Pricesmart Inc (PSMT)
80.55
-0.36
(-0.44%)
USD |
NASDAQ |
Apr 25, 10:23
Pricesmart Max Drawdown (5Y): 56.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 56.19% |
February 29, 2024 | 56.19% |
January 31, 2024 | 56.19% |
December 31, 2023 | 56.19% |
November 30, 2023 | 56.19% |
October 31, 2023 | 56.19% |
September 30, 2023 | 56.19% |
August 31, 2023 | 56.19% |
July 31, 2023 | 56.19% |
June 30, 2023 | 56.19% |
May 31, 2023 | 56.19% |
April 30, 2023 | 56.19% |
March 31, 2023 | 56.19% |
February 28, 2023 | 56.19% |
January 31, 2023 | 56.19% |
December 31, 2022 | 56.19% |
November 30, 2022 | 56.19% |
October 31, 2022 | 56.19% |
September 30, 2022 | 56.19% |
August 31, 2022 | 56.19% |
July 31, 2022 | 56.19% |
June 30, 2022 | 56.19% |
May 31, 2022 | 56.19% |
April 30, 2022 | 56.19% |
March 31, 2022 | 56.19% |
Date | Value |
---|---|
February 28, 2022 | 56.19% |
January 31, 2022 | 56.19% |
December 31, 2021 | 56.19% |
November 30, 2021 | 56.19% |
October 31, 2021 | 56.19% |
September 30, 2021 | 56.19% |
August 31, 2021 | 56.19% |
July 31, 2021 | 56.19% |
June 30, 2021 | 56.19% |
May 31, 2021 | 56.19% |
April 30, 2021 | 56.19% |
March 31, 2021 | 56.19% |
February 28, 2021 | 56.19% |
January 31, 2021 | 56.19% |
December 31, 2020 | 56.19% |
November 30, 2020 | 56.19% |
October 31, 2020 | 56.19% |
September 30, 2020 | 56.19% |
August 31, 2020 | 56.19% |
July 31, 2020 | 56.19% |
June 30, 2020 | 56.19% |
May 31, 2020 | 56.19% |
April 30, 2020 | 56.19% |
March 31, 2020 | 56.19% |
February 29, 2020 | 51.00% |
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
47.76%
Minimum
Apr 2019
56.19%
Maximum
Mar 2020
55.18%
Average
56.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Costco Wholesale Corp | 31.40% |
Krispy Kreme Inc | -- |
Dollar Tree Inc | 44.64% |
Ingles Markets Inc | 43.37% |
Ollie's Bargain Outlet Holdings Inc | 66.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.362 |
Beta (5Y) | 0.9159 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.67% |
Historical Sharpe Ratio (5Y) | 0.2082 |
Historical Sortino (5Y) | 0.4105 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.09% |