Signet Jewelers Ltd. (SIG)
102.15
+1.26
(+1.25%)
USD |
NYSE |
Oct 06, 15:56
Signet Jewelers Max Drawdown (5Y) : 57.12% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 57.12% |
| August 31, 2026 | 57.12% |
| July 31, 2026 | 57.12% |
| June 30, 2026 | 57.12% |
| May 31, 2026 | 57.12% |
| April 30, 2026 | 57.12% |
| March 31, 2026 | 57.12% |
| February 28, 2026 | 57.12% |
| January 31, 2026 | 62.85% |
| December 31, 2025 | 76.38% |
| November 30, 2025 | 78.71% |
| October 31, 2025 | 83.52% |
| September 30, 2025 | 85.78% |
| August 31, 2025 | 86.98% |
| July 31, 2025 | 91.68% |
| June 30, 2025 | 92.38% |
| May 31, 2025 | 92.58% |
| April 30, 2025 | 93.53% |
| March 31, 2025 | 95.35% |
| February 28, 2025 | 95.60% |
| January 31, 2025 | 95.60% |
| December 31, 2024 | 95.60% |
| November 30, 2024 | 95.60% |
| October 31, 2024 | 95.60% |
| September 30, 2024 | 95.60% |
| Date | Value |
|---|---|
| August 31, 2024 | 95.60% |
| July 31, 2024 | 95.60% |
| June 30, 2024 | 95.60% |
| May 31, 2024 | 95.60% |
| April 30, 2024 | 95.60% |
| March 31, 2024 | 95.60% |
| February 29, 2024 | 95.60% |
| January 31, 2024 | 95.60% |
| December 31, 2023 | 95.60% |
| November 30, 2023 | 95.60% |
| October 31, 2023 | 95.60% |
| September 30, 2023 | 95.60% |
| August 31, 2023 | 95.60% |
| July 31, 2023 | 95.60% |
| June 30, 2023 | 95.60% |
| May 31, 2023 | 95.60% |
| April 30, 2023 | 95.60% |
| March 31, 2023 | 95.60% |
| February 28, 2023 | 95.60% |
| January 31, 2023 | 95.60% |
| December 31, 2022 | 95.60% |
| November 30, 2022 | 95.60% |
| October 31, 2022 | 95.60% |
| September 30, 2022 | 95.60% |
| August 31, 2022 | 95.60% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Chewy, Inc. | 87.37% |
| Brilliant Earth Group, Inc. | 94.08% |
| Birks Group, Inc. | 97.78% |
| Chow Tai Fook Jewellery Group Ltd. | 60.32% |
| Oriental Watch Holdings Ltd. | 18.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.159 |
| Beta (5Y) | 1.108 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.40% |
| Historical Sharpe Ratio (5Y) | 0.0659 |
| Historical Sortino (5Y) | 0.1178 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.33% |