Samsonite International SA (SMSEY)
17.88
-0.04
(-0.20%)
USD |
OTCM |
Apr 24, 15:45
Samsonite International Max Drawdown (5Y): 85.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 85.34% |
February 29, 2024 | 85.34% |
January 31, 2024 | 85.34% |
December 31, 2023 | 85.34% |
November 30, 2023 | 85.34% |
October 31, 2023 | 85.34% |
September 30, 2023 | 85.34% |
August 31, 2023 | 85.34% |
July 31, 2023 | 85.34% |
June 30, 2023 | 85.34% |
May 31, 2023 | 85.34% |
April 30, 2023 | 85.34% |
March 31, 2023 | 85.34% |
February 28, 2023 | 85.34% |
January 31, 2023 | 85.34% |
December 31, 2022 | 85.34% |
November 30, 2022 | 85.34% |
October 31, 2022 | 85.34% |
September 30, 2022 | 85.34% |
August 31, 2022 | 85.34% |
July 31, 2022 | 85.34% |
June 30, 2022 | 85.34% |
May 31, 2022 | 85.34% |
April 30, 2022 | 85.34% |
March 31, 2022 | 85.34% |
Date | Value |
---|---|
February 28, 2022 | 85.34% |
January 31, 2022 | 85.34% |
December 31, 2021 | 85.34% |
November 30, 2021 | 85.34% |
October 31, 2021 | 85.34% |
September 30, 2021 | 85.34% |
August 31, 2021 | 85.34% |
July 31, 2021 | 85.34% |
June 30, 2021 | 85.34% |
May 31, 2021 | 85.34% |
April 30, 2021 | 85.34% |
March 31, 2021 | 85.34% |
February 28, 2021 | 85.34% |
January 31, 2021 | 85.34% |
December 31, 2020 | 85.34% |
November 30, 2020 | 85.34% |
October 31, 2020 | 85.34% |
September 30, 2020 | 85.34% |
August 31, 2020 | 85.34% |
July 31, 2020 | 85.34% |
June 30, 2020 | 85.34% |
May 31, 2020 | 85.34% |
April 30, 2020 | 85.34% |
March 31, 2020 | 85.34% |
February 29, 2020 | 63.48% |
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
43.98%
Minimum
Apr 2019
85.34%
Maximum
Mar 2020
80.66%
Average
85.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
China Automotive Systems Inc | 82.79% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.70 |
Beta (5Y) | 1.376 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.38% |
Historical Sharpe Ratio (5Y) | 0.0423 |
Historical Sortino (5Y) | 0.0618 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.72% |