The Joint Corp (JYNT)
12.36
+0.18
(+1.48%)
USD |
NASDAQ |
Apr 22, 16:00
12.34
-0.02
(-0.16%)
Pre-Market: 20:00
Joint Max Drawdown (5Y): 93.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
February 28, 2022 | 71.80% |
January 31, 2022 | 71.80% |
December 31, 2021 | 74.25% |
November 30, 2021 | 74.25% |
October 31, 2021 | 78.40% |
September 30, 2021 | 82.64% |
August 31, 2021 | 82.64% |
July 31, 2021 | 82.64% |
June 30, 2021 | 82.64% |
May 31, 2021 | 83.62% |
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% |
August 31, 2020 | 84.43% |
July 31, 2020 | 84.43% |
June 30, 2020 | 84.43% |
May 31, 2020 | 84.43% |
April 30, 2020 | 84.43% |
March 31, 2020 | 84.43% |
February 29, 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
71.80%
Minimum
Jan 2022
93.13%
Maximum
Nov 2023
84.91%
Average
84.43%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
CVS Health Corp | 48.63% |
IQVIA Holdings Inc | 49.43% |
SCWorx Corp | 99.34% |
AirSculpt Technologies Inc | -- |
Enhabit Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.39 |
Beta (5Y) | 1.587 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.88% |
Historical Sharpe Ratio (5Y) | -0.0902 |
Historical Sortino (5Y) | -0.141 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.70% |