Simpson Manufacturing Co Inc (SSD)
181.26
+2.26
(+1.26%)
USD |
NYSE |
Nov 21, 16:00
181.32
+0.06
(+0.03%)
Pre-Market: 20:00
Simpson Manufacturing Max Drawdown (5Y): 44.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.49% |
| September 30, 2024 | 44.49% |
| August 31, 2024 | 44.49% |
| July 31, 2024 | 44.49% |
| June 30, 2024 | 44.49% |
| May 31, 2024 | 44.49% |
| April 30, 2024 | 44.49% |
| March 31, 2024 | 44.49% |
| February 29, 2024 | 44.49% |
| January 31, 2024 | 44.49% |
| December 31, 2023 | 44.49% |
| November 30, 2023 | 44.49% |
| October 31, 2023 | 44.49% |
| September 30, 2023 | 44.49% |
| August 31, 2023 | 44.49% |
| July 31, 2023 | 44.49% |
| June 30, 2023 | 44.49% |
| May 31, 2023 | 44.49% |
| April 30, 2023 | 44.49% |
| March 31, 2023 | 44.49% |
| February 28, 2023 | 44.49% |
| January 31, 2023 | 44.49% |
| December 31, 2022 | 44.49% |
| November 30, 2022 | 44.49% |
| October 31, 2022 | 44.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.25% |
| August 31, 2022 | 43.52% |
| July 31, 2022 | 43.52% |
| June 30, 2022 | 43.52% |
| May 31, 2022 | 43.52% |
| April 30, 2022 | 43.52% |
| March 31, 2022 | 43.52% |
| February 28, 2022 | 43.52% |
| January 31, 2022 | 43.52% |
| December 31, 2021 | 43.52% |
| November 30, 2021 | 43.52% |
| October 31, 2021 | 43.52% |
| September 30, 2021 | 43.52% |
| August 31, 2021 | 43.52% |
| July 31, 2021 | 43.52% |
| June 30, 2021 | 43.52% |
| May 31, 2021 | 43.52% |
| April 30, 2021 | 43.52% |
| March 31, 2021 | 43.52% |
| February 28, 2021 | 43.52% |
| January 31, 2021 | 43.52% |
| December 31, 2020 | 43.52% |
| November 30, 2020 | 43.52% |
| October 31, 2020 | 43.52% |
| September 30, 2020 | 43.52% |
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
35.76%
Minimum
Nov 2019
44.49%
Maximum
Oct 2022
43.42%
Average
43.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Friedman Industries Inc | 65.08% |
| UFP Industries Inc | 45.74% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.553 |
| Beta (5Y) | 1.324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.94% |
| Historical Sharpe Ratio (5Y) | 0.4446 |
| Historical Sortino (5Y) | 0.7366 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |