% |
| October 31, 2023 | 89.03% |
| September 30, 2023 | 88.18% |
| August 31, 2023 | 88.18% |
| July 31, 2023 | 86.81% |
| June 30, 2023 | 86.81% |
| May 31, 2023 | 86.81% |
| April 30, 2023 | 86.81% |
| March 31, 2023 | 86.81% |
| February 28, 2023 | 86.81% |
| January 31, 2023 | 86.81% |
| December 31, 2022 | 86.81% |
| November 30, 2022 | 86.81% |
| October 31, 2022 | 86.81% |
| September 30, 2022 | 86.81% |
| August 31, 2022 | 86.81% |
| July 31, 2022 | 86.81% |
| June 30, 2022 | 86.81% |
| May 31, 2022 | 86.22% |
| April 30, 2022 | 84.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.91% |
| February 28, 2022 | 84.91% |
| January 31, 2022 | 84.91% |
| December 31, 2021 | 84.91% |
| November 30, 2021 | 84.91% |
| October 31, 2021 | 84.91% |
| September 30, 2021 | 84.91% |
| August 31, 2021 | 84.91% |
| July 31, 2021 | 84.91% |
| June 30, 2021 | 84.91% |
| May 31, 2021 | 84.91% |
| April 30, 2021 | 84.91% |
| March 31, 2021 | 84.91% |
| February 28, 2021 | 84.91% |
| January 31, 2021 | 84.91% |
| December 31, 2020 | 84.91% |
| November 30, 2020 | 84.91% |
| October 31, 2020 | 82.20% |
| September 30, 2020 | 81.33% |
| August 31, 2020 | 80.87% |
| July 31, 2020 | 80.33% |
| June 30, 2020 | 81.64% |
| May 31, 2020 | 81.98% |
| April 30, 2020 | 83.05% |
| March 31, 2020 | 83.05% |
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
80.33%
Minimum
Jul 2020
91.04%
Maximum
Dec 2023
85.51%
Average
84.91%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| Coca-Cola Consolidated Inc | 51.71% |
| Keurig Dr Pepper Inc | 36.87% |
| National Beverage Corp | 69.56% |
| PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.78 |
| Beta (5Y) | 0.9066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.4% |
| Historical Sharpe Ratio (5Y) | -0.2269 |
| Historical Sortino (5Y) | -0.66 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.85% |