Standard Motor Products Inc (SMP)
32.12
-0.32
(-0.97%)
USD |
NYSE |
May 07, 16:00
32.12
0.00 (0.00%)
After-Hours: 18:46
Standard Motor Products Max Drawdown (5Y): 40.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 34.69% |
July 31, 2020 | 34.69% |
June 30, 2020 | 34.69% |
May 31, 2020 | 34.69% |
April 30, 2020 | 33.36% |
March 31, 2020 | 33.36% |
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
May 2019
40.84%
Maximum
Mar 2024
36.01%
Average
34.69%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Stoneridge Inc | 62.56% |
Tesla Inc | 73.63% |
General Motors Co | 59.94% |
Gentherm Inc | 60.24% |
Twin Vee PowerCats Co | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.26 |
Beta (5Y) | 0.61 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.20% |
Historical Sharpe Ratio (5Y) | -0.2899 |
Historical Sortino (5Y) | -0.4169 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.52% |