Ross Stores Inc (ROST)
127.84
-1.73
(-1.34%)
USD |
NASDAQ |
May 01, 16:00
127.84
0.00 (0.00%)
After-Hours: 18:49
Ross Stores Max Drawdown (5Y): 51.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.38% |
March 31, 2024 | 51.38% |
February 29, 2024 | 51.38% |
January 31, 2024 | 51.38% |
December 31, 2023 | 51.38% |
November 30, 2023 | 51.38% |
October 31, 2023 | 51.38% |
September 30, 2023 | 51.38% |
August 31, 2023 | 51.38% |
July 31, 2023 | 51.38% |
June 30, 2023 | 51.38% |
May 31, 2023 | 51.38% |
April 30, 2023 | 51.38% |
March 31, 2023 | 51.38% |
February 28, 2023 | 51.38% |
January 31, 2023 | 51.38% |
December 31, 2022 | 51.38% |
November 30, 2022 | 51.38% |
October 31, 2022 | 51.38% |
September 30, 2022 | 51.38% |
August 31, 2022 | 51.38% |
July 31, 2022 | 51.38% |
June 30, 2022 | 51.38% |
May 31, 2022 | 51.38% |
April 30, 2022 | 51.38% |
Date | Value |
---|---|
March 31, 2022 | 51.38% |
February 28, 2022 | 51.38% |
January 31, 2022 | 51.38% |
December 31, 2021 | 51.38% |
November 30, 2021 | 51.38% |
October 31, 2021 | 51.38% |
September 30, 2021 | 51.38% |
August 31, 2021 | 51.38% |
July 31, 2021 | 51.38% |
June 30, 2021 | 51.38% |
May 31, 2021 | 51.38% |
April 30, 2021 | 51.38% |
March 31, 2021 | 51.38% |
February 28, 2021 | 51.38% |
January 31, 2021 | 51.38% |
December 31, 2020 | 51.38% |
November 30, 2020 | 51.38% |
October 31, 2020 | 51.38% |
September 30, 2020 | 51.38% |
August 31, 2020 | 51.38% |
July 31, 2020 | 51.38% |
June 30, 2020 | 51.38% |
May 31, 2020 | 51.38% |
April 30, 2020 | 51.38% |
March 31, 2020 | 51.38% |
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
25.96%
Minimum
May 2019
51.38%
Maximum
Mar 2020
47.14%
Average
51.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Gap Inc | 83.18% |
Nordstrom Inc | 81.38% |
Abercrombie & Fitch Co | 72.39% |
Macy's Inc | 91.86% |
Urban Outfitters Inc | 73.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.031 |
Beta (5Y) | 1.062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.27% |
Historical Sharpe Ratio (5Y) | 0.1488 |
Historical Sortino (5Y) | 0.1952 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.27% |