The Shyft Group Inc (SHYF)
13.28
-0.14
(-1.04%)
USD |
NASDAQ |
Nov 21, 16:00
13.27
-0.01
(-0.08%)
After-Hours: 20:00
Shyft Group Max Drawdown (5Y): 81.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.07% |
September 30, 2024 | 81.07% |
August 31, 2024 | 81.07% |
July 31, 2024 | 81.07% |
June 30, 2024 | 81.07% |
May 31, 2024 | 81.07% |
April 30, 2024 | 81.07% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
81.07%
Maximum
Mar 2024
68.20%
Average
63.31%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Oshkosh Corp | 48.68% |
PACCAR Inc | 37.83% |
Xos Inc | -- |
Blue Bird Corp | 74.16% |
Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.42 |
Beta (5Y) | 1.625 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.04% |
Historical Sharpe Ratio (5Y) | -0.1402 |
Historical Sortino (5Y) | -0.2326 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.55% |