The Shyft Group Inc (SHYF)

11.45 +0.05 (+0.44%) USD  |  NASDAQ  |  Dec 20, 16:00
12.00 +0.55 (+4.80%) After-Hours: 20:00
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Shyft Group Max Drawdown (5Y): 81.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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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) -27.91
Beta (5Y) 1.633
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.43%
Historical Sharpe Ratio (5Y) -0.1142
Historical Sortino (5Y) -0.1901
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.55%