Nordstrom Inc (JWN)
20.10
+0.12
(+0.60%)
USD |
NYSE |
May 03, 16:00
20.13
+0.03
(+0.15%)
After-Hours: 20:00
Nordstrom Max Drawdown (5Y): 81.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.38% |
March 31, 2024 | 81.38% |
February 29, 2024 | 81.38% |
January 31, 2024 | 81.38% |
December 31, 2023 | 81.38% |
November 30, 2023 | 81.38% |
October 31, 2023 | 81.38% |
September 30, 2023 | 81.38% |
August 31, 2023 | 81.38% |
July 31, 2023 | 81.38% |
June 30, 2023 | 81.38% |
May 31, 2023 | 81.38% |
April 30, 2023 | 81.38% |
March 31, 2023 | 81.38% |
February 28, 2023 | 81.38% |
January 31, 2023 | 81.38% |
December 31, 2022 | 81.38% |
November 30, 2022 | 81.38% |
October 31, 2022 | 81.38% |
September 30, 2022 | 81.38% |
August 31, 2022 | 81.38% |
July 31, 2022 | 81.38% |
June 30, 2022 | 81.38% |
May 31, 2022 | 81.38% |
April 30, 2022 | 81.38% |
Date | Value |
---|---|
March 31, 2022 | 81.38% |
February 28, 2022 | 81.38% |
January 31, 2022 | 81.38% |
December 31, 2021 | 81.38% |
November 30, 2021 | 81.38% |
October 31, 2021 | 81.38% |
September 30, 2021 | 81.38% |
August 31, 2021 | 81.38% |
July 31, 2021 | 81.38% |
June 30, 2021 | 81.38% |
May 31, 2021 | 81.38% |
April 30, 2021 | 81.38% |
March 31, 2021 | 81.38% |
February 28, 2021 | 81.38% |
January 31, 2021 | 81.38% |
December 31, 2020 | 81.38% |
November 30, 2020 | 81.38% |
October 31, 2020 | 81.38% |
September 30, 2020 | 81.38% |
August 31, 2020 | 79.39% |
July 31, 2020 | 79.39% |
June 30, 2020 | 79.39% |
May 31, 2020 | 79.39% |
April 30, 2020 | 79.39% |
March 31, 2020 | 75.78% |
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
53.70%
Minimum
May 2019
81.38%
Maximum
Sep 2020
77.64%
Average
81.38%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Abercrombie & Fitch Co | 72.39% |
Macy's Inc | 91.86% |
American Eagle Outfitters Inc | 75.65% |
Ross Stores Inc | 51.38% |
Foot Locker Inc | 74.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -42.81 |
Beta (5Y) | 2.597 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.22% |
Historical Sharpe Ratio (5Y) | -0.1894 |
Historical Sortino (5Y) | -0.3396 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.02% |