Jse Ltd (JSEJF)
5.20
0.00 (0.00%)
USD |
OTCM |
Jun 17, 16:00
Jse Max Drawdown (5Y): 68.68% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 68.68% |
April 30, 2024 | 68.68% |
March 31, 2024 | 68.68% |
February 29, 2024 | 68.68% |
January 31, 2024 | 68.68% |
December 31, 2023 | 68.68% |
November 30, 2023 | 68.68% |
October 31, 2023 | 68.68% |
September 30, 2023 | 68.68% |
August 31, 2023 | 68.68% |
July 31, 2023 | 68.68% |
June 30, 2023 | 68.68% |
May 31, 2023 | 68.68% |
April 30, 2023 | 68.68% |
March 31, 2023 | 68.68% |
February 28, 2023 | 68.68% |
January 31, 2023 | 68.68% |
December 31, 2022 | 68.68% |
November 30, 2022 | 68.68% |
October 31, 2022 | 68.68% |
September 30, 2022 | 68.68% |
August 31, 2022 | 68.68% |
July 31, 2022 | 68.68% |
June 30, 2022 | 68.68% |
May 31, 2022 | 68.68% |
Date | Value |
---|---|
April 30, 2022 | 68.68% |
March 31, 2022 | 68.68% |
February 28, 2022 | 68.68% |
January 31, 2022 | 68.68% |
December 31, 2021 | 68.68% |
November 30, 2021 | 68.68% |
October 31, 2021 | 68.68% |
September 30, 2021 | 68.68% |
August 31, 2021 | 68.68% |
July 31, 2021 | 68.68% |
June 30, 2021 | 68.68% |
May 31, 2021 | 68.68% |
April 30, 2021 | 68.68% |
March 31, 2021 | 68.68% |
February 28, 2021 | 68.68% |
January 31, 2021 | 68.68% |
December 31, 2020 | 68.68% |
November 30, 2020 | 68.68% |
October 31, 2020 | 68.68% |
September 30, 2020 | 68.68% |
August 31, 2020 | 68.68% |
July 31, 2020 | 68.68% |
June 30, 2020 | 68.68% |
May 31, 2020 | 68.68% |
April 30, 2020 | 68.68% |
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
42.71%
Minimum
Jun 2019
68.68%
Maximum
Mar 2020
66.28%
Average
68.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Standard Bank Group Ltd | 73.20% |
Investec Ltd | 82.53% |
Nedbank Group Ltd | 82.84% |
Sanlam Ltd | 67.69% |
Capitec Bank Holdings Ltd | 59.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.53 |
Beta (5Y) | 0.5897 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.99% |
Historical Sharpe Ratio (5Y) | -0.2725 |
Historical Sortino (5Y) | -0.4661 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.77% |