Steven Madden Ltd. (SHOO)
44.30
+0.10
(+0.23%)
USD |
NASDAQ |
Oct 09, 16:00
44.34
+0.04
(+0.08%)
After-Hours: 20:00
Steven Madden Max Drawdown (5Y) : 60.20% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 60.20% |
| August 31, 2026 | 60.20% |
| July 31, 2026 | 60.20% |
| June 30, 2026 | 60.20% |
| May 31, 2026 | 60.20% |
| April 30, 2026 | 60.20% |
| March 31, 2026 | 60.20% |
| February 28, 2026 | 60.20% |
| January 31, 2026 | 60.20% |
| December 31, 2025 | 60.20% |
| November 30, 2025 | 60.20% |
| October 31, 2025 | 60.20% |
| September 30, 2025 | 64.87% |
| August 31, 2025 | 66.31% |
| July 31, 2025 | 66.31% |
| June 30, 2025 | 66.31% |
| May 31, 2025 | 66.31% |
| April 30, 2025 | 66.31% |
| March 31, 2025 | 66.31% |
| February 28, 2025 | 68.94% |
| January 31, 2025 | 68.94% |
| December 31, 2024 | 68.94% |
| November 30, 2024 | 68.94% |
| October 31, 2024 | 68.94% |
| September 30, 2024 | 68.94% |
| Date | Value |
|---|---|
| August 31, 2024 | 68.94% |
| July 31, 2024 | 68.94% |
| June 30, 2024 | 68.94% |
| May 31, 2024 | 68.94% |
| April 30, 2024 | 68.94% |
| March 31, 2024 | 68.94% |
| February 29, 2024 | 68.94% |
| January 31, 2024 | 68.94% |
| December 31, 2023 | 68.94% |
| November 30, 2023 | 68.94% |
| October 31, 2023 | 68.94% |
| September 30, 2023 | 68.94% |
| August 31, 2023 | 68.94% |
| July 31, 2023 | 68.94% |
| June 30, 2023 | 68.94% |
| May 31, 2023 | 68.94% |
| April 30, 2023 | 68.94% |
| March 31, 2023 | 68.94% |
| February 28, 2023 | 68.94% |
| January 31, 2023 | 68.94% |
| December 31, 2022 | 68.94% |
| November 30, 2022 | 68.94% |
| October 31, 2022 | 68.94% |
| September 30, 2022 | 68.94% |
| August 31, 2022 | 68.94% |
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
| Deckers Outdoor Corp. | 65.26% |
| PVH Corp. | 73.22% |
| Nitches, Inc. | 100.0% |
| Crocs, Inc. | 73.86% |
| Wolverine World Wide, Inc. | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.91 |
| Beta (5Y) | 1.166 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.96% |
| Historical Sharpe Ratio (5Y) | 0.0205 |
| Historical Sortino (5Y) | 0.033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.77% |