Movado Group Inc (MOV)
19.07
+0.32
(+1.71%)
USD |
NYSE |
Nov 21, 16:00
19.19
+0.12
(+0.63%)
After-Hours: 20:00
Movado Group Max Drawdown (5Y): 82.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.73% |
| September 30, 2024 | 82.73% |
| August 31, 2024 | 82.73% |
| July 31, 2024 | 82.73% |
| June 30, 2024 | 82.73% |
| May 31, 2024 | 82.73% |
| April 30, 2024 | 82.73% |
| March 31, 2024 | 82.73% |
| February 29, 2024 | 82.73% |
| January 31, 2024 | 82.73% |
| December 31, 2023 | 82.73% |
| November 30, 2023 | 82.73% |
| October 31, 2023 | 82.73% |
| September 30, 2023 | 82.73% |
| August 31, 2023 | 82.73% |
| July 31, 2023 | 82.73% |
| June 30, 2023 | 82.73% |
| May 31, 2023 | 82.73% |
| April 30, 2023 | 82.73% |
| March 31, 2023 | 82.73% |
| February 28, 2023 | 82.73% |
| January 31, 2023 | 82.73% |
| December 31, 2022 | 82.73% |
| November 30, 2022 | 82.73% |
| October 31, 2022 | 82.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.73% |
| August 31, 2022 | 82.73% |
| July 31, 2022 | 82.73% |
| June 30, 2022 | 82.73% |
| May 31, 2022 | 82.73% |
| April 30, 2022 | 82.73% |
| March 31, 2022 | 82.73% |
| February 28, 2022 | 82.73% |
| January 31, 2022 | 82.73% |
| December 31, 2021 | 82.73% |
| November 30, 2021 | 82.73% |
| October 31, 2021 | 82.73% |
| September 30, 2021 | 82.73% |
| August 31, 2021 | 82.73% |
| July 31, 2021 | 82.73% |
| June 30, 2021 | 82.73% |
| May 31, 2021 | 82.73% |
| April 30, 2021 | 82.73% |
| March 31, 2021 | 82.73% |
| February 28, 2021 | 82.73% |
| January 31, 2021 | 82.73% |
| December 31, 2020 | 82.73% |
| November 30, 2020 | 82.73% |
| October 31, 2020 | 82.73% |
| September 30, 2020 | 82.73% |
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
61.78%
Minimum
Nov 2019
82.73%
Maximum
Mar 2020
81.60%
Average
82.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Standard Motor Products Inc | 48.25% |
| American Woodmark Corp | 74.37% |
| Bassett Furniture Industries Inc | 88.65% |
| Hyliion Holdings Corp | -- |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.66 |
| Beta (5Y) | 0.9878 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.50% |
| Historical Sharpe Ratio (5Y) | -0.1103 |
| Historical Sortino (5Y) | -0.1912 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.59% |