Bath & Body Works Inc (BBWI)
45.40
+1.57
(+3.58%)
USD |
NYSE |
May 03, 10:14
Bath & Body Works Max Drawdown (5Y): 87.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.50% |
March 31, 2024 | 87.50% |
February 29, 2024 | 87.50% |
January 31, 2024 | 87.50% |
December 31, 2023 | 87.50% |
November 30, 2023 | 87.50% |
October 31, 2023 | 87.50% |
September 30, 2023 | 87.50% |
August 31, 2023 | 87.50% |
July 31, 2023 | 87.50% |
June 30, 2023 | 87.50% |
May 31, 2023 | 87.50% |
April 30, 2023 | 87.50% |
March 31, 2023 | 87.50% |
February 28, 2023 | 87.50% |
January 31, 2023 | 87.50% |
December 31, 2022 | 87.50% |
November 30, 2022 | 87.50% |
October 31, 2022 | 87.50% |
September 30, 2022 | 87.50% |
August 31, 2022 | 87.50% |
July 31, 2022 | 87.50% |
June 30, 2022 | 87.50% |
May 31, 2022 | 87.50% |
April 30, 2022 | 87.50% |
Date | Value |
---|---|
March 31, 2022 | 87.50% |
February 28, 2022 | 87.50% |
January 31, 2022 | 87.50% |
December 31, 2021 | 87.50% |
November 30, 2021 | 87.50% |
October 31, 2021 | 87.50% |
September 30, 2021 | 87.50% |
August 31, 2021 | 87.50% |
July 31, 2021 | 87.50% |
June 30, 2021 | 87.50% |
May 31, 2021 | 87.50% |
April 30, 2021 | 87.50% |
March 31, 2021 | 87.50% |
February 28, 2021 | 87.50% |
January 31, 2021 | 87.50% |
December 31, 2020 | 87.50% |
November 30, 2020 | 87.50% |
October 31, 2020 | 87.50% |
September 30, 2020 | 87.50% |
August 31, 2020 | 87.50% |
July 31, 2020 | 87.50% |
June 30, 2020 | 87.50% |
May 31, 2020 | 87.50% |
April 30, 2020 | 87.50% |
March 31, 2020 | 87.50% |
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
72.72%
Minimum
May 2019
87.50%
Maximum
Mar 2020
85.78%
Average
87.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Victoria's Secret & Co | -- |
Ross Stores Inc | 51.38% |
Best Buy Co Inc | 52.58% |
Gap Inc | 83.18% |
Urban Outfitters Inc | 73.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.174 |
Beta (5Y) | 1.891 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.16% |
Historical Sharpe Ratio (5Y) | 0.2834 |
Historical Sortino (5Y) | 0.4581 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.18% |