Lazydays Holdings Inc (GORV)
1.00
+0.05
(+5.27%)
USD |
NASDAQ |
Nov 22, 10:26
Lazydays Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Camping World Holdings Inc | 90.85% |
| MarineMax Inc | 70.84% |
| Curtiss Motorcycles Co Inc | 99.38% |
| Forza X1 Inc | -- |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.42 |
| Beta (5Y) | 2.015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.77% |
| Historical Sharpe Ratio (5Y) | -0.2781 |
| Historical Sortino (5Y) | -0.628 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.61% |