Steven Madden Ltd (SHOO)
44.45
+0.39
(+0.89%)
USD |
NASDAQ |
May 31, 16:00
44.43
-0.02
(-0.04%)
After-Hours: 20:00
Steven Madden Max Drawdown (5Y): 59.77% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 59.77% |
April 30, 2024 | 59.77% |
March 31, 2024 | 59.77% |
February 29, 2024 | 59.77% |
January 31, 2024 | 59.77% |
December 31, 2023 | 59.77% |
November 30, 2023 | 59.77% |
October 31, 2023 | 59.77% |
September 30, 2023 | 59.77% |
August 31, 2023 | 59.77% |
July 31, 2023 | 59.77% |
June 30, 2023 | 59.77% |
May 31, 2023 | 59.77% |
April 30, 2023 | 59.77% |
March 31, 2023 | 59.77% |
February 28, 2023 | 59.77% |
January 31, 2023 | 59.77% |
December 31, 2022 | 59.77% |
November 30, 2022 | 59.77% |
October 31, 2022 | 59.77% |
September 30, 2022 | 59.77% |
August 31, 2022 | 59.77% |
July 31, 2022 | 59.77% |
June 30, 2022 | 59.77% |
May 31, 2022 | 59.77% |
Date | Value |
---|---|
April 30, 2022 | 59.77% |
March 31, 2022 | 59.77% |
February 28, 2022 | 59.77% |
January 31, 2022 | 59.77% |
December 31, 2021 | 59.77% |
November 30, 2021 | 59.77% |
October 31, 2021 | 59.77% |
September 30, 2021 | 59.77% |
August 31, 2021 | 59.77% |
July 31, 2021 | 59.77% |
June 30, 2021 | 59.77% |
May 31, 2021 | 59.77% |
April 30, 2021 | 59.77% |
March 31, 2021 | 59.77% |
February 28, 2021 | 59.77% |
January 31, 2021 | 59.77% |
December 31, 2020 | 59.77% |
November 30, 2020 | 59.77% |
October 31, 2020 | 59.77% |
September 30, 2020 | 59.77% |
August 31, 2020 | 59.77% |
July 31, 2020 | 59.77% |
June 30, 2020 | 59.77% |
May 31, 2020 | 59.77% |
April 30, 2020 | 59.77% |
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
34.91%
Minimum
Jun 2019
59.77%
Maximum
Mar 2020
56.04%
Average
59.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deckers Outdoor Corp | 54.69% |
Nike Inc | 52.73% |
Skechers USA Inc | 61.43% |
Wolverine World Wide Inc | 82.58% |
Crocs Inc | 75.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.514 |
Beta (5Y) | 1.116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.19% |
Historical Sharpe Ratio (5Y) | 0.2037 |
Historical Sortino (5Y) | 0.3288 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.30% |