Xcel Brands Inc (XELB)
0.733
-0.05
(-6.07%)
USD |
NASDAQ |
May 03, 16:00
0.75
+0.02
(+2.32%)
After-Hours: 20:00
Xcel Brands Max Drawdown (5Y): 95.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.63% |
March 31, 2024 | 95.63% |
February 29, 2024 | 95.63% |
January 31, 2024 | 95.63% |
December 31, 2023 | 95.63% |
November 30, 2023 | 95.63% |
October 31, 2023 | 95.63% |
September 30, 2023 | 95.63% |
August 31, 2023 | 95.63% |
July 31, 2023 | 95.63% |
June 30, 2023 | 95.63% |
May 31, 2023 | 95.63% |
April 30, 2023 | 95.63% |
March 31, 2023 | 95.63% |
February 28, 2023 | 95.63% |
January 31, 2023 | 95.63% |
December 31, 2022 | 95.63% |
November 30, 2022 | 95.63% |
October 31, 2022 | 95.63% |
September 30, 2022 | 95.63% |
August 31, 2022 | 95.63% |
July 31, 2022 | 95.63% |
June 30, 2022 | 95.63% |
May 31, 2022 | 95.63% |
April 30, 2022 | 95.63% |
Date | Value |
---|---|
March 31, 2022 | 95.63% |
February 28, 2022 | 95.63% |
January 31, 2022 | 95.63% |
December 31, 2021 | 95.63% |
November 30, 2021 | 95.63% |
October 31, 2021 | 95.63% |
September 30, 2021 | 95.63% |
August 31, 2021 | 95.63% |
July 31, 2021 | 95.63% |
June 30, 2021 | 95.63% |
May 31, 2021 | 95.63% |
April 30, 2021 | 95.63% |
March 31, 2021 | 95.63% |
February 28, 2021 | 95.63% |
January 31, 2021 | 95.63% |
December 31, 2020 | 95.63% |
November 30, 2020 | 95.63% |
October 31, 2020 | 95.63% |
September 30, 2020 | 95.63% |
August 31, 2020 | 95.63% |
July 31, 2020 | 95.63% |
June 30, 2020 | 95.63% |
May 31, 2020 | 95.63% |
April 30, 2020 | 95.63% |
March 31, 2020 | 95.63% |
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
89.07%
Minimum
May 2019
95.63%
Maximum
Mar 2020
94.53%
Average
95.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Commercial Vehicle Group Inc | 90.48% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.72 |
Beta (5Y) | 1.471 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.73% |
Historical Sharpe Ratio (5Y) | -0.1288 |
Historical Sortino (5Y) | -0.2956 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.32% |