JM Smucker Co (SJM)
125.72
+2.44
(+1.98%)
USD |
NYSE |
Mar 27, 16:00
125.75
+0.03
(+0.02%)
Pre-Market: 20:00
JM Smucker Max Drawdown (5Y): 32.32% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 36.72% |
July 31, 2020 | 36.72% |
June 30, 2020 | 36.72% |
May 31, 2020 | 36.72% |
April 30, 2020 | 36.72% |
March 31, 2020 | 36.72% |
February 29, 2020 | 36.72% |
January 31, 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
Mar 2019
36.42%
Average
36.72%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
General Mills Inc | 30.91% |
Campbell Soup Co | 42.00% |
Treehouse Foods Inc | 66.87% |
Conagra Brands Inc | 37.05% |
Lamb Weston Holdings Inc | 53.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.035 |
Beta (5Y) | 0.2129 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.36% |
Historical Sharpe Ratio (5Y) | 0.1944 |
Historical Sortino (5Y) | 0.307 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.44% |