American Eagle Outfitters Inc (AEO)
24.39
+1.45
(+6.32%)
USD |
NYSE |
Apr 26, 16:00
24.39
0.00 (0.00%)
After-Hours: 16:22
American Eagle Outfitters Max Drawdown (5Y): 75.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.65% |
February 29, 2024 | 75.65% |
January 31, 2024 | 75.65% |
December 31, 2023 | 75.65% |
November 30, 2023 | 75.65% |
October 31, 2023 | 75.65% |
September 30, 2023 | 75.65% |
August 31, 2023 | 75.65% |
July 31, 2023 | 75.65% |
June 30, 2023 | 75.65% |
May 31, 2023 | 75.65% |
April 30, 2023 | 75.65% |
March 31, 2023 | 75.65% |
February 28, 2023 | 75.65% |
January 31, 2023 | 75.65% |
December 31, 2022 | 75.65% |
November 30, 2022 | 75.65% |
October 31, 2022 | 75.65% |
September 30, 2022 | 75.65% |
August 31, 2022 | 75.65% |
July 31, 2022 | 75.65% |
June 30, 2022 | 75.65% |
May 31, 2022 | 75.65% |
April 30, 2022 | 75.65% |
March 31, 2022 | 75.65% |
Date | Value |
---|---|
February 28, 2022 | 75.65% |
January 31, 2022 | 75.65% |
December 31, 2021 | 75.65% |
November 30, 2021 | 75.65% |
October 31, 2021 | 75.65% |
September 30, 2021 | 75.65% |
August 31, 2021 | 75.65% |
July 31, 2021 | 75.65% |
June 30, 2021 | 75.65% |
May 31, 2021 | 75.65% |
April 30, 2021 | 75.65% |
March 31, 2021 | 75.65% |
February 28, 2021 | 75.65% |
January 31, 2021 | 75.65% |
December 31, 2020 | 75.65% |
November 30, 2020 | 75.65% |
October 31, 2020 | 75.65% |
September 30, 2020 | 75.65% |
August 31, 2020 | 75.65% |
July 31, 2020 | 75.65% |
June 30, 2020 | 75.65% |
May 31, 2020 | 75.65% |
April 30, 2020 | 75.65% |
March 31, 2020 | 71.96% |
February 29, 2020 | 53.66% |
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
45.63%
Minimum
Jun 2019
75.65%
Maximum
Apr 2020
70.76%
Average
75.65%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Abercrombie & Fitch Co | 72.39% |
Gap Inc | 83.18% |
Urban Outfitters Inc | 73.80% |
Nordstrom Inc | 81.38% |
Children's Place Inc | 90.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.31 |
Beta (5Y) | 1.595 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.07% |
Historical Sharpe Ratio (5Y) | 0.0662 |
Historical Sortino (5Y) | 0.1264 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.85% |