The Scotts Miracle Gro Co (SMG)
70.54
+1.87
(+2.72%)
USD |
NYSE |
May 03, 16:00
70.50
-0.04
(-0.06%)
Pre-Market: 20:00
Scotts Miracle Gro Max Drawdown (5Y): 83.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.55% |
| March 31, 2024 | 83.55% |
| February 29, 2024 | 83.55% |
| January 31, 2024 | 83.55% |
| December 31, 2023 | 83.55% |
| November 30, 2023 | 83.55% |
| October 31, 2023 | 83.55% |
| September 30, 2023 | 83.55% |
| August 31, 2023 | 83.55% |
| July 31, 2023 | 83.55% |
| June 30, 2023 | 83.55% |
| May 31, 2023 | 83.55% |
| April 30, 2023 | 83.55% |
| March 31, 2023 | 83.55% |
| February 28, 2023 | 83.55% |
| January 31, 2023 | 83.55% |
| December 31, 2022 | 83.55% |
| November 30, 2022 | 83.55% |
| October 31, 2022 | 83.55% |
| September 30, 2022 | 82.53% |
| August 31, 2022 | 72.64% |
| July 31, 2022 | 69.74% |
| June 30, 2022 | 69.74% |
| May 31, 2022 | 64.16% |
| April 30, 2022 | 59.59% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.99% |
| February 28, 2022 | 47.77% |
| January 31, 2022 | 46.36% |
| December 31, 2021 | 46.36% |
| November 30, 2021 | 44.81% |
| October 31, 2021 | 44.81% |
| September 30, 2021 | 44.81% |
| August 31, 2021 | 44.81% |
| July 31, 2021 | 44.81% |
| June 30, 2021 | 44.81% |
| May 31, 2021 | 44.81% |
| April 30, 2021 | 44.81% |
| March 31, 2021 | 44.81% |
| February 28, 2021 | 44.81% |
| January 31, 2021 | 44.81% |
| December 31, 2020 | 44.81% |
| November 30, 2020 | 44.81% |
| October 31, 2020 | 44.81% |
| September 30, 2020 | 44.81% |
| August 31, 2020 | 44.81% |
| July 31, 2020 | 44.81% |
| June 30, 2020 | 44.81% |
| May 31, 2020 | 44.81% |
| April 30, 2020 | 44.81% |
| March 31, 2020 | 44.81% |
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
44.81%
Minimum
May 2019
83.55%
Maximum
Oct 2022
59.84%
Average
44.81%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| CF Industries Holdings Inc | 64.13% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.02 |
| Beta (5Y) | 1.701 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.65% |
| Historical Sharpe Ratio (5Y) | -0.0605 |
| Historical Sortino (5Y) | -0.1165 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.82% |