Pricesmart Inc (PSMT)
85.23
-1.52
(-1.75%)
USD |
NASDAQ |
Apr 04, 16:00
85.21
-0.02
(-0.02%)
After-Hours: 20:00
Pricesmart Max Drawdown (5Y): 48.50% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Costco Wholesale Corp | 31.40% |
| Dollar Tree Inc | 64.84% |
| Target Corp | 58.87% |
| Ollie's Bargain Outlet Holdings Inc | 65.59% |
| Dollar General Corp | 72.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.061 |
| Beta (5Y) | 0.8675 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.07% |
| Historical Sharpe Ratio (5Y) | 0.3912 |
| Historical Sortino (5Y) | 0.8063 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.75% |