G-III Apparel Group Ltd (GIII)
28.59
+0.09
(+0.32%)
USD |
NASDAQ |
May 03, 16:00
28.57
-0.02
(-0.07%)
After-Hours: 20:00
G-III Apparel Group Max Drawdown (5Y): 93.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.83% |
March 31, 2024 | 93.83% |
February 29, 2024 | 93.83% |
January 31, 2024 | 93.83% |
December 31, 2023 | 93.83% |
November 30, 2023 | 93.83% |
October 31, 2023 | 93.83% |
September 30, 2023 | 93.83% |
August 31, 2023 | 93.83% |
July 31, 2023 | 93.83% |
June 30, 2023 | 93.83% |
May 31, 2023 | 93.83% |
April 30, 2023 | 93.83% |
March 31, 2023 | 93.83% |
February 28, 2023 | 93.83% |
January 31, 2023 | 93.83% |
December 31, 2022 | 93.83% |
November 30, 2022 | 93.83% |
October 31, 2022 | 93.83% |
September 30, 2022 | 93.83% |
August 31, 2022 | 93.83% |
July 31, 2022 | 93.83% |
June 30, 2022 | 93.83% |
May 31, 2022 | 93.83% |
April 30, 2022 | 93.83% |
Date | Value |
---|---|
March 31, 2022 | 93.83% |
February 28, 2022 | 93.83% |
January 31, 2022 | 93.83% |
December 31, 2021 | 93.83% |
November 30, 2021 | 93.83% |
October 31, 2021 | 93.83% |
September 30, 2021 | 93.83% |
August 31, 2021 | 93.83% |
July 31, 2021 | 93.83% |
June 30, 2021 | 93.83% |
May 31, 2021 | 93.83% |
April 30, 2021 | 93.83% |
March 31, 2021 | 93.83% |
February 28, 2021 | 93.83% |
January 31, 2021 | 93.83% |
December 31, 2020 | 93.83% |
November 30, 2020 | 93.83% |
October 31, 2020 | 93.83% |
September 30, 2020 | 93.83% |
August 31, 2020 | 93.83% |
July 31, 2020 | 93.83% |
June 30, 2020 | 93.83% |
May 31, 2020 | 93.83% |
April 30, 2020 | 93.83% |
March 31, 2020 | 93.83% |
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
74.03%
Minimum
May 2019
93.83%
Maximum
Mar 2020
90.54%
Average
93.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PVH Corp | 82.68% |
National Vision Holdings Inc | 78.58% |
Levi Strauss & Co | 59.86% |
Kontoor Brands Inc | -- |
Fisker Inc | 99.94% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.81 |
Beta (5Y) | 2.384 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.16% |
Historical Sharpe Ratio (5Y) | -0.1524 |
Historical Sortino (5Y) | -0.2066 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.03% |