Abercrombie & Fitch Co (ANF)
137.80
+6.54
(+4.98%)
USD |
NYSE |
Nov 04, 16:00
137.75
-0.05
(-0.04%)
After-Hours: 20:00
Abercrombie & Fitch Max Drawdown (5Y): 72.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.39% |
| September 30, 2024 | 72.39% |
| August 31, 2024 | 72.39% |
| July 31, 2024 | 72.39% |
| June 30, 2024 | 72.39% |
| May 31, 2024 | 72.39% |
| April 30, 2024 | 72.39% |
| March 31, 2024 | 72.39% |
| February 29, 2024 | 72.39% |
| January 31, 2024 | 72.39% |
| December 31, 2023 | 72.39% |
| November 30, 2023 | 72.39% |
| October 31, 2023 | 72.39% |
| September 30, 2023 | 72.39% |
| August 31, 2023 | 72.39% |
| July 31, 2023 | 72.39% |
| June 30, 2023 | 72.39% |
| May 31, 2023 | 72.39% |
| April 30, 2023 | 72.39% |
| March 31, 2023 | 72.39% |
| February 28, 2023 | 72.39% |
| January 31, 2023 | 72.39% |
| December 31, 2022 | 72.39% |
| November 30, 2022 | 72.39% |
| October 31, 2022 | 72.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.39% |
| August 31, 2022 | 74.73% |
| July 31, 2022 | 74.73% |
| June 30, 2022 | 74.73% |
| May 31, 2022 | 80.53% |
| April 30, 2022 | 81.09% |
| March 31, 2022 | 81.09% |
| February 28, 2022 | 81.09% |
| January 31, 2022 | 81.09% |
| December 31, 2021 | 81.09% |
| November 30, 2021 | 81.09% |
| October 31, 2021 | 81.09% |
| September 30, 2021 | 81.09% |
| August 31, 2021 | 81.09% |
| July 31, 2021 | 81.09% |
| June 30, 2021 | 81.09% |
| May 31, 2021 | 81.09% |
| April 30, 2021 | 81.09% |
| March 31, 2021 | 81.09% |
| February 28, 2021 | 81.09% |
| January 31, 2021 | 81.09% |
| December 31, 2020 | 81.09% |
| November 30, 2020 | 81.09% |
| October 31, 2020 | 81.09% |
| September 30, 2020 | 81.09% |
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
72.39%
Minimum
Sep 2022
81.09%
Maximum
Nov 2019
76.99%
Average
80.81%
Median
Max Drawdown (5Y) Benchmarks
| American Eagle Outfitters Inc | 75.65% |
| Gap Inc | 83.18% |
| Nordstrom Inc | 81.38% |
| Urban Outfitters Inc | 73.80% |
| Ross Stores Inc | 51.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 31.20 |
| Beta (5Y) | 1.504 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.34% |
| Historical Sharpe Ratio (5Y) | 0.7867 |
| Historical Sortino (5Y) | 1.338 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.97% |