Five Below Inc (FIVE)
141.90
-4.33
(-2.96%)
USD |
NASDAQ |
May 01, 16:00
141.53
-0.37
(-0.26%)
After-Hours: 19:52
Five Below Max Drawdown (5Y): 64.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.56% |
March 31, 2024 | 64.56% |
February 29, 2024 | 64.56% |
January 31, 2024 | 64.56% |
December 31, 2023 | 64.56% |
November 30, 2023 | 64.56% |
October 31, 2023 | 64.56% |
September 30, 2023 | 64.56% |
August 31, 2023 | 64.56% |
July 31, 2023 | 64.56% |
June 30, 2023 | 64.56% |
May 31, 2023 | 64.56% |
April 30, 2023 | 64.56% |
March 31, 2023 | 64.56% |
February 28, 2023 | 64.56% |
January 31, 2023 | 64.56% |
December 31, 2022 | 64.56% |
November 30, 2022 | 64.56% |
October 31, 2022 | 64.56% |
September 30, 2022 | 64.56% |
August 31, 2022 | 64.56% |
July 31, 2022 | 64.56% |
June 30, 2022 | 64.56% |
May 31, 2022 | 64.56% |
April 30, 2022 | 64.56% |
Date | Value |
---|---|
March 31, 2022 | 64.56% |
February 28, 2022 | 64.56% |
January 31, 2022 | 64.56% |
December 31, 2021 | 64.56% |
November 30, 2021 | 64.56% |
October 31, 2021 | 64.56% |
September 30, 2021 | 64.56% |
August 31, 2021 | 64.56% |
July 31, 2021 | 64.56% |
June 30, 2021 | 64.56% |
May 31, 2021 | 64.56% |
April 30, 2021 | 64.56% |
March 31, 2021 | 64.56% |
February 28, 2021 | 64.56% |
January 31, 2021 | 64.56% |
December 31, 2020 | 64.56% |
November 30, 2020 | 64.56% |
October 31, 2020 | 64.56% |
September 30, 2020 | 64.56% |
August 31, 2020 | 64.56% |
July 31, 2020 | 64.56% |
June 30, 2020 | 64.56% |
May 31, 2020 | 64.56% |
April 30, 2020 | 64.56% |
March 31, 2020 | 64.56% |
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
49.38%
Minimum
May 2019
64.56%
Maximum
Mar 2020
62.03%
Average
64.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ross Stores Inc | 51.38% |
TJX Companies Inc | 42.55% |
Macy's Inc | 91.86% |
AutoZone Inc | 42.14% |
O'Reilly Automotive Inc | 42.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.59 |
Beta (5Y) | 1.214 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.34% |
Historical Sharpe Ratio (5Y) | -0.0489 |
Historical Sortino (5Y) | -0.0696 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.59% |