Advance Auto Parts Inc (AAP)
38.69
+0.06
(+0.16%)
USD |
NYSE |
Nov 21, 16:00
38.69
0.00 (0.00%)
After-Hours: 20:00
Advance Auto Parts Max Drawdown (5Y): 84.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.09% |
| September 30, 2024 | 82.94% |
| August 31, 2024 | 79.94% |
| July 31, 2024 | 78.88% |
| June 30, 2024 | 78.88% |
| May 31, 2024 | 78.88% |
| April 30, 2024 | 78.88% |
| March 31, 2024 | 78.88% |
| February 29, 2024 | 78.88% |
| January 31, 2024 | 78.88% |
| December 31, 2023 | 78.88% |
| November 30, 2023 | 78.88% |
| October 31, 2023 | 78.88% |
| September 30, 2023 | 76.12% |
| August 31, 2023 | 72.41% |
| July 31, 2023 | 72.41% |
| June 30, 2023 | 72.41% |
| May 31, 2023 | 68.37% |
| April 30, 2023 | 62.17% |
| March 31, 2023 | 62.17% |
| February 28, 2023 | 62.17% |
| January 31, 2023 | 62.17% |
| December 31, 2022 | 62.17% |
| November 30, 2022 | 62.17% |
| October 31, 2022 | 62.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.17% |
| August 31, 2022 | 62.17% |
| July 31, 2022 | 62.17% |
| June 30, 2022 | 62.17% |
| May 31, 2022 | 62.17% |
| April 30, 2022 | 62.17% |
| March 31, 2022 | 62.17% |
| February 28, 2022 | 62.17% |
| January 31, 2022 | 62.17% |
| December 31, 2021 | 62.17% |
| November 30, 2021 | 62.17% |
| October 31, 2021 | 62.17% |
| September 30, 2021 | 62.17% |
| August 31, 2021 | 62.17% |
| July 31, 2021 | 62.17% |
| June 30, 2021 | 62.17% |
| May 31, 2021 | 62.17% |
| April 30, 2021 | 62.17% |
| March 31, 2021 | 62.17% |
| February 28, 2021 | 62.17% |
| January 31, 2021 | 62.17% |
| December 31, 2020 | 62.17% |
| November 30, 2020 | 62.17% |
| October 31, 2020 | 62.17% |
| September 30, 2020 | 62.17% |
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
60.25%
Minimum
Nov 2019
84.09%
Maximum
Oct 2024
66.68%
Average
62.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AutoZone Inc | 42.14% |
| O'Reilly Automotive Inc | 42.00% |
| CarParts.com Inc | 96.87% |
| Urban Outfitters Inc | 73.80% |
| Nuvve Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.13 |
| Beta (5Y) | 1.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.05% |
| Historical Sharpe Ratio (5Y) | -0.6006 |
| Historical Sortino (5Y) | -0.7699 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.87% |