Jumbo SA (JUMSY)
37.02
+5.54
(+17.60%)
USD |
OTCM |
May 24, 15:47
Jumbo Max Drawdown (5Y): 44.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.50% |
March 31, 2024 | 44.50% |
February 29, 2024 | 44.50% |
January 31, 2024 | 44.50% |
December 31, 2023 | 44.50% |
November 30, 2023 | 44.50% |
October 31, 2023 | 44.50% |
September 30, 2023 | 44.50% |
August 31, 2023 | 44.50% |
July 31, 2023 | 44.50% |
June 30, 2023 | 44.50% |
May 31, 2023 | 44.50% |
April 30, 2023 | 44.50% |
March 31, 2023 | 44.50% |
February 28, 2023 | 44.50% |
January 31, 2023 | 44.50% |
December 31, 2022 | 44.50% |
November 30, 2022 | 44.50% |
October 31, 2022 | 44.50% |
September 30, 2022 | 44.50% |
August 31, 2022 | 44.50% |
July 31, 2022 | 44.50% |
June 30, 2022 | 44.50% |
May 31, 2022 | 44.50% |
April 30, 2022 | 44.50% |
Date | Value |
---|---|
March 31, 2022 | 44.50% |
February 28, 2022 | 44.50% |
January 31, 2022 | 44.50% |
December 31, 2021 | 44.50% |
November 30, 2021 | 44.50% |
October 31, 2021 | 44.50% |
September 30, 2021 | 44.50% |
August 31, 2021 | 44.50% |
July 31, 2021 | 44.50% |
June 30, 2021 | 44.50% |
May 31, 2021 | 44.50% |
April 30, 2021 | 44.50% |
March 31, 2021 | 44.50% |
February 28, 2021 | 44.50% |
January 31, 2021 | 44.50% |
December 31, 2020 | 44.50% |
November 30, 2020 | 44.50% |
October 31, 2020 | 44.50% |
September 30, 2020 | 44.50% |
August 31, 2020 | 44.50% |
July 31, 2020 | 44.50% |
June 30, 2020 | 44.50% |
May 31, 2020 | 44.50% |
April 30, 2020 | 44.50% |
March 31, 2020 | 44.50% |
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
40.00%
Minimum
May 2019
44.50%
Maximum
Mar 2020
43.75%
Average
44.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Greek Organisation of Football Prognostics SA | 54.75% |
Folli Follie Commercial Manufacturing And Technical SA | 93.50% |
Intralot SA | 95.48% |
Flanigan'S Enterprises Inc | 69.97% |
Birks Group Inc | 88.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.007 |
Beta (5Y) | 0.6558 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.11% |
Historical Sharpe Ratio (5Y) | 0.4396 |
Historical Sortino (5Y) | 0.74 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.71% |