J. W. Mays Inc (MAYS)

43.00 -0.50 (-1.15%) USD  |  NASDAQ  |  Dec 20, 16:00
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J. W. Mays Max Drawdown (5Y): 68.64% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Franklin Street Properties Corp 83.78%
Service Properties Trust 86.29%
Host Hotels & Resorts Inc 55.10%
Sotherly Hotels Inc 86.72%
Creative Media & Community Trust 98.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.271
Beta (5Y) -0.0631
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.24%
Historical Sharpe Ratio (5Y) 0.0731
Historical Sortino (5Y) 0.1115
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.11%