Smith & Wesson Brands Inc (SWBI)
17.63
+0.05
(+0.28%)
USD |
NASDAQ |
Mar 27, 16:00
17.66
+0.03
(+0.17%)
Pre-Market: 08:18
Smith & Wesson Brands Max Drawdown (5Y): 81.49% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 81.49% |
July 31, 2020 | 81.49% |
June 30, 2020 | 81.49% |
May 31, 2020 | 81.49% |
April 30, 2020 | 81.49% |
March 31, 2020 | 81.49% |
February 29, 2020 | 81.49% |
January 31, 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
70.36%
Minimum
Mar 2019
81.49%
Maximum
Oct 2019
80.65%
Average
81.49%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Sturm Ruger & Co Inc | 43.86% |
Ault Alliance Inc | 100.00% |
VirTra Inc | 69.54% |
Omega Flex Inc | 64.09% |
Axon Enterprise Inc | 58.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.354 |
Beta (5Y) | 1.146 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.83% |
Historical Sharpe Ratio (5Y) | 0.1247 |
Historical Sortino (5Y) | 0.2499 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.92% |