JBG SMITH Properties (JBGS)
14.96
-0.32
(-2.13%)
USD |
NYSE |
Apr 25, 10:29
JBG SMITH Properties Max Drawdown (5Y): 65.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 65.32% |
February 29, 2024 | 65.32% |
January 31, 2024 | 65.32% |
December 31, 2023 | 65.32% |
November 30, 2023 | 65.32% |
October 31, 2023 | 65.24% |
September 30, 2023 | 64.26% |
August 31, 2023 | 64.26% |
July 31, 2023 | 64.26% |
June 30, 2023 | 64.26% |
May 31, 2023 | 64.26% |
April 30, 2023 | 64.26% |
March 31, 2023 | 64.26% |
February 28, 2023 | 54.74% |
January 31, 2023 | 54.63% |
December 31, 2022 | 54.63% |
November 30, 2022 | 54.63% |
October 31, 2022 | 54.63% |
September 30, 2022 | 52.48% |
August 31, 2022 | 44.74% |
July 31, 2022 | 44.74% |
June 30, 2022 | 44.74% |
May 31, 2022 | 44.74% |
April 30, 2022 | 44.74% |
March 31, 2022 | 44.74% |
Date | Value |
---|---|
February 28, 2022 | 44.74% |
January 31, 2022 | 44.74% |
December 31, 2021 | 44.74% |
November 30, 2021 | 44.74% |
October 31, 2021 | 44.74% |
September 30, 2021 | 44.74% |
August 31, 2021 | 44.74% |
July 31, 2021 | 44.74% |
June 30, 2021 | 44.74% |
May 31, 2021 | 44.74% |
April 30, 2021 | 44.74% |
March 31, 2021 | 44.74% |
February 28, 2021 | 44.74% |
January 31, 2021 | 44.74% |
December 31, 2020 | 44.74% |
November 30, 2020 | 44.74% |
October 31, 2020 | 44.74% |
September 30, 2020 | 41.38% |
August 31, 2020 | 41.38% |
July 31, 2020 | 41.38% |
June 30, 2020 | 41.38% |
May 31, 2020 | 41.38% |
April 30, 2020 | 41.38% |
March 31, 2020 | 41.38% |
February 29, 2020 | 16.77% |
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
16.77%
Minimum
Apr 2019
65.32%
Maximum
Nov 2023
44.51%
Average
44.74%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Cousins Properties Inc | 54.25% |
TPG RE Finance Trust Inc | 87.93% |
Industrial Logistics Properties Trust | 93.78% |
Comstock Inc | 98.91% |
Alset Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.17 |
Beta (5Y) | 1.075 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.74% |
Historical Sharpe Ratio (5Y) | -0.5428 |
Historical Sortino (5Y) | -0.7909 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.22% |