Somnigroup International, Inc. (SGI)
62.36
+0.23
(+0.37%)
USD |
NYSE |
Oct 27, 13:51
Somnigroup International Max Drawdown (5Y) : 58.51% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 58.51% |
| August 31, 2026 | 58.51% |
| July 31, 2026 | 58.51% |
| June 30, 2026 | 58.51% |
| May 31, 2026 | 58.51% |
| April 30, 2026 | 58.51% |
| March 31, 2026 | 58.51% |
| February 28, 2026 | 58.51% |
| January 31, 2026 | 58.51% |
| December 31, 2025 | 58.51% |
| November 30, 2025 | 58.51% |
| October 31, 2025 | 58.51% |
| September 30, 2025 | 58.51% |
| August 31, 2025 | 58.51% |
| July 31, 2025 | 58.51% |
| June 30, 2025 | 58.51% |
| May 31, 2025 | 58.51% |
| April 30, 2025 | 58.51% |
| March 31, 2025 | 64.41% |
| February 28, 2025 | 74.91% |
| January 31, 2025 | 74.91% |
| December 31, 2024 | 74.91% |
| November 30, 2024 | 74.91% |
| October 31, 2024 | 74.91% |
| September 30, 2024 | 74.91% |
| Date | Value |
|---|---|
| August 31, 2024 | 74.91% |
| July 31, 2024 | 74.91% |
| June 30, 2024 | 74.91% |
| May 31, 2024 | 74.91% |
| April 30, 2024 | 74.91% |
| March 31, 2024 | 74.91% |
| February 29, 2024 | 74.91% |
| January 31, 2024 | 74.91% |
| December 31, 2023 | 74.91% |
| November 30, 2023 | 74.91% |
| October 31, 2023 | 74.91% |
| September 30, 2023 | 74.91% |
| August 31, 2023 | 74.91% |
| July 31, 2023 | 74.91% |
| June 30, 2023 | 74.91% |
| May 31, 2023 | 74.91% |
| April 30, 2023 | 74.91% |
| March 31, 2023 | 74.91% |
| February 28, 2023 | 74.91% |
| January 31, 2023 | 74.91% |
| December 31, 2022 | 74.91% |
| November 30, 2022 | 74.91% |
| October 31, 2022 | 74.91% |
| September 30, 2022 | 74.91% |
| August 31, 2022 | 74.91% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Purple Innovation, Inc. | 99.60% |
| Bassett Furniture Industries, Inc. | 62.17% |
| Flexsteel Industries, Inc. | 71.65% |
| Hooker Furnishings Corp. | 77.86% |
| Koss Corp. | 96.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.093 |
| Beta (5Y) | 1.242 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.68% |
| Historical Sharpe Ratio (5Y) | 0.0935 |
| Historical Sortino (5Y) | 0.1658 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.37% |