VF Corp (VFC)
12.64
+0.02
(+0.16%)
USD |
NYSE |
Apr 26, 16:00
12.69
+0.05
(+0.40%)
Pre-Market: 20:00
VF Max Drawdown (5Y): 84.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.87% |
| February 29, 2024 | 84.87% |
| January 31, 2024 | 84.87% |
| December 31, 2023 | 84.87% |
| November 30, 2023 | 84.87% |
| October 31, 2023 | 82.98% |
| September 30, 2023 | 80.94% |
| August 31, 2023 | 80.94% |
| July 31, 2023 | 80.94% |
| June 30, 2023 | 80.94% |
| May 31, 2023 | 80.72% |
| April 30, 2023 | 77.28% |
| March 31, 2023 | 77.28% |
| February 28, 2023 | 73.28% |
| January 31, 2023 | 72.18% |
| December 31, 2022 | 72.18% |
| November 30, 2022 | 70.80% |
| October 31, 2022 | 70.23% |
| September 30, 2022 | 67.53% |
| August 31, 2022 | 55.83% |
| July 31, 2022 | 53.76% |
| June 30, 2022 | 53.76% |
| May 31, 2022 | 53.76% |
| April 30, 2022 | 53.76% |
| March 31, 2022 | 53.76% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.76% |
| January 31, 2022 | 53.76% |
| December 31, 2021 | 53.76% |
| November 30, 2021 | 53.76% |
| October 31, 2021 | 53.76% |
| September 30, 2021 | 53.76% |
| August 31, 2021 | 53.76% |
| July 31, 2021 | 53.76% |
| June 30, 2021 | 53.76% |
| May 31, 2021 | 53.76% |
| April 30, 2021 | 53.76% |
| March 31, 2021 | 53.76% |
| February 28, 2021 | 53.76% |
| January 31, 2021 | 53.76% |
| December 31, 2020 | 53.76% |
| November 30, 2020 | 53.76% |
| October 31, 2020 | 53.76% |
| September 30, 2020 | 53.76% |
| August 31, 2020 | 53.76% |
| July 31, 2020 | 53.76% |
| June 30, 2020 | 53.76% |
| May 31, 2020 | 53.76% |
| April 30, 2020 | 53.76% |
| March 31, 2020 | 53.76% |
| February 29, 2020 | 35.08% |
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
35.08%
Minimum
Apr 2019
84.87%
Maximum
Nov 2023
58.22%
Average
53.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ralph Lauren Corp | 55.18% |
| Fox Factory Holding Corp | 75.09% |
| Tesla Inc | 73.63% |
| General Motors Co | 59.94% |
| Ford Motor Co | 66.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.46 |
| Beta (5Y) | 1.505 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.94% |
| Historical Sharpe Ratio (5Y) | -0.78 |
| Historical Sortino (5Y) | -1.155 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.74% |