The Shyft Group Inc (SHYF)
8.06
+0.21
(+2.68%)
USD |
NASDAQ |
Apr 04, 16:00
8.07
+0.01
(+0.12%)
After-Hours: 20:00
Shyft Group Max Drawdown (5Y): 84.49% for March 31, 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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Median
Max Drawdown (5Y) Benchmarks
| Oshkosh Corp | 47.75% |
| PACCAR Inc | 26.17% |
| Xos Inc | -- |
| Blue Bird Corp | 74.16% |
| Westinghouse Air Brake Technologies Corp | 61.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.95 |
| Beta (5Y) | 1.831 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.05% |
| Historical Sharpe Ratio (5Y) | -0.2089 |
| Historical Sortino (5Y) | -0.3716 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.43% |