Signet Jewelers Ltd (SIG)
91.11
-0.94
(-1.02%)
USD |
NYSE |
Nov 04, 13:10
Signet Jewelers Max Drawdown (5Y): 95.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.52% |
| September 30, 2024 | 95.52% |
| August 31, 2024 | 95.52% |
| July 31, 2024 | 95.52% |
| June 30, 2024 | 95.52% |
| May 31, 2024 | 95.52% |
| April 30, 2024 | 95.52% |
| March 31, 2024 | 95.52% |
| February 29, 2024 | 95.52% |
| January 31, 2024 | 95.52% |
| December 31, 2023 | 95.52% |
| November 30, 2023 | 95.52% |
| October 31, 2023 | 95.52% |
| September 30, 2023 | 95.52% |
| August 31, 2023 | 95.52% |
| July 31, 2023 | 95.52% |
| June 30, 2023 | 95.52% |
| May 31, 2023 | 95.52% |
| April 30, 2023 | 95.52% |
| March 31, 2023 | 95.52% |
| February 28, 2023 | 95.52% |
| January 31, 2023 | 95.52% |
| December 31, 2022 | 95.52% |
| November 30, 2022 | 95.52% |
| October 31, 2022 | 95.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.52% |
| August 31, 2022 | 95.52% |
| July 31, 2022 | 95.52% |
| June 30, 2022 | 95.52% |
| May 31, 2022 | 95.52% |
| April 30, 2022 | 95.52% |
| March 31, 2022 | 95.52% |
| February 28, 2022 | 95.52% |
| January 31, 2022 | 95.52% |
| December 31, 2021 | 95.52% |
| November 30, 2021 | 95.52% |
| October 31, 2021 | 95.52% |
| September 30, 2021 | 95.52% |
| August 31, 2021 | 95.52% |
| July 31, 2021 | 95.52% |
| June 30, 2021 | 95.52% |
| May 31, 2021 | 95.52% |
| April 30, 2021 | 95.52% |
| March 31, 2021 | 95.52% |
| February 28, 2021 | 95.52% |
| January 31, 2021 | 95.52% |
| December 31, 2020 | 95.52% |
| November 30, 2020 | 95.52% |
| October 31, 2020 | 95.52% |
| September 30, 2020 | 95.52% |
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
91.87%
Minimum
Nov 2019
95.52%
Maximum
Mar 2020
95.28%
Average
95.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The RealReal Inc | 96.44% |
| Envela Corp | 61.53% |
| Eastern Asteria Inc | 99.95% |
| Bergio International Inc | 100.0% |
| Caleres Inc | 91.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.47 |
| Beta (5Y) | 2.124 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.98% |
| Historical Sharpe Ratio (5Y) | 0.6015 |
| Historical Sortino (5Y) | 0.8606 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.14% |