Macy's Inc (M)
19.40
-0.18
(-0.89%)
USD |
NYSE |
May 07, 16:00
19.41
0.00 (0.00%)
After-Hours: 18:42
Macy's Max Drawdown (5Y): 91.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.86% |
March 31, 2024 | 91.86% |
February 29, 2024 | 91.86% |
January 31, 2024 | 91.86% |
December 31, 2023 | 91.86% |
November 30, 2023 | 91.86% |
October 31, 2023 | 91.86% |
September 30, 2023 | 91.86% |
August 31, 2023 | 91.86% |
July 31, 2023 | 91.86% |
June 30, 2023 | 91.86% |
May 31, 2023 | 91.86% |
April 30, 2023 | 91.86% |
March 31, 2023 | 91.86% |
February 28, 2023 | 91.86% |
January 31, 2023 | 91.86% |
December 31, 2022 | 91.86% |
November 30, 2022 | 91.86% |
October 31, 2022 | 91.86% |
September 30, 2022 | 91.86% |
August 31, 2022 | 91.86% |
July 31, 2022 | 91.86% |
June 30, 2022 | 91.86% |
May 31, 2022 | 91.86% |
April 30, 2022 | 91.86% |
Date | Value |
---|---|
March 31, 2022 | 91.86% |
February 28, 2022 | 91.86% |
January 31, 2022 | 91.86% |
December 31, 2021 | 91.86% |
November 30, 2021 | 91.86% |
October 31, 2021 | 91.86% |
September 30, 2021 | 91.86% |
August 31, 2021 | 91.86% |
July 31, 2021 | 91.86% |
June 30, 2021 | 91.86% |
May 31, 2021 | 91.86% |
April 30, 2021 | 91.86% |
March 31, 2021 | 91.86% |
February 28, 2021 | 91.86% |
January 31, 2021 | 91.86% |
December 31, 2020 | 91.86% |
November 30, 2020 | 91.86% |
October 31, 2020 | 91.86% |
September 30, 2020 | 91.86% |
August 31, 2020 | 91.86% |
July 31, 2020 | 91.86% |
June 30, 2020 | 91.86% |
May 31, 2020 | 91.86% |
April 30, 2020 | 91.86% |
March 31, 2020 | 91.16% |
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
73.34%
Minimum
May 2019
91.86%
Maximum
Apr 2020
89.11%
Average
91.86%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Nordstrom Inc | 81.38% |
Abercrombie & Fitch Co | 72.39% |
Ross Stores Inc | 51.38% |
Lowe's Companies Inc | 48.63% |
American Eagle Outfitters Inc | 75.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.97 |
Beta (5Y) | 2.168 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.54% |
Historical Sharpe Ratio (5Y) | -0.0423 |
Historical Sortino (5Y) | -0.0679 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.12% |