OneSpaWorld Holdings Ltd (OSW)

19.10 +0.28 (+1.49%) USD  |  NASDAQ  |  Nov 21, 16:00
19.10 0.00 (0.00%) After-Hours: 20:00
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OneSpaWorld Holdings Max Drawdown (5Y)

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

Planet Fitness Inc 68.72%
F45 Training Holdings Inc --
Xponential Fitness Inc --
Life Time Group Holdings Inc --
HWH International Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -27.29
Beta (5Y) 2.125
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 61.23%
Historical Sharpe Ratio (5Y) 0.0023
Historical Sortino (5Y) 0.0029
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.60%