Pricesmart Inc (PSMT)
89.96
+1.48
(+1.67%)
USD |
NASDAQ |
Nov 22, 16:00
89.93
-0.03
(-0.03%)
After-Hours: 20:00
Pricesmart Max Drawdown (5Y): 56.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.19% |
| September 30, 2024 | 56.19% |
| August 31, 2024 | 56.19% |
| July 31, 2024 | 56.19% |
| June 30, 2024 | 56.19% |
| May 31, 2024 | 56.19% |
| April 30, 2024 | 56.19% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
51.00%
Minimum
Nov 2019
56.19%
Maximum
Mar 2020
55.84%
Average
56.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Dollar Tree Inc | 63.63% |
| Target Corp | 58.87% |
| Dollar General Corp | 68.65% |
| Ollie's Bargain Outlet Holdings Inc | 66.23% |
| Costco Wholesale Corp | 31.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.621 |
| Beta (5Y) | 0.8528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.72% |
| Historical Sharpe Ratio (5Y) | 0.0467 |
| Historical Sortino (5Y) | 0.0875 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.96% |