Skyline Champion Corp (SKY)
80.48
+0.27
(+0.34%)
USD |
NYSE |
May 20, 16:00
80.52
+0.04
(+0.05%)
Pre-Market: 20:00
Skyline Champion Max Drawdown (5Y): 66.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.26% |
March 31, 2024 | 66.26% |
February 29, 2024 | 66.26% |
January 31, 2024 | 66.26% |
December 31, 2023 | 66.26% |
November 30, 2023 | 66.26% |
October 31, 2023 | 66.26% |
September 30, 2023 | 66.26% |
August 31, 2023 | 66.26% |
July 31, 2023 | 66.26% |
June 30, 2023 | 66.26% |
May 31, 2023 | 66.26% |
April 30, 2023 | 66.26% |
March 31, 2023 | 66.26% |
February 28, 2023 | 66.26% |
January 31, 2023 | 66.26% |
December 31, 2022 | 66.26% |
November 30, 2022 | 66.26% |
October 31, 2022 | 66.26% |
September 30, 2022 | 66.26% |
August 31, 2022 | 66.26% |
July 31, 2022 | 66.26% |
June 30, 2022 | 66.26% |
May 31, 2022 | 66.26% |
April 30, 2022 | 66.26% |
Date | Value |
---|---|
March 31, 2022 | 66.26% |
February 28, 2022 | 68.04% |
January 31, 2022 | 68.04% |
December 31, 2021 | 68.04% |
November 30, 2021 | 68.04% |
October 31, 2021 | 68.04% |
September 30, 2021 | 68.04% |
August 31, 2021 | 68.04% |
July 31, 2021 | 68.04% |
June 30, 2021 | 68.04% |
May 31, 2021 | 68.04% |
April 30, 2021 | 68.04% |
March 31, 2021 | 68.04% |
February 28, 2021 | 68.04% |
January 31, 2021 | 68.04% |
December 31, 2020 | 75.68% |
November 30, 2020 | 80.43% |
October 31, 2020 | 83.28% |
September 30, 2020 | 87.77% |
August 31, 2020 | 87.77% |
July 31, 2020 | 91.17% |
June 30, 2020 | 91.17% |
May 31, 2020 | 91.17% |
April 30, 2020 | 91.17% |
March 31, 2020 | 91.17% |
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
66.26%
Minimum
Mar 2022
91.17%
Maximum
May 2019
74.30%
Average
68.04%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Cavco Industries Inc | 57.89% |
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.596 |
Beta (5Y) | 1.544 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.08% |
Historical Sharpe Ratio (5Y) | 0.5353 |
Historical Sortino (5Y) | 0.8156 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.50% |