Sportsman's Warehouse Holdings Inc (SPWH)
3.21
-0.10
(-2.87%)
USD |
NASDAQ |
May 03, 16:00
3.205
0.00 (0.00%)
After-Hours: 20:00
Sportsman's Warehouse Holdings Max Drawdown (5Y): 84.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 75.53% |
| June 30, 2022 | 75.53% |
| May 31, 2022 | 75.74% |
| April 30, 2022 | 75.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.74% |
| February 28, 2022 | 75.74% |
| January 31, 2022 | 75.74% |
| December 31, 2021 | 75.74% |
| November 30, 2021 | 75.74% |
| October 31, 2021 | 75.74% |
| September 30, 2021 | 75.74% |
| August 31, 2021 | 75.74% |
| July 31, 2021 | 75.74% |
| June 30, 2021 | 75.74% |
| May 31, 2021 | 75.74% |
| April 30, 2021 | 75.74% |
| March 31, 2021 | 75.74% |
| February 28, 2021 | 75.74% |
| January 31, 2021 | 75.74% |
| December 31, 2020 | 75.74% |
| November 30, 2020 | 75.74% |
| October 31, 2020 | 75.74% |
| September 30, 2020 | 75.74% |
| August 31, 2020 | 75.74% |
| July 31, 2020 | 75.74% |
| June 30, 2020 | 75.74% |
| May 31, 2020 | 75.74% |
| April 30, 2020 | 75.74% |
| March 31, 2020 | 75.74% |
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
75.53%
Minimum
Jun 2022
84.18%
Maximum
Mar 2024
76.54%
Average
75.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Dick's Sporting Goods Inc | 70.81% |
| GameStop Corp | 92.20% |
| Sally Beauty Holdings Inc | 79.27% |
| Big 5 Sporting Goods Corp | 95.42% |
| Hibbett Inc | 83.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.91 |
| Beta (5Y) | 0.7575 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.15% |
| Historical Sharpe Ratio (5Y) | -0.1409 |
| Historical Sortino (5Y) | -0.2572 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.25% |