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JJill Inc
JILLAdd to Watchlist
23.270USD
-0.670-2.80%
Market hours 09/21, 11:07（ET）
345.77MMarket Cap
12.67P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-18Beta vs S&P 500 index
0.92
VaR
+4.45%
240-Day Maximum Drawdown
+37.85%
240-Day Volatility
+58.98%
Return
Best Daily Return
60 days
+9.58%
120 days
+9.58%
5 years
+14.14%
Worst Daily Return
60 days
-4.24%
120 days
-23.40%
5 years
-23.40%
Sharpe Ratio
60 days
+5.11
120 days
+1.98
5 years
+0.45
Risk Assessment
Maximum Drawdown
240 days
+37.85%
3 years
+72.22%
5 years
+72.22%
Return-to-Drawdown Ratio
240 days
+1.23
3 years
-0.08
5 years
+0.15
Skewness
240 days
-1.87
3 years
-1.27
5 years
-0.71
Volatility
Realised Volatility
240 days
+58.98%
5 years
+55.63%
Standardised True Range
240 days
+3.07%
5 years
+3.95%
Downside Risk-Adjusted Return
120 days
+207.89%
240 days
+207.89%
Maximum Daily Upside Volatility
60 days
+45.71%
Maximum Daily Downside Volatility
60 days
+31.99%
Liquidity
Average Turnover Rate
60 days
+0.74%
120 days
+0.66%
5 years
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Turnover Deviation
20 days
+84.87%
60 days
+13.95%
120 days
+2.42%