Champion Homes Inc (SKY)
102.10
+2.02
(+2.02%)
USD |
NYSE |
Nov 22, 16:00
102.05
-0.05
(-0.05%)
After-Hours: 20:00
Champion Homes Max Drawdown (5Y): 66.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.26% |
| September 30, 2024 | 66.26% |
| August 31, 2024 | 66.26% |
| July 31, 2024 | 66.26% |
| June 30, 2024 | 66.26% |
| May 31, 2024 | 66.26% |
| April 30, 2024 | 66.26% |
| March 31, 2024 | 66.26% |
| February 29, 2024 | 66.26% |
| January 31, 2024 | 66.26% |
| December 31, 2023 | 66.26% |
| November 30, 2023 | 66.26% |
| October 31, 2023 | 66.26% |
| September 30, 2023 | 66.26% |
| August 31, 2023 | 66.26% |
| July 31, 2023 | 66.26% |
| June 30, 2023 | 66.26% |
| May 31, 2023 | 66.26% |
| April 30, 2023 | 66.26% |
| March 31, 2023 | 66.26% |
| February 28, 2023 | 66.26% |
| January 31, 2023 | 66.26% |
| December 31, 2022 | 66.26% |
| November 30, 2022 | 66.26% |
| October 31, 2022 | 66.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.26% |
| August 31, 2022 | 66.26% |
| July 31, 2022 | 66.26% |
| June 30, 2022 | 66.26% |
| May 31, 2022 | 66.26% |
| April 30, 2022 | 68.04% |
| March 31, 2022 | 68.04% |
| February 28, 2022 | 68.04% |
| January 31, 2022 | 68.04% |
| December 31, 2021 | 68.04% |
| November 30, 2021 | 68.04% |
| October 31, 2021 | 68.04% |
| September 30, 2021 | 68.04% |
| August 31, 2021 | 68.04% |
| July 31, 2021 | 68.04% |
| June 30, 2021 | 68.04% |
| May 31, 2021 | 68.04% |
| April 30, 2021 | 68.04% |
| March 31, 2021 | 68.04% |
| February 28, 2021 | 80.86% |
| January 31, 2021 | 81.66% |
| December 31, 2020 | 86.08% |
| November 30, 2020 | 90.53% |
| October 31, 2020 | 90.53% |
| September 30, 2020 | 91.17% |
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
66.26%
Minimum
May 2022
91.17%
Maximum
Nov 2019
72.88%
Average
67.15%
Median
Max Drawdown (5Y) Benchmarks
| Leggett & Platt Inc | 79.02% |
| Ford Motor Co | 66.45% |
| American Woodmark Corp | 74.37% |
| Hyliion Holdings Corp | -- |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.752 |
| Beta (5Y) | 1.587 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.89% |
| Historical Sharpe Ratio (5Y) | 0.4566 |
| Historical Sortino (5Y) | 0.7183 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.50% |