Caleres Inc (CAL)
36.59
+0.46
(+1.27%)
USD |
NYSE |
May 02, 15:24
Caleres Max Drawdown (5Y): 91.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.58% |
March 31, 2024 | 91.58% |
February 29, 2024 | 91.58% |
January 31, 2024 | 91.58% |
December 31, 2023 | 91.58% |
November 30, 2023 | 91.58% |
October 31, 2023 | 91.58% |
September 30, 2023 | 91.58% |
August 31, 2023 | 91.58% |
July 31, 2023 | 91.58% |
June 30, 2023 | 91.58% |
May 31, 2023 | 91.58% |
April 30, 2023 | 91.58% |
March 31, 2023 | 91.58% |
February 28, 2023 | 91.58% |
January 31, 2023 | 91.58% |
December 31, 2022 | 91.58% |
November 30, 2022 | 91.58% |
October 31, 2022 | 91.58% |
September 30, 2022 | 91.58% |
August 31, 2022 | 91.58% |
July 31, 2022 | 91.58% |
June 30, 2022 | 91.58% |
May 31, 2022 | 91.58% |
April 30, 2022 | 91.58% |
Date | Value |
---|---|
March 31, 2022 | 91.58% |
February 28, 2022 | 91.58% |
January 31, 2022 | 91.58% |
December 31, 2021 | 91.58% |
November 30, 2021 | 91.58% |
October 31, 2021 | 91.58% |
September 30, 2021 | 91.58% |
August 31, 2021 | 91.58% |
July 31, 2021 | 91.58% |
June 30, 2021 | 91.58% |
May 31, 2021 | 91.58% |
April 30, 2021 | 91.58% |
March 31, 2021 | 91.58% |
February 28, 2021 | 91.58% |
January 31, 2021 | 91.58% |
December 31, 2020 | 91.58% |
November 30, 2020 | 91.58% |
October 31, 2020 | 91.58% |
September 30, 2020 | 91.58% |
August 31, 2020 | 91.58% |
July 31, 2020 | 91.58% |
June 30, 2020 | 91.58% |
May 31, 2020 | 91.58% |
April 30, 2020 | 91.58% |
March 31, 2020 | 91.58% |
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
53.06%
Minimum
May 2019
91.58%
Maximum
Mar 2020
86.61%
Average
91.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Foot Locker Inc | 74.79% |
Shoe Carnival Inc | 68.53% |
Boot Barn Holdings Inc | 77.88% |
Allbirds Inc | -- |
Citi Trends Inc | 86.52% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.40 |
Beta (5Y) | 2.004 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.23% |
Historical Sharpe Ratio (5Y) | 0.1046 |
Historical Sortino (5Y) | 0.1553 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.20% |