Movado Group Inc (MOV)

19.81 +0.24 (+1.23%) USD  |  NYSE  |  Dec 20, 16:00
19.79 -0.02 (-0.10%) Pre-Market: 20:00
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Movado Group Max Drawdown (5Y): 82.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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American Woodmark Corp 74.37%
Bassett Furniture Industries Inc 88.65%
Commercial Vehicle Group Inc 90.48%
Hyliion Holdings Corp 99.03%
Northann Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.08
Beta (5Y) 1.041
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.31%
Historical Sharpe Ratio (5Y) 0.0637
Historical Sortino (5Y) 0.1098
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.37%