Urban Outfitters Inc (URBN)
38.99
+0.49
(+1.27%)
USD |
NASDAQ |
May 02, 10:30
Urban Outfitters Max Drawdown (5Y): 73.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.80% |
March 31, 2024 | 73.80% |
February 29, 2024 | 73.80% |
January 31, 2024 | 73.80% |
December 31, 2023 | 73.80% |
November 30, 2023 | 73.80% |
October 31, 2023 | 73.80% |
September 30, 2023 | 73.80% |
August 31, 2023 | 73.80% |
July 31, 2023 | 73.80% |
June 30, 2023 | 73.80% |
May 31, 2023 | 73.80% |
April 30, 2023 | 73.80% |
March 31, 2023 | 73.80% |
February 28, 2023 | 73.80% |
January 31, 2023 | 73.80% |
December 31, 2022 | 73.80% |
November 30, 2022 | 73.80% |
October 31, 2022 | 73.80% |
September 30, 2022 | 73.80% |
August 31, 2022 | 73.80% |
July 31, 2022 | 73.80% |
June 30, 2022 | 73.80% |
May 31, 2022 | 73.80% |
April 30, 2022 | 73.80% |
Date | Value |
---|---|
March 31, 2022 | 73.80% |
February 28, 2022 | 73.80% |
January 31, 2022 | 73.80% |
December 31, 2021 | 73.80% |
November 30, 2021 | 73.80% |
October 31, 2021 | 73.80% |
September 30, 2021 | 73.80% |
August 31, 2021 | 73.80% |
July 31, 2021 | 73.80% |
June 30, 2021 | 73.80% |
May 31, 2021 | 73.80% |
April 30, 2021 | 73.80% |
March 31, 2021 | 73.80% |
February 28, 2021 | 73.80% |
January 31, 2021 | 73.80% |
December 31, 2020 | 73.80% |
November 30, 2020 | 73.80% |
October 31, 2020 | 73.80% |
September 30, 2020 | 73.80% |
August 31, 2020 | 73.80% |
July 31, 2020 | 73.80% |
June 30, 2020 | 73.80% |
May 31, 2020 | 73.80% |
April 30, 2020 | 73.80% |
March 31, 2020 | 72.53% |
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
65.22%
Minimum
May 2019
73.80%
Maximum
Apr 2020
72.35%
Average
73.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
American Eagle Outfitters Inc | 75.65% |
Gap Inc | 83.18% |
Abercrombie & Fitch Co | 72.39% |
Nordstrom Inc | 81.38% |
Ross Stores Inc | 51.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.82 |
Beta (5Y) | 1.555 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.16% |
Historical Sharpe Ratio (5Y) | 0.0795 |
Historical Sortino (5Y) | 0.1205 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.53% |