YETI Holdings Inc (YETI)
37.89
-0.98
(-2.52%)
USD |
NYSE |
Nov 08, 11:53
YETI Holdings Max Drawdown (5Y): 73.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.53% |
| September 30, 2024 | 73.53% |
| August 31, 2024 | 73.53% |
| July 31, 2024 | 73.53% |
| June 30, 2024 | 73.53% |
| May 31, 2024 | 73.53% |
| April 30, 2024 | 73.53% |
| March 31, 2024 | 73.53% |
| February 29, 2024 | 73.53% |
| January 31, 2024 | 73.53% |
| December 31, 2023 | 73.53% |
| November 30, 2023 | 73.53% |
| October 31, 2023 | 73.53% |
| September 30, 2023 | 73.53% |
| August 31, 2023 | 73.53% |
| July 31, 2023 | 73.53% |
| June 30, 2023 | 73.53% |
| May 31, 2023 | 73.53% |
| April 30, 2023 | 73.53% |
| March 31, 2023 | 73.53% |
| February 28, 2023 | 73.53% |
| January 31, 2023 | 73.53% |
| December 31, 2022 | 73.53% |
| November 30, 2022 | 73.53% |
| October 31, 2022 | 73.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.53% |
| August 31, 2022 | 65.76% |
| July 31, 2022 | 62.41% |
| June 30, 2022 | 62.41% |
| May 31, 2022 | 62.41% |
| April 30, 2022 | 58.90% |
| March 31, 2022 | 58.90% |
| February 28, 2022 | 58.90% |
| January 31, 2022 | 58.90% |
| December 31, 2021 | 58.90% |
| November 30, 2021 | 58.90% |
| October 31, 2021 | 58.90% |
| September 30, 2021 | 58.90% |
| August 31, 2021 | 58.90% |
| July 31, 2021 | 58.90% |
| June 30, 2021 | 58.90% |
| May 31, 2021 | 58.90% |
| April 30, 2021 | 58.90% |
| March 31, 2021 | 58.90% |
| February 28, 2021 | 58.90% |
| January 31, 2021 | 58.90% |
| December 31, 2020 | 58.90% |
| November 30, 2020 | 58.90% |
| October 31, 2020 | 58.90% |
| September 30, 2020 | 58.90% |
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
34.84%
Minimum
Nov 2019
73.53%
Maximum
Sep 2022
63.93%
Average
60.65%
Median
Max Drawdown (5Y) Benchmarks
| Escalade Inc | 71.25% |
| Johnson Outdoors Inc | 77.79% |
| Clarus Corp | 86.65% |
| Connexa Sports Technologies Inc | 99.99% |
| Peloton Interactive Inc | 98.28% |
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% |