YETI Holdings Inc (YETI)
35.67
-0.60
(-1.65%)
USD |
NYSE |
Apr 24, 16:00
35.67
0.00 (0.00%)
Pre-Market: 20:00
YETI Holdings Max Drawdown (5Y): 73.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 58.90% |
| July 31, 2020 | 58.90% |
| June 30, 2020 | 58.90% |
| May 31, 2020 | 58.90% |
| April 30, 2020 | 58.90% |
| March 31, 2020 | 58.90% |
| February 29, 2020 | 34.84% |
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
Apr 2019
73.53%
Maximum
Sep 2022
59.41%
Average
58.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acushnet Holdings Corp | 35.44% |
| Peloton Interactive Inc | -- |
| Escalade Inc | 71.25% |
| Johnson Outdoors Inc | 70.63% |
| Clarus Corp | 83.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.87 |
| Beta (5Y) | 2.286 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.27% |
| Historical Sharpe Ratio (5Y) | 0.0558 |
| Historical Sortino (5Y) | 0.1007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.64% |