Somnigroup International Inc (SGI)
59.08
+0.74
(+1.27%)
USD |
NYSE |
Mar 31, 12:22
Somnigroup International Max Drawdown (5Y): 74.91% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Sleep Number Corp | 94.13% |
| Leggett & Platt Inc | 81.18% |
| Suncliff Inc | 100.00% |
| Purple Innovation Inc | 98.59% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.484 |
| Beta (5Y) | 1.604 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.99% |
| Historical Sharpe Ratio (5Y) | 0.6956 |
| Historical Sortino (5Y) | 1.441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.32% |