Sally Beauty Holdings Inc (SBH)
7.885
-0.56
(-6.69%)
USD |
NYSE |
Oct 03, 16:00
7.885
0.00 (0.00%)
After-Hours: 19:47
Sally Beauty Holdings Max Drawdown (5Y): 79.27% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 66.37% |
| December 31, 2019 | 66.37% |
| November 30, 2019 | 66.37% |
| October 31, 2019 | 66.37% |
| September 30, 2019 | 66.37% |
| August 31, 2019 | 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
Oct 2018
79.27%
Maximum
Apr 2020
74.71%
Average
79.27%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Ulta Beauty Inc | 64.92% |
| Abercrombie & Fitch Co | 72.39% |
| American Eagle Outfitters Inc | 75.65% |
| Foot Locker Inc | 74.79% |
| Gap Inc | 83.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.61 |
| Beta (5Y) | 1.383 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.89% |
| Historical Sharpe Ratio (5Y) | -0.0871 |
| Historical Sortino (5Y) | -0.1811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.56% |