The Shyft Group Inc (SHYF)
13.66
+0.45
(+3.41%)
USD |
NASDAQ |
Nov 05, 16:00
13.66
0.00 (0.00%)
After-Hours: 18:57
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% |
| Arq Inc | 91.19% |
| PACCAR Inc | 37.83% |
| Gibraltar Industries Inc | 63.23% |
| Xos Inc | -- |
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% |