Shoe Carnival Inc (SCVL)
34.60
+0.55
(+1.62%)
USD |
NASDAQ |
May 03, 16:00
34.58
-0.02
(-0.04%)
After-Hours: 20:00
Shoe Carnival Max Drawdown (5Y): 68.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.53% |
March 31, 2024 | 68.53% |
February 29, 2024 | 68.53% |
January 31, 2024 | 68.53% |
December 31, 2023 | 68.53% |
November 30, 2023 | 68.53% |
October 31, 2023 | 68.53% |
September 30, 2023 | 68.53% |
August 31, 2023 | 68.53% |
July 31, 2023 | 68.53% |
June 30, 2023 | 68.53% |
May 31, 2023 | 68.53% |
April 30, 2023 | 68.53% |
March 31, 2023 | 68.53% |
February 28, 2023 | 68.53% |
January 31, 2023 | 68.53% |
December 31, 2022 | 68.53% |
November 30, 2022 | 68.53% |
October 31, 2022 | 68.53% |
September 30, 2022 | 68.53% |
August 31, 2022 | 68.53% |
July 31, 2022 | 68.53% |
June 30, 2022 | 68.53% |
May 31, 2022 | 68.53% |
April 30, 2022 | 68.53% |
Date | Value |
---|---|
March 31, 2022 | 68.53% |
February 28, 2022 | 68.53% |
January 31, 2022 | 68.53% |
December 31, 2021 | 68.53% |
November 30, 2021 | 68.53% |
October 31, 2021 | 68.53% |
September 30, 2021 | 68.53% |
August 31, 2021 | 68.53% |
July 31, 2021 | 68.53% |
June 30, 2021 | 68.53% |
May 31, 2021 | 68.53% |
April 30, 2021 | 68.53% |
March 31, 2021 | 68.53% |
February 28, 2021 | 68.53% |
January 31, 2021 | 68.53% |
December 31, 2020 | 68.53% |
November 30, 2020 | 68.53% |
October 31, 2020 | 68.53% |
September 30, 2020 | 68.53% |
August 31, 2020 | 68.53% |
July 31, 2020 | 68.53% |
June 30, 2020 | 68.53% |
May 31, 2020 | 68.53% |
April 30, 2020 | 68.53% |
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
50.60%
Minimum
May 2019
68.53%
Maximum
Mar 2020
65.54%
Average
68.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Foot Locker Inc | 74.79% |
Boot Barn Holdings Inc | 77.88% |
Caleres Inc | 91.58% |
Allbirds Inc | -- |
Citi Trends Inc | 86.52% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.626 |
Beta (5Y) | 1.570 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.69% |
Historical Sharpe Ratio (5Y) | 0.2589 |
Historical Sortino (5Y) | 0.4201 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.56% |