Signet Jewelers Ltd (SIG)

81.14 +1.66 (+2.09%) USD  |  NYSE  |  Dec 20, 16:00
81.10 -0.04 (-0.05%) After-Hours: 20:00
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Signet Jewelers Max Drawdown (5Y): 95.52% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Max Drawdown (5Y) Benchmarks

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Envela Corp 61.53%
Eastern Asteria Inc 99.95%
Bergio International Inc 100.0%
The RealReal Inc 96.44%
Caleres Inc 91.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.43
Beta (5Y) 2.102
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 67.27%
Historical Sharpe Ratio (5Y) 0.5873
Historical Sortino (5Y) 0.8328
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.14%