The Cato Corp (CATO)
4.95
+0.18
(+3.77%)
USD |
NYSE |
May 03, 16:00
5.09
+0.14
(+2.83%)
After-Hours: 20:00
Cato Max Drawdown (5Y): 79.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.59% |
March 31, 2024 | 79.59% |
February 29, 2024 | 79.59% |
January 31, 2024 | 79.59% |
December 31, 2023 | 79.59% |
November 30, 2023 | 79.59% |
October 31, 2023 | 79.59% |
September 30, 2023 | 79.59% |
August 31, 2023 | 79.59% |
July 31, 2023 | 79.59% |
June 30, 2023 | 79.59% |
May 31, 2023 | 79.59% |
April 30, 2023 | 79.59% |
March 31, 2023 | 79.59% |
February 28, 2023 | 79.59% |
January 31, 2023 | 79.59% |
December 31, 2022 | 79.59% |
November 30, 2022 | 79.59% |
October 31, 2022 | 79.59% |
September 30, 2022 | 79.59% |
August 31, 2022 | 79.59% |
July 31, 2022 | 79.59% |
June 30, 2022 | 79.59% |
May 31, 2022 | 79.59% |
April 30, 2022 | 79.59% |
Date | Value |
---|---|
March 31, 2022 | 79.59% |
February 28, 2022 | 79.59% |
January 31, 2022 | 79.59% |
December 31, 2021 | 79.59% |
November 30, 2021 | 79.59% |
October 31, 2021 | 79.59% |
September 30, 2021 | 79.59% |
August 31, 2021 | 79.59% |
July 31, 2021 | 79.59% |
June 30, 2021 | 79.59% |
May 31, 2021 | 79.59% |
April 30, 2021 | 79.59% |
March 31, 2021 | 79.59% |
February 28, 2021 | 79.59% |
January 31, 2021 | 79.59% |
December 31, 2020 | 79.59% |
November 30, 2020 | 79.59% |
October 31, 2020 | 79.59% |
September 30, 2020 | 78.21% |
August 31, 2020 | 78.21% |
July 31, 2020 | 76.84% |
June 30, 2020 | 73.14% |
May 31, 2020 | 71.76% |
April 30, 2020 | 71.76% |
March 31, 2020 | 71.76% |
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
71.76%
Minimum
May 2019
79.59%
Maximum
Oct 2020
77.69%
Average
79.59%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Macy's Inc | 91.86% |
Express, Inc. | 99.66% |
Tilly's Inc | 82.45% |
Citi Trends Inc | 86.52% |
Hibbett Inc | 83.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.81 |
Beta (5Y) | 1.086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.48% |
Historical Sharpe Ratio (5Y) | -0.427 |
Historical Sortino (5Y) | -0.7211 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.97% |