SMART Global Holdings Inc (SGH)
16.84
-0.88
(-4.97%)
USD |
NASDAQ |
Apr 19, 15:47
SMART Global Holdings Max Drawdown (5Y): 68.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.14% |
| February 29, 2024 | 68.72% |
| January 31, 2024 | 68.72% |
| December 31, 2023 | 68.72% |
| November 30, 2023 | 68.72% |
| October 31, 2023 | 68.72% |
| September 30, 2023 | 68.72% |
| August 31, 2023 | 68.72% |
| July 31, 2023 | 68.72% |
| June 30, 2023 | 68.72% |
| May 31, 2023 | 68.72% |
| April 30, 2023 | 68.72% |
| March 31, 2023 | 68.72% |
| February 28, 2023 | 68.72% |
| January 31, 2023 | 68.72% |
| December 31, 2022 | 68.72% |
| November 30, 2022 | 68.72% |
| October 31, 2022 | 68.72% |
| September 30, 2022 | 68.72% |
| August 31, 2022 | 68.72% |
| July 31, 2022 | 68.72% |
| June 30, 2022 | 68.72% |
| May 31, 2022 | 68.72% |
| April 30, 2022 | 68.72% |
| March 31, 2022 | 68.72% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.72% |
| January 31, 2022 | 68.72% |
| December 31, 2021 | 68.72% |
| November 30, 2021 | 68.72% |
| October 31, 2021 | 68.72% |
| September 30, 2021 | 68.72% |
| August 31, 2021 | 68.72% |
| July 31, 2021 | 68.72% |
| June 30, 2021 | 68.72% |
| May 31, 2021 | 68.72% |
| April 30, 2021 | 68.72% |
| March 31, 2021 | 68.72% |
| February 28, 2021 | 68.72% |
| January 31, 2021 | 68.72% |
| December 31, 2020 | 68.72% |
| November 30, 2020 | 68.72% |
| October 31, 2020 | 68.72% |
| September 30, 2020 | 68.72% |
| August 31, 2020 | 68.72% |
| July 31, 2020 | 68.72% |
| June 30, 2020 | 68.72% |
| May 31, 2020 | 68.72% |
| April 30, 2020 | 68.72% |
| March 31, 2020 | 68.72% |
| February 29, 2020 | 68.72% |
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
64.74%
Minimum
Apr 2019
68.72%
Maximum
May 2019
68.65%
Average
68.72%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| NVIDIA Corp | 66.34% |
| Marin Software Inc | 98.86% |
| Advanced Micro Devices Inc | 65.45% |
| Lattice Semiconductor Corp | 47.49% |
| Veritone Inc | 97.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.329 |
| Beta (5Y) | 1.738 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.86% |
| Historical Sharpe Ratio (5Y) | 0.3458 |
| Historical Sortino (5Y) | 0.6128 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.66% |