Advance Auto Parts Inc (AAP)
74.72
-1.80
(-2.36%)
USD |
NYSE |
Apr 25, 16:00
75.00
+0.28
(+0.37%)
After-Hours: 20:00
Advance Auto Parts Max Drawdown (5Y): 78.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 62.17% |
| July 31, 2020 | 62.17% |
| June 30, 2020 | 62.17% |
| May 31, 2020 | 62.17% |
| April 30, 2020 | 62.17% |
| March 31, 2020 | 62.17% |
| February 29, 2020 | 60.25% |
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
Apr 2019
78.88%
Maximum
Oct 2023
64.34%
Average
62.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AutoZone Inc | 42.14% |
| O'Reilly Automotive Inc | 42.00% |
| CarParts.com Inc | 92.78% |
| QuantumScape Corp | -- |
| Nuvve Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.72 |
| Beta (5Y) | 1.167 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.91% |
| Historical Sharpe Ratio (5Y) | -0.3144 |
| Historical Sortino (5Y) | -0.3945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.18% |