Simpson Manufacturing Co Inc (SSD)
177.13
+0.48
(+0.27%)
USD |
NYSE |
May 09, 16:00
176.20
-0.93
(-0.53%)
After-Hours: 20:00
Simpson Manufacturing Max Drawdown (5Y): 44.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 43.52% |
July 31, 2020 | 43.52% |
June 30, 2020 | 43.52% |
May 31, 2020 | 43.52% |
April 30, 2020 | 43.52% |
March 31, 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
May 2019
44.49%
Maximum
Oct 2022
42.55%
Average
43.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cleveland-Cliffs Inc | 75.30% |
Nucor Corp | 57.19% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.540 |
Beta (5Y) | 1.336 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.17% |
Historical Sharpe Ratio (5Y) | 0.6092 |
Historical Sortino (5Y) | 0.9999 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |