Steven Madden Ltd (SHOO)
42.82
+1.23
(+2.96%)
USD |
NASDAQ |
Nov 21, 16:00
42.82
0.00 (0.00%)
After-Hours: 20:00
Steven Madden Max Drawdown (5Y): 59.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.77% |
September 30, 2024 | 59.77% |
August 31, 2024 | 59.77% |
July 31, 2024 | 59.77% |
June 30, 2024 | 59.77% |
May 31, 2024 | 59.77% |
April 30, 2024 | 59.77% |
March 31, 2024 | 59.77% |
February 29, 2024 | 59.77% |
January 31, 2024 | 59.77% |
December 31, 2023 | 59.77% |
November 30, 2023 | 59.77% |
October 31, 2023 | 59.77% |
September 30, 2023 | 59.77% |
August 31, 2023 | 59.77% |
July 31, 2023 | 59.77% |
June 30, 2023 | 59.77% |
May 31, 2023 | 59.77% |
April 30, 2023 | 59.77% |
March 31, 2023 | 59.77% |
February 28, 2023 | 59.77% |
January 31, 2023 | 59.77% |
December 31, 2022 | 59.77% |
November 30, 2022 | 59.77% |
October 31, 2022 | 59.77% |
Date | Value |
---|---|
September 30, 2022 | 59.77% |
August 31, 2022 | 59.77% |
July 31, 2022 | 59.77% |
June 30, 2022 | 59.77% |
May 31, 2022 | 59.77% |
April 30, 2022 | 59.77% |
March 31, 2022 | 59.77% |
February 28, 2022 | 59.77% |
January 31, 2022 | 59.77% |
December 31, 2021 | 59.77% |
November 30, 2021 | 59.77% |
October 31, 2021 | 59.77% |
September 30, 2021 | 59.77% |
August 31, 2021 | 59.77% |
July 31, 2021 | 59.77% |
June 30, 2021 | 59.77% |
May 31, 2021 | 59.77% |
April 30, 2021 | 59.77% |
March 31, 2021 | 59.77% |
February 28, 2021 | 59.77% |
January 31, 2021 | 59.77% |
December 31, 2020 | 59.77% |
November 30, 2020 | 59.77% |
October 31, 2020 | 59.77% |
September 30, 2020 | 59.77% |
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
34.91%
Minimum
Nov 2019
59.77%
Maximum
Mar 2020
58.11%
Average
59.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deckers Outdoor Corp | 54.69% |
Wolverine World Wide Inc | 82.58% |
Nike Inc | 58.62% |
Skechers USA Inc | 61.43% |
Crocs Inc | 75.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.80 |
Beta (5Y) | 1.085 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.57% |
Historical Sharpe Ratio (5Y) | 0.0331 |
Historical Sortino (5Y) | 0.051 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.30% |