Sleep Number Corp (SNBR)
12.35
+0.68
(+5.83%)
USD |
NASDAQ |
Nov 21, 16:00
12.34
-0.01
(-0.08%)
After-Hours: 20:00
Sleep Number Max Drawdown (5Y): 94.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.13% |
| September 30, 2024 | 94.13% |
| August 31, 2024 | 94.13% |
| July 31, 2024 | 94.13% |
| June 30, 2024 | 93.64% |
| May 31, 2024 | 93.64% |
| April 30, 2024 | 93.64% |
| March 31, 2024 | 93.64% |
| February 29, 2024 | 93.64% |
| January 31, 2024 | 93.64% |
| December 31, 2023 | 93.64% |
| November 30, 2023 | 93.64% |
| October 31, 2023 | 89.03% |
| September 30, 2023 | 87.68% |
| August 31, 2023 | 87.68% |
| July 31, 2023 | 87.68% |
| June 30, 2023 | 87.68% |
| May 31, 2023 | 87.66% |
| April 30, 2023 | 84.66% |
| March 31, 2023 | 83.38% |
| February 28, 2023 | 83.38% |
| January 31, 2023 | 83.38% |
| December 31, 2022 | 83.38% |
| November 30, 2022 | 83.17% |
| October 31, 2022 | 81.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.13% |
| August 31, 2022 | 79.13% |
| July 31, 2022 | 79.13% |
| June 30, 2022 | 78.94% |
| May 31, 2022 | 73.96% |
| April 30, 2022 | 73.96% |
| March 31, 2022 | 73.96% |
| February 28, 2022 | 73.96% |
| January 31, 2022 | 73.96% |
| December 31, 2021 | 73.96% |
| November 30, 2021 | 73.96% |
| October 31, 2021 | 73.96% |
| September 30, 2021 | 73.96% |
| August 31, 2021 | 73.96% |
| July 31, 2021 | 73.96% |
| June 30, 2021 | 73.96% |
| May 31, 2021 | 73.96% |
| April 30, 2021 | 73.96% |
| March 31, 2021 | 73.96% |
| February 28, 2021 | 73.96% |
| January 31, 2021 | 73.96% |
| December 31, 2020 | 73.96% |
| November 30, 2020 | 73.96% |
| October 31, 2020 | 73.96% |
| September 30, 2020 | 73.96% |
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
55.79%
Minimum
Nov 2019
94.13%
Maximum
Jul 2024
79.43%
Average
73.96%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Leggett & Platt Inc | 79.02% |
| Tempur Sealy International Inc | 74.91% |
| Suncliff Inc | 100.00% |
| Purple Innovation Inc | 98.59% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.42 |
| Beta (5Y) | 2.079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.23% |
| Historical Sharpe Ratio (5Y) | -0.3026 |
| Historical Sortino (5Y) | -0.5796 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.96% |