Foot Locker Inc (FL)
21.22
+0.63
(+3.06%)
USD |
NYSE |
May 02, 12:53
Foot Locker Max Drawdown (5Y): 74.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.79% |
March 31, 2024 | 74.79% |
February 29, 2024 | 74.79% |
January 31, 2024 | 74.79% |
December 31, 2023 | 74.79% |
November 30, 2023 | 74.79% |
October 31, 2023 | 74.79% |
September 30, 2023 | 74.79% |
August 31, 2023 | 74.79% |
July 31, 2023 | 74.79% |
June 30, 2023 | 74.79% |
May 31, 2023 | 74.79% |
April 30, 2023 | 74.79% |
March 31, 2023 | 74.79% |
February 28, 2023 | 74.79% |
January 31, 2023 | 74.79% |
December 31, 2022 | 74.79% |
November 30, 2022 | 74.79% |
October 31, 2022 | 74.79% |
September 30, 2022 | 74.79% |
August 31, 2022 | 74.79% |
July 31, 2022 | 74.79% |
June 30, 2022 | 74.79% |
May 31, 2022 | 74.79% |
April 30, 2022 | 74.79% |
Date | Value |
---|---|
March 31, 2022 | 74.79% |
February 28, 2022 | 74.79% |
January 31, 2022 | 74.79% |
December 31, 2021 | 74.79% |
November 30, 2021 | 74.79% |
October 31, 2021 | 74.79% |
September 30, 2021 | 74.79% |
August 31, 2021 | 74.79% |
July 31, 2021 | 74.79% |
June 30, 2021 | 74.79% |
May 31, 2021 | 74.79% |
April 30, 2021 | 74.79% |
March 31, 2021 | 74.79% |
February 28, 2021 | 74.79% |
January 31, 2021 | 74.79% |
December 31, 2020 | 74.79% |
November 30, 2020 | 74.79% |
October 31, 2020 | 74.79% |
September 30, 2020 | 74.79% |
August 31, 2020 | 74.79% |
July 31, 2020 | 74.79% |
June 30, 2020 | 74.79% |
May 31, 2020 | 74.79% |
April 30, 2020 | 74.79% |
March 31, 2020 | 74.79% |
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
62.17%
Minimum
May 2019
74.79%
Maximum
Mar 2020
72.68%
Average
74.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Nordstrom Inc | 81.38% |
Abercrombie & Fitch Co | 72.39% |
Shoe Carnival Inc | 68.53% |
Boot Barn Holdings Inc | 77.88% |
Hibbett Inc | 83.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.30 |
Beta (5Y) | 1.506 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.31% |
Historical Sharpe Ratio (5Y) | -0.3286 |
Historical Sortino (5Y) | -0.456 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.83% |