YETI Holdings Inc (YETI)
38.50
+1.27
(+3.41%)
USD |
NYSE |
Nov 21, 16:00
38.51
+0.01
(+0.03%)
After-Hours: 20:00
YETI Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Escalade Inc | 71.25% |
| Johnson Outdoors Inc | 77.79% |
| Clarus Corp | 86.65% |
| Connexa Sports Technologies Inc | -- |
| Peloton Interactive Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.61 |
| Beta (5Y) | 2.120 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.48% |
| Historical Sharpe Ratio (5Y) | -0.0242 |
| Historical Sortino (5Y) | -0.0431 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.84% |