The Shyft Group Inc (SHYF)
11.25
+0.02
(+0.18%)
USD |
NASDAQ |
Apr 26, 16:00
11.25
0.00 (0.00%)
After-Hours: 19:41
Shyft Group Max Drawdown (5Y): 81.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 81.07% |
| February 29, 2024 | 80.77% |
| January 31, 2024 | 80.53% |
| December 31, 2023 | 80.53% |
| November 30, 2023 | 80.53% |
| October 31, 2023 | 80.53% |
| September 30, 2023 | 74.97% |
| August 31, 2023 | 74.97% |
| July 31, 2023 | 74.97% |
| June 30, 2023 | 65.62% |
| May 31, 2023 | 65.62% |
| April 30, 2023 | 65.62% |
| March 31, 2023 | 65.62% |
| February 28, 2023 | 65.62% |
| January 31, 2023 | 65.62% |
| December 31, 2022 | 65.62% |
| November 30, 2022 | 65.62% |
| October 31, 2022 | 65.62% |
| September 30, 2022 | 65.62% |
| August 31, 2022 | 65.62% |
| July 31, 2022 | 65.62% |
| June 30, 2022 | 65.62% |
| May 31, 2022 | 63.31% |
| April 30, 2022 | 63.31% |
| March 31, 2022 | 63.31% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.31% |
| January 31, 2022 | 63.31% |
| December 31, 2021 | 63.31% |
| November 30, 2021 | 63.31% |
| October 31, 2021 | 63.31% |
| September 30, 2021 | 63.31% |
| August 31, 2021 | 63.31% |
| July 31, 2021 | 63.31% |
| June 30, 2021 | 63.31% |
| May 31, 2021 | 63.31% |
| April 30, 2021 | 63.31% |
| March 31, 2021 | 63.31% |
| February 28, 2021 | 63.31% |
| January 31, 2021 | 63.31% |
| December 31, 2020 | 63.31% |
| November 30, 2020 | 63.31% |
| October 31, 2020 | 63.31% |
| September 30, 2020 | 63.31% |
| August 31, 2020 | 63.31% |
| July 31, 2020 | 63.31% |
| June 30, 2020 | 63.31% |
| May 31, 2020 | 63.31% |
| April 30, 2020 | 63.31% |
| March 31, 2020 | 63.31% |
| February 29, 2020 | 63.31% |
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
63.31%
Minimum
Apr 2019
81.07%
Maximum
Mar 2024
66.13%
Average
63.31%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Oshkosh Corp | 48.68% |
| PACCAR Inc | 37.83% |
| Xos Inc | -- |
| Proterra Inc (DELISTED) | -- |
| Enovis Corp | 72.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.87 |
| Beta (5Y) | 1.668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.62% |
| Historical Sharpe Ratio (5Y) | 0.1101 |
| Historical Sortino (5Y) | 0.1797 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.55% |