Sally Beauty Holdings Inc (SBH)
11.00
+0.12
(+1.15%)
USD |
NYSE |
Apr 26, 16:00
11.00
0.00 (0.00%)
After-Hours: 17:15
Sally Beauty Holdings Max Drawdown (5Y): 79.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.27% |
| February 29, 2024 | 79.27% |
| January 31, 2024 | 79.27% |
| December 31, 2023 | 79.27% |
| November 30, 2023 | 79.27% |
| October 31, 2023 | 79.27% |
| September 30, 2023 | 79.27% |
| August 31, 2023 | 79.27% |
| July 31, 2023 | 79.27% |
| June 30, 2023 | 79.27% |
| May 31, 2023 | 79.27% |
| April 30, 2023 | 79.27% |
| March 31, 2023 | 79.27% |
| February 28, 2023 | 79.27% |
| January 31, 2023 | 79.27% |
| December 31, 2022 | 79.27% |
| November 30, 2022 | 79.27% |
| October 31, 2022 | 79.27% |
| September 30, 2022 | 79.27% |
| August 31, 2022 | 79.27% |
| July 31, 2022 | 79.27% |
| June 30, 2022 | 79.27% |
| May 31, 2022 | 79.27% |
| April 30, 2022 | 79.27% |
| March 31, 2022 | 79.27% |
| Date | Value |
|---|---|
| February 28, 2022 | 79.27% |
| January 31, 2022 | 79.27% |
| December 31, 2021 | 79.27% |
| November 30, 2021 | 79.27% |
| October 31, 2021 | 79.27% |
| September 30, 2021 | 79.27% |
| August 31, 2021 | 79.27% |
| July 31, 2021 | 79.27% |
| June 30, 2021 | 79.27% |
| May 31, 2021 | 79.27% |
| April 30, 2021 | 79.27% |
| March 31, 2021 | 79.27% |
| February 28, 2021 | 79.27% |
| January 31, 2021 | 79.27% |
| December 31, 2020 | 79.27% |
| November 30, 2020 | 79.27% |
| October 31, 2020 | 79.27% |
| September 30, 2020 | 79.27% |
| August 31, 2020 | 79.27% |
| July 31, 2020 | 79.27% |
| June 30, 2020 | 79.27% |
| May 31, 2020 | 79.27% |
| April 30, 2020 | 79.27% |
| March 31, 2020 | 76.15% |
| February 29, 2020 | 66.37% |
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
60.18%
Minimum
Apr 2019
79.27%
Maximum
Apr 2020
76.62%
Average
79.27%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Ulta Beauty Inc | 64.92% |
| Abercrombie & Fitch Co | 72.39% |
| GameStop Corp | 92.20% |
| Best Buy Co Inc | 52.58% |
| Arhaus Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.65 |
| Beta (5Y) | 1.462 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.93% |
| Historical Sharpe Ratio (5Y) | -0.1742 |
| Historical Sortino (5Y) | -0.3806 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.83% |