Delta Apparel Inc (DLA)
2.64
+0.09
(+3.53%)
USD |
NYAM |
May 03, 16:00
2.66
+0.02
(+0.76%)
After-Hours: 20:00
Delta Apparel Max Drawdown (5Y): 93.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.21% |
| March 31, 2024 | 92.86% |
| February 29, 2024 | 92.86% |
| January 31, 2024 | 80.98% |
| December 31, 2023 | 80.98% |
| November 30, 2023 | 80.98% |
| October 31, 2023 | 80.98% |
| September 30, 2023 | 80.98% |
| August 31, 2023 | 79.45% |
| July 31, 2023 | 76.07% |
| June 30, 2023 | 73.82% |
| May 31, 2023 | 73.82% |
| April 30, 2023 | 73.60% |
| March 31, 2023 | 73.60% |
| February 28, 2023 | 73.60% |
| January 31, 2023 | 73.60% |
| December 31, 2022 | 73.60% |
| November 30, 2022 | 73.60% |
| October 31, 2022 | 73.60% |
| September 30, 2022 | 73.60% |
| August 31, 2022 | 73.60% |
| July 31, 2022 | 73.60% |
| June 30, 2022 | 73.60% |
| May 31, 2022 | 73.60% |
| April 30, 2022 | 73.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.60% |
| February 28, 2022 | 73.60% |
| January 31, 2022 | 73.60% |
| December 31, 2021 | 73.60% |
| November 30, 2021 | 73.60% |
| October 31, 2021 | 73.60% |
| September 30, 2021 | 73.60% |
| August 31, 2021 | 73.60% |
| July 31, 2021 | 73.60% |
| June 30, 2021 | 73.60% |
| May 31, 2021 | 73.60% |
| April 30, 2021 | 73.60% |
| March 31, 2021 | 73.60% |
| February 28, 2021 | 73.60% |
| January 31, 2021 | 73.60% |
| December 31, 2020 | 73.60% |
| November 30, 2020 | 73.60% |
| October 31, 2020 | 73.60% |
| September 30, 2020 | 73.60% |
| August 31, 2020 | 73.60% |
| July 31, 2020 | 73.60% |
| June 30, 2020 | 73.60% |
| May 31, 2020 | 73.60% |
| April 30, 2020 | 73.60% |
| March 31, 2020 | 73.60% |
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
40.79%
Minimum
Jan 2020
93.21%
Maximum
Apr 2024
71.95%
Average
73.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Digital Brands Group Inc | -- |
| Lulus Fashion Lounge Holdings Inc | -- |
| Weyco Group Inc | 57.93% |
| Burlington Stores Inc | 68.87% |
| Charles & Colvard Ltd | 91.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.36 |
| Beta (5Y) | 1.176 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.55% |
| Historical Sharpe Ratio (5Y) | -0.6821 |
| Historical Sortino (5Y) | -0.8815 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.75% |