The Joint Corp (JYNT)
11.75
+0.18
(+1.56%)
USD |
NASDAQ |
Nov 22, 16:00
11.76
+0.01
(+0.09%)
After-Hours: 20:00
Joint Max Drawdown (5Y): 93.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.13% |
| September 30, 2024 | 93.13% |
| August 31, 2024 | 93.13% |
| July 31, 2024 | 93.13% |
| June 30, 2024 | 93.13% |
| May 31, 2024 | 93.13% |
| April 30, 2024 | 93.13% |
| March 31, 2024 | 93.13% |
| February 29, 2024 | 93.13% |
| January 31, 2024 | 93.13% |
| December 31, 2023 | 93.13% |
| November 30, 2023 | 93.13% |
| October 31, 2023 | 92.84% |
| September 30, 2023 | 91.62% |
| August 31, 2023 | 91.34% |
| July 31, 2023 | 87.82% |
| June 30, 2023 | 87.82% |
| May 31, 2023 | 87.65% |
| April 30, 2023 | 87.65% |
| March 31, 2023 | 87.65% |
| February 28, 2023 | 87.65% |
| January 31, 2023 | 87.65% |
| December 31, 2022 | 87.65% |
| November 30, 2022 | 87.65% |
| October 31, 2022 | 87.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.65% |
| August 31, 2022 | 87.65% |
| July 31, 2022 | 87.65% |
| June 30, 2022 | 87.65% |
| May 31, 2022 | 85.99% |
| April 30, 2022 | 72.03% |
| March 31, 2022 | 72.03% |
| February 28, 2022 | 74.25% |
| January 31, 2022 | 74.25% |
| December 31, 2021 | 78.40% |
| November 30, 2021 | 82.64% |
| October 31, 2021 | 82.64% |
| September 30, 2021 | 82.64% |
| August 31, 2021 | 82.64% |
| July 31, 2021 | 83.62% |
| June 30, 2021 | 84.43% |
| May 31, 2021 | 84.43% |
| April 30, 2021 | 84.43% |
| March 31, 2021 | 84.43% |
| February 28, 2021 | 84.43% |
| January 31, 2021 | 84.43% |
| December 31, 2020 | 84.43% |
| November 30, 2020 | 84.43% |
| October 31, 2020 | 84.43% |
| September 30, 2020 | 84.43% |
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
72.03%
Minimum
Mar 2022
93.13%
Maximum
Nov 2023
86.34%
Average
85.21%
Median
Max Drawdown (5Y) Benchmarks
| CVS Health Corp | 48.26% |
| IQVIA Holdings Inc | 49.43% |
| SCWorx Corp | 99.46% |
| AirSculpt Technologies Inc | -- |
| Enhabit Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.00 |
| Beta (5Y) | 1.573 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.70% |
| Historical Sharpe Ratio (5Y) | -0.1963 |
| Historical Sortino (5Y) | -0.3159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.70% |