Smith & Wesson Brands Inc (SWBI)
13.56
+0.40
(+3.04%)
USD |
NASDAQ |
Nov 04, 16:00
13.55
-0.01
(-0.07%)
After-Hours: 20:00
Smith & Wesson Brands Max Drawdown (5Y): 80.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.40% |
| September 30, 2024 | 80.40% |
| August 31, 2024 | 80.40% |
| July 31, 2024 | 81.49% |
| June 30, 2024 | 81.49% |
| May 31, 2024 | 81.49% |
| April 30, 2024 | 81.49% |
| March 31, 2024 | 81.49% |
| February 29, 2024 | 81.49% |
| January 31, 2024 | 81.49% |
| December 31, 2023 | 81.49% |
| November 30, 2023 | 81.49% |
| October 31, 2023 | 81.49% |
| September 30, 2023 | 81.49% |
| August 31, 2023 | 81.49% |
| July 31, 2023 | 81.49% |
| June 30, 2023 | 81.49% |
| May 31, 2023 | 81.49% |
| April 30, 2023 | 81.49% |
| March 31, 2023 | 81.49% |
| February 28, 2023 | 81.49% |
| January 31, 2023 | 81.49% |
| December 31, 2022 | 81.49% |
| November 30, 2022 | 81.49% |
| October 31, 2022 | 81.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.49% |
| August 31, 2022 | 81.49% |
| July 31, 2022 | 81.49% |
| June 30, 2022 | 81.49% |
| May 31, 2022 | 81.49% |
| April 30, 2022 | 81.49% |
| March 31, 2022 | 81.49% |
| February 28, 2022 | 81.49% |
| January 31, 2022 | 81.49% |
| December 31, 2021 | 81.49% |
| November 30, 2021 | 81.49% |
| October 31, 2021 | 81.49% |
| September 30, 2021 | 81.49% |
| August 31, 2021 | 81.49% |
| July 31, 2021 | 81.49% |
| June 30, 2021 | 81.49% |
| May 31, 2021 | 81.49% |
| April 30, 2021 | 81.49% |
| March 31, 2021 | 81.49% |
| February 28, 2021 | 81.49% |
| January 31, 2021 | 81.49% |
| December 31, 2020 | 81.49% |
| November 30, 2020 | 81.49% |
| October 31, 2020 | 81.49% |
| September 30, 2020 | 81.49% |
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
80.40%
Minimum
Aug 2024
81.49%
Maximum
Nov 2019
81.43%
Average
81.49%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Hyperscale Data Inc | 100.00% |
| NAPC Defense Inc | 99.95% |
| Sturm Ruger & Co Inc | 47.34% |
| Curtiss-Wright Corp | 48.73% |
| Omega Flex Inc | 74.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.382 |
| Beta (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.80% |
| Historical Sharpe Ratio (5Y) | 0.3352 |
| Historical Sortino (5Y) | 0.7116 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.01% |