Standard Motor Products Inc (SMP)
32.39
+0.33
(+1.03%)
USD |
NYSE |
Nov 04, 16:00
32.38
-0.02
(-0.05%)
Pre-Market: 20:00
Standard Motor Products Max Drawdown (5Y): 48.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.25% |
| September 30, 2024 | 48.25% |
| August 31, 2024 | 48.25% |
| July 31, 2024 | 48.25% |
| June 30, 2024 | 45.68% |
| May 31, 2024 | 41.70% |
| April 30, 2024 | 40.84% |
| March 31, 2024 | 40.84% |
| February 29, 2024 | 39.86% |
| January 31, 2024 | 39.86% |
| December 31, 2023 | 39.86% |
| November 30, 2023 | 39.86% |
| October 31, 2023 | 39.86% |
| September 30, 2023 | 39.86% |
| August 31, 2023 | 39.86% |
| July 31, 2023 | 39.86% |
| June 30, 2023 | 39.86% |
| May 31, 2023 | 39.86% |
| April 30, 2023 | 39.86% |
| March 31, 2023 | 39.86% |
| February 28, 2023 | 39.86% |
| January 31, 2023 | 39.86% |
| December 31, 2022 | 39.86% |
| November 30, 2022 | 39.86% |
| October 31, 2022 | 39.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.86% |
| August 31, 2022 | 34.69% |
| July 31, 2022 | 34.69% |
| June 30, 2022 | 34.69% |
| May 31, 2022 | 34.69% |
| April 30, 2022 | 34.69% |
| March 31, 2022 | 34.69% |
| February 28, 2022 | 34.69% |
| January 31, 2022 | 34.69% |
| December 31, 2021 | 34.69% |
| November 30, 2021 | 34.69% |
| October 31, 2021 | 34.69% |
| September 30, 2021 | 34.69% |
| August 31, 2021 | 34.69% |
| July 31, 2021 | 34.69% |
| June 30, 2021 | 34.69% |
| May 31, 2021 | 34.69% |
| April 30, 2021 | 34.69% |
| March 31, 2021 | 34.69% |
| February 28, 2021 | 34.69% |
| January 31, 2021 | 34.69% |
| December 31, 2020 | 34.69% |
| November 30, 2020 | 34.69% |
| October 31, 2020 | 34.69% |
| September 30, 2020 | 34.69% |
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
32.32%
Minimum
Nov 2019
48.25%
Maximum
Jul 2024
37.45%
Average
34.69%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Stoneridge Inc | 81.20% |
| Tesla Inc | 73.63% |
| General Motors Co | 59.94% |
| Gentherm Inc | 60.24% |
| Dorman Products Inc | 50.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.07 |
| Beta (5Y) | 0.5135 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.81% |
| Historical Sharpe Ratio (5Y) | -0.3167 |
| Historical Sortino (5Y) | -0.4716 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.52% |