Sally Beauty Holdings Inc (SBH)
12.97
-0.16
(-1.22%)
USD |
NYSE |
Nov 21, 16:00
12.97
0.00 (0.00%)
Pre-Market: 20:00
Sally Beauty Holdings Max Drawdown (5Y): 80.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.16% |
| September 30, 2024 | 80.16% |
| August 31, 2024 | 80.16% |
| July 31, 2024 | 80.16% |
| June 30, 2024 | 80.16% |
| May 31, 2024 | 80.16% |
| April 30, 2024 | 80.16% |
| March 31, 2024 | 80.16% |
| February 29, 2024 | 80.16% |
| January 31, 2024 | 80.16% |
| December 31, 2023 | 80.16% |
| November 30, 2023 | 80.16% |
| October 31, 2023 | 80.16% |
| September 30, 2023 | 80.16% |
| August 31, 2023 | 80.16% |
| July 31, 2023 | 80.16% |
| June 30, 2023 | 80.16% |
| May 31, 2023 | 80.16% |
| April 30, 2023 | 80.16% |
| March 31, 2023 | 80.16% |
| February 28, 2023 | 80.16% |
| January 31, 2023 | 80.16% |
| December 31, 2022 | 80.16% |
| November 30, 2022 | 80.16% |
| October 31, 2022 | 80.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.16% |
| August 31, 2022 | 80.16% |
| July 31, 2022 | 80.16% |
| June 30, 2022 | 80.16% |
| May 31, 2022 | 80.16% |
| April 30, 2022 | 80.16% |
| March 31, 2022 | 80.16% |
| February 28, 2022 | 80.16% |
| January 31, 2022 | 80.16% |
| December 31, 2021 | 80.16% |
| November 30, 2021 | 80.16% |
| October 31, 2021 | 80.16% |
| September 30, 2021 | 80.16% |
| August 31, 2021 | 80.16% |
| July 31, 2021 | 80.16% |
| June 30, 2021 | 80.16% |
| May 31, 2021 | 80.16% |
| April 30, 2021 | 80.16% |
| March 31, 2021 | 80.16% |
| February 28, 2021 | 80.16% |
| January 31, 2021 | 80.16% |
| December 31, 2020 | 80.16% |
| November 30, 2020 | 80.16% |
| October 31, 2020 | 80.16% |
| September 30, 2020 | 80.16% |
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
66.37%
Minimum
Nov 2019
80.16%
Maximum
Apr 2020
79.20%
Average
80.16%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Ulta Beauty Inc | 64.92% |
| Abercrombie & Fitch Co | 72.39% |
| America's Car-Mart Inc | 77.63% |
| Citi Trends Inc | 87.25% |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.62 |
| Beta (5Y) | 1.534 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.78% |
| Historical Sharpe Ratio (5Y) | -0.1082 |
| Historical Sortino (5Y) | -0.2355 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.52% |