JM Smucker Co (SJM)
116.38
+2.69
(+2.37%)
USD |
NYSE |
Nov 05, 16:00
116.40
+0.02
(+0.02%)
After-Hours: 18:20
JM Smucker Max Drawdown (5Y): 32.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.32% |
| September 30, 2024 | 32.32% |
| August 31, 2024 | 32.32% |
| July 31, 2024 | 32.32% |
| June 30, 2024 | 32.32% |
| May 31, 2024 | 32.32% |
| April 30, 2024 | 32.32% |
| March 31, 2024 | 32.32% |
| February 29, 2024 | 32.32% |
| January 31, 2024 | 32.32% |
| December 31, 2023 | 32.32% |
| November 30, 2023 | 32.32% |
| October 31, 2023 | 36.23% |
| September 30, 2023 | 36.72% |
| August 31, 2023 | 36.72% |
| July 31, 2023 | 36.72% |
| June 30, 2023 | 36.72% |
| May 31, 2023 | 36.72% |
| April 30, 2023 | 36.72% |
| March 31, 2023 | 36.72% |
| February 28, 2023 | 36.72% |
| January 31, 2023 | 36.72% |
| December 31, 2022 | 36.72% |
| November 30, 2022 | 36.72% |
| October 31, 2022 | 36.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.72% |
| August 31, 2022 | 36.72% |
| July 31, 2022 | 36.72% |
| June 30, 2022 | 36.72% |
| May 31, 2022 | 36.72% |
| April 30, 2022 | 36.72% |
| March 31, 2022 | 36.72% |
| February 28, 2022 | 36.72% |
| January 31, 2022 | 36.72% |
| December 31, 2021 | 36.72% |
| November 30, 2021 | 36.72% |
| October 31, 2021 | 36.72% |
| September 30, 2021 | 36.72% |
| August 31, 2021 | 36.72% |
| July 31, 2021 | 36.72% |
| June 30, 2021 | 36.72% |
| May 31, 2021 | 36.72% |
| April 30, 2021 | 36.72% |
| March 31, 2021 | 36.72% |
| February 28, 2021 | 36.72% |
| January 31, 2021 | 36.72% |
| December 31, 2020 | 36.72% |
| November 30, 2020 | 36.72% |
| October 31, 2020 | 36.72% |
| September 30, 2020 | 36.72% |
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
32.32%
Minimum
Nov 2023
36.72%
Maximum
Nov 2019
35.83%
Average
36.72%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Campbell Soup Co | 31.82% |
| General Mills Inc | 30.91% |
| Lamb Weston Holdings Inc | 53.33% |
| Acme United Corp | 52.48% |
| Seneca Foods Corp | 51.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9972 |
| Beta (5Y) | 0.2534 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.60% |
| Historical Sharpe Ratio (5Y) | 0.116 |
| Historical Sortino (5Y) | 0.1824 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.90% |