Abercrombie & Fitch Co (ANF)
120.41
-1.11
(-0.91%)
USD |
NYSE |
May 01, 16:00
120.41
0.00 (0.00%)
After-Hours: 20:00
Abercrombie & Fitch Max Drawdown (5Y): 72.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.39% |
March 31, 2024 | 72.39% |
February 29, 2024 | 72.39% |
January 31, 2024 | 72.39% |
December 31, 2023 | 72.39% |
November 30, 2023 | 72.39% |
October 31, 2023 | 72.39% |
September 30, 2023 | 72.39% |
August 31, 2023 | 72.39% |
July 31, 2023 | 72.39% |
June 30, 2023 | 72.39% |
May 31, 2023 | 72.39% |
April 30, 2023 | 72.39% |
March 31, 2023 | 72.39% |
February 28, 2023 | 72.39% |
January 31, 2023 | 72.39% |
December 31, 2022 | 72.39% |
November 30, 2022 | 72.39% |
October 31, 2022 | 72.39% |
September 30, 2022 | 72.39% |
August 31, 2022 | 74.73% |
July 31, 2022 | 74.73% |
June 30, 2022 | 74.73% |
May 31, 2022 | 80.53% |
April 30, 2022 | 81.09% |
Date | Value |
---|---|
March 31, 2022 | 81.09% |
February 28, 2022 | 81.09% |
January 31, 2022 | 81.09% |
December 31, 2021 | 81.09% |
November 30, 2021 | 81.09% |
October 31, 2021 | 81.09% |
September 30, 2021 | 81.09% |
August 31, 2021 | 81.09% |
July 31, 2021 | 81.09% |
June 30, 2021 | 81.09% |
May 31, 2021 | 81.09% |
April 30, 2021 | 81.09% |
March 31, 2021 | 81.09% |
February 28, 2021 | 81.09% |
January 31, 2021 | 81.09% |
December 31, 2020 | 81.09% |
November 30, 2020 | 81.09% |
October 31, 2020 | 81.09% |
September 30, 2020 | 81.09% |
August 31, 2020 | 81.09% |
July 31, 2020 | 81.09% |
June 30, 2020 | 81.09% |
May 31, 2020 | 81.09% |
April 30, 2020 | 81.09% |
March 31, 2020 | 81.09% |
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
72.39%
Minimum
Sep 2022
81.09%
Maximum
May 2019
77.86%
Average
81.09%
Median
May 2019
Max Drawdown (5Y) Benchmarks
American Eagle Outfitters Inc | 75.65% |
Gap Inc | 83.18% |
Nordstrom Inc | 81.38% |
Urban Outfitters Inc | 73.80% |
Ross Stores Inc | 51.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.24 |
Beta (5Y) | 1.574 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.25% |
Historical Sharpe Ratio (5Y) | 0.5105 |
Historical Sortino (5Y) | 0.8317 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.90% |