bebe stores Inc (BEBE)
2.55
-0.30
(-10.53%)
USD |
OTCM |
May 03, 14:41
bebe stores Max Drawdown (5Y): 83.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.61% |
| March 31, 2024 | 83.61% |
| February 29, 2024 | 83.61% |
| January 31, 2024 | 83.61% |
| December 31, 2023 | 86.89% |
| November 30, 2023 | 90.65% |
| October 31, 2023 | 90.65% |
| September 30, 2023 | 90.65% |
| August 31, 2023 | 90.65% |
| July 31, 2023 | 90.65% |
| June 30, 2023 | 90.65% |
| May 31, 2023 | 90.65% |
| April 30, 2023 | 90.65% |
| March 31, 2023 | 90.65% |
| February 28, 2023 | 90.65% |
| January 31, 2023 | 90.84% |
| December 31, 2022 | 91.06% |
| November 30, 2022 | 91.21% |
| October 31, 2022 | 94.06% |
| September 30, 2022 | 94.80% |
| August 31, 2022 | 94.80% |
| July 31, 2022 | 94.80% |
| June 30, 2022 | 94.80% |
| May 31, 2022 | 94.80% |
| April 30, 2022 | 94.80% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.80% |
| February 28, 2022 | 94.80% |
| January 31, 2022 | 94.80% |
| December 31, 2021 | 94.80% |
| November 30, 2021 | 94.80% |
| October 31, 2021 | 94.80% |
| September 30, 2021 | 94.80% |
| August 31, 2021 | 94.80% |
| July 31, 2021 | 94.80% |
| June 30, 2021 | 94.80% |
| May 31, 2021 | 94.80% |
| April 30, 2021 | 94.80% |
| March 31, 2021 | 96.25% |
| February 28, 2021 | 96.35% |
| January 31, 2021 | 96.35% |
| December 31, 2020 | 96.35% |
| November 30, 2020 | 96.35% |
| October 31, 2020 | 96.44% |
| September 30, 2020 | 96.44% |
| August 31, 2020 | 96.44% |
| July 31, 2020 | 96.44% |
| June 30, 2020 | 96.44% |
| May 31, 2020 | 96.44% |
| April 30, 2020 | 96.44% |
| March 31, 2020 | 96.44% |
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
83.61%
Minimum
Jan 2024
96.44%
Maximum
May 2019
93.65%
Average
94.80%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Avis Budget Group Inc | 85.71% |
| H&E Equipment Services Inc | 76.53% |
| McGrath RentCorp | 43.97% |
| Willis Lease Finance Corp | 79.76% |
| FTAI Aviation Ltd | 72.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.84 |
| Beta (5Y) | 0.2336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.65% |
| Historical Sharpe Ratio (5Y) | -0.1807 |
| Historical Sortino (5Y) | -0.3768 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.00% |