Standard Motor Products Inc (SMP)
32.07
-0.21
(-0.65%)
USD |
NYSE |
Apr 30, 16:00
32.07
0.00 (0.00%)
After-Hours: 18:40
Standard Motor Products Max Drawdown (5Y): 40.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 40.84% |
| February 29, 2024 | 39.86% |
| January 31, 2024 | 39.86% |
| December 31, 2023 | 39.86% |
| November 30, 2023 | 39.86% |
| October 31, 2023 | 39.86% |
| September 30, 2023 | 39.86% |
| August 31, 2023 | 39.86% |
| July 31, 2023 | 39.86% |
| June 30, 2023 | 39.86% |
| May 31, 2023 | 39.86% |
| April 30, 2023 | 39.86% |
| March 31, 2023 | 39.86% |
| February 28, 2023 | 39.86% |
| January 31, 2023 | 39.86% |
| December 31, 2022 | 39.86% |
| November 30, 2022 | 39.86% |
| October 31, 2022 | 39.86% |
| September 30, 2022 | 39.86% |
| August 31, 2022 | 34.69% |
| July 31, 2022 | 34.69% |
| June 30, 2022 | 34.69% |
| May 31, 2022 | 34.69% |
| April 30, 2022 | 34.69% |
| March 31, 2022 | 34.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 34.69% |
| January 31, 2022 | 34.69% |
| December 31, 2021 | 34.69% |
| November 30, 2021 | 34.69% |
| October 31, 2021 | 34.69% |
| September 30, 2021 | 34.69% |
| August 31, 2021 | 34.69% |
| July 31, 2021 | 34.69% |
| June 30, 2021 | 34.69% |
| May 31, 2021 | 34.69% |
| April 30, 2021 | 34.69% |
| March 31, 2021 | 34.69% |
| February 28, 2021 | 34.69% |
| January 31, 2021 | 34.69% |
| December 31, 2020 | 34.69% |
| November 30, 2020 | 34.69% |
| October 31, 2020 | 34.69% |
| September 30, 2020 | 34.69% |
| August 31, 2020 | 34.69% |
| July 31, 2020 | 34.69% |
| June 30, 2020 | 34.69% |
| May 31, 2020 | 34.69% |
| April 30, 2020 | 33.36% |
| March 31, 2020 | 33.36% |
| February 29, 2020 | 32.32% |
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
Apr 2019
40.84%
Maximum
Mar 2024
35.87%
Average
34.69%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Stoneridge Inc | 62.56% |
| Tesla Inc | 73.63% |
| General Motors Co | 59.94% |
| Gentherm Inc | 60.24% |
| Twin Vee PowerCats Co | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.18 |
| Beta (5Y) | 0.6076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.25% |
| Historical Sharpe Ratio (5Y) | -0.2478 |
| Historical Sortino (5Y) | -0.3589 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.52% |