Sportsman's Warehouse Holdings, Inc. (SPWH)
1.13
+0.02
(+1.80%)
USD |
NASDAQ |
Oct 02, 16:00
1.12
-0.01
(-0.88%)
After-Hours: 20:00
Sportsman's Warehouse Holdings Max Drawdown (5Y) : 94.69% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 94.69% |
| August 31, 2026 | 94.69% |
| July 31, 2026 | 94.69% |
| June 30, 2026 | 94.69% |
| May 31, 2026 | 94.69% |
| April 30, 2026 | 94.69% |
| March 31, 2026 | 94.69% |
| February 28, 2026 | 94.69% |
| January 31, 2026 | 94.69% |
| December 31, 2025 | 94.69% |
| November 30, 2025 | 94.69% |
| October 31, 2025 | 94.69% |
| September 30, 2025 | 94.69% |
| August 31, 2025 | 94.69% |
| July 31, 2025 | 94.69% |
| June 30, 2025 | 94.69% |
| May 31, 2025 | 94.69% |
| April 30, 2025 | 94.69% |
| March 31, 2025 | 94.69% |
| February 28, 2025 | 92.37% |
| January 31, 2025 | 89.86% |
| December 31, 2024 | 89.86% |
| November 30, 2024 | 89.86% |
| October 31, 2024 | 89.86% |
| September 30, 2024 | 89.86% |
| Date | Value |
|---|---|
| August 31, 2024 | 89.86% |
| July 31, 2024 | 88.52% |
| June 30, 2024 | 86.80% |
| May 31, 2024 | 84.18% |
| April 30, 2024 | 84.18% |
| March 31, 2024 | 84.18% |
| February 29, 2024 | 81.45% |
| January 31, 2024 | 81.45% |
| December 31, 2023 | 81.45% |
| November 30, 2023 | 81.45% |
| October 31, 2023 | 81.45% |
| September 30, 2023 | 81.45% |
| August 31, 2023 | 75.53% |
| July 31, 2023 | 75.53% |
| June 30, 2023 | 75.53% |
| May 31, 2023 | 75.53% |
| April 30, 2023 | 75.53% |
| March 31, 2023 | 75.53% |
| February 28, 2023 | 75.53% |
| January 31, 2023 | 75.53% |
| December 31, 2022 | 75.53% |
| November 30, 2022 | 75.53% |
| October 31, 2022 | 75.53% |
| September 30, 2022 | 75.53% |
| August 31, 2022 | 75.53% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Dick's Sporting Goods, Inc. | 49.30% |
| Academy Sports & Outdoors, Inc. | 54.17% |
| Build-A-Bear Workshop, Inc. | 67.12% |
| Urban Outfitters, Inc. | 63.09% |
| American Eagle Outfitters, Inc. | 73.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.46 |
| Beta (5Y) | 0.4420 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.51% |
| Historical Sharpe Ratio (5Y) | -0.6623 |
| Historical Sortino (5Y) | -1.258 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.00% |