JM Smucker Co (SJM)
115.23
-0.46
(-0.40%)
USD |
NYSE |
Apr 25, 16:00
115.21
-0.02
(-0.02%)
After-Hours: 20:00
JM Smucker Max Drawdown (5Y): 33.88% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Conagra Brands Inc | 35.45% |
| The Kraft Heinz Co | 70.50% |
| General Mills Inc | 32.36% |
| Campbell Soup Co | 31.82% |
| Lancaster Colony Corp | 39.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.583 |
| Beta (5Y) | 0.3476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.63% |
| Historical Sharpe Ratio (5Y) | 0.1007 |
| Historical Sortino (5Y) | 0.1586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.37% |