Purple Innovation Inc (PRPL)
1.575
+0.02
(+0.96%)
USD |
NASDAQ |
May 02, 13:21
Purple Innovation Max Drawdown (5Y): 98.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.59% |
| March 31, 2024 | 98.59% |
| February 29, 2024 | 98.59% |
| January 31, 2024 | 98.59% |
| December 31, 2023 | 98.59% |
| November 30, 2023 | 98.59% |
| October 31, 2023 | 97.60% |
| September 30, 2023 | 96.23% |
| August 31, 2023 | 94.91% |
| July 31, 2023 | 94.46% |
| June 30, 2023 | 94.46% |
| May 31, 2023 | 94.46% |
| April 30, 2023 | 94.46% |
| March 31, 2023 | 93.73% |
| February 28, 2023 | 93.36% |
| January 31, 2023 | 93.36% |
| December 31, 2022 | 93.36% |
| November 30, 2022 | 93.36% |
| October 31, 2022 | 93.36% |
| September 30, 2022 | 93.36% |
| August 31, 2022 | 92.86% |
| July 31, 2022 | 92.47% |
| June 30, 2022 | 92.36% |
| May 31, 2022 | 92.21% |
| April 30, 2022 | 89.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.02% |
| February 28, 2022 | 86.02% |
| January 31, 2022 | 81.62% |
| December 31, 2021 | 77.15% |
| November 30, 2021 | 74.23% |
| October 31, 2021 | 71.32% |
| September 30, 2021 | 71.32% |
| August 31, 2021 | 71.32% |
| July 31, 2021 | 71.32% |
| June 30, 2021 | 71.32% |
| May 31, 2021 | 71.32% |
| April 30, 2021 | 71.32% |
| March 31, 2021 | 71.32% |
| February 28, 2021 | 71.32% |
| January 31, 2021 | 71.32% |
| December 31, 2020 | 71.32% |
| November 30, 2020 | 71.32% |
| October 31, 2020 | 71.32% |
| September 30, 2020 | 71.32% |
| August 31, 2020 | 71.32% |
| July 31, 2020 | 71.32% |
| June 30, 2020 | 71.32% |
| May 31, 2020 | 71.32% |
| April 30, 2020 | 71.32% |
| March 31, 2020 | 68.53% |
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
64.53%
Minimum
May 2019
98.59%
Maximum
Nov 2023
80.76%
Average
72.78%
Median
Max Drawdown (5Y) Benchmarks
| Leggett & Platt Inc | 64.83% |
| Tempur Sealy International Inc | 74.91% |
| Sleep Number Corp | 93.64% |
| Suncliff Inc | 100.00% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.31 |
| Beta (5Y) | 1.962 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.40% |
| Historical Sharpe Ratio (5Y) | -0.2612 |
| Historical Sortino (5Y) | -0.4845 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.13% |