J. W. Mays Inc (MAYS)
43.51
0.00 (0.00%)
USD |
NASDAQ |
Apr 26, 16:00
J. W. Mays Max Drawdown (5Y): 68.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.05% |
| February 29, 2024 | 68.05% |
| January 31, 2024 | 68.05% |
| December 31, 2023 | 68.05% |
| November 30, 2023 | 68.05% |
| October 31, 2023 | 68.05% |
| September 30, 2023 | 68.05% |
| August 31, 2023 | 68.05% |
| July 31, 2023 | 68.05% |
| June 30, 2023 | 68.05% |
| May 31, 2023 | 68.05% |
| April 30, 2023 | 68.05% |
| March 31, 2023 | 68.05% |
| February 28, 2023 | 68.05% |
| January 31, 2023 | 68.05% |
| December 31, 2022 | 68.05% |
| November 30, 2022 | 68.05% |
| October 31, 2022 | 68.05% |
| September 30, 2022 | 68.05% |
| August 31, 2022 | 68.05% |
| July 31, 2022 | 68.05% |
| June 30, 2022 | 68.05% |
| May 31, 2022 | 68.05% |
| April 30, 2022 | 68.05% |
| March 31, 2022 | 68.05% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.05% |
| January 31, 2022 | 68.05% |
| December 31, 2021 | 68.05% |
| November 30, 2021 | 68.05% |
| October 31, 2021 | 68.05% |
| September 30, 2021 | 68.05% |
| August 31, 2021 | 68.05% |
| July 31, 2021 | 68.05% |
| June 30, 2021 | 68.05% |
| May 31, 2021 | 68.05% |
| April 30, 2021 | 68.05% |
| March 31, 2021 | 68.05% |
| February 28, 2021 | 68.05% |
| January 31, 2021 | 68.05% |
| December 31, 2020 | 68.05% |
| November 30, 2020 | 68.05% |
| October 31, 2020 | 68.05% |
| September 30, 2020 | 68.05% |
| August 31, 2020 | 67.46% |
| July 31, 2020 | 67.46% |
| June 30, 2020 | 67.46% |
| May 31, 2020 | 67.46% |
| April 30, 2020 | 67.46% |
| March 31, 2020 | 58.89% |
| February 29, 2020 | 52.44% |
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
50.03%
Minimum
Apr 2019
68.05%
Maximum
Sep 2020
64.60%
Average
68.05%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 83.90% |
| Host Hotels & Resorts Inc | 55.10% |
| Sotherly Hotels Inc | 81.35% |
| Creative Media & Community Trust | 89.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.593 |
| Beta (5Y) | -0.0587 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.09% |
| Historical Sharpe Ratio (5Y) | 0.0243 |
| Historical Sortino (5Y) | 0.0389 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.11% |