Live Ventures Inc (LIVE)
25.72
-0.25
(-0.96%)
USD |
NASDAQ |
May 03, 16:00
25.52
-0.20
(-0.78%)
After-Hours: 20:00
Live Ventures Max Drawdown (5Y): 84.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.83% |
March 31, 2024 | 84.83% |
February 29, 2024 | 84.83% |
January 31, 2024 | 84.83% |
December 31, 2023 | 84.83% |
November 30, 2023 | 84.83% |
October 31, 2023 | 85.69% |
September 30, 2023 | 87.43% |
August 31, 2023 | 87.99% |
July 31, 2023 | 88.65% |
June 30, 2023 | 88.65% |
May 31, 2023 | 88.65% |
April 30, 2023 | 88.65% |
March 31, 2023 | 88.65% |
February 28, 2023 | 88.65% |
January 31, 2023 | 88.65% |
December 31, 2022 | 88.65% |
November 30, 2022 | 88.65% |
October 31, 2022 | 88.65% |
September 30, 2022 | 88.65% |
August 31, 2022 | 88.65% |
July 31, 2022 | 88.65% |
June 30, 2022 | 88.65% |
May 31, 2022 | 88.65% |
April 30, 2022 | 88.65% |
Date | Value |
---|---|
March 31, 2022 | 88.65% |
February 28, 2022 | 88.65% |
January 31, 2022 | 88.65% |
December 31, 2021 | 88.65% |
November 30, 2021 | 88.65% |
October 31, 2021 | 88.65% |
September 30, 2021 | 88.65% |
August 31, 2021 | 88.65% |
July 31, 2021 | 88.65% |
June 30, 2021 | 88.65% |
May 31, 2021 | 88.65% |
April 30, 2021 | 88.65% |
March 31, 2021 | 88.65% |
February 28, 2021 | 88.65% |
January 31, 2021 | 88.65% |
December 31, 2020 | 88.65% |
November 30, 2020 | 88.65% |
October 31, 2020 | 89.30% |
September 30, 2020 | 89.30% |
August 31, 2020 | 89.30% |
July 31, 2020 | 89.30% |
June 30, 2020 | 89.30% |
May 31, 2020 | 89.30% |
April 30, 2020 | 89.30% |
March 31, 2020 | 89.30% |
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
84.83%
Minimum
Nov 2023
89.30%
Maximum
May 2019
88.38%
Average
88.65%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Williams-Sonoma Inc | 60.60% |
Tile Shop Holdings Inc | 97.72% |
RH | 71.26% |
Arhaus Inc | -- |
LL Flooring Holdings Inc | 95.69% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.96 |
Beta (5Y) | 0.8729 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.22% |
Historical Sharpe Ratio (5Y) | 0.3014 |
Historical Sortino (5Y) | 0.7332 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.32% |