Champion Homes Inc (SKY)

91.89 +0.65 (+0.71%) USD  |  NYSE  |  Dec 24, 16:00
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Champion Homes Max Drawdown (5Y): 66.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Cavco Industries Inc 57.89%
Leggett & Platt Inc 79.02%
Ford Motor Co 66.45%
Hyliion Holdings Corp 99.03%
Northann Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.929
Beta (5Y) 1.592
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.85%
Historical Sharpe Ratio (5Y) 0.4562
Historical Sortino (5Y) 0.7147
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.50%