Bath & Body Works Inc (BBWI)
30.75
+0.24
(+0.79%)
USD |
NYSE |
Nov 21, 16:00
30.75
0.00 (0.00%)
After-Hours: 20:00
Bath & Body Works Max Drawdown (5Y): 87.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.51% |
| September 30, 2024 | 87.51% |
| August 31, 2024 | 87.51% |
| July 31, 2024 | 87.51% |
| June 30, 2024 | 87.51% |
| May 31, 2024 | 87.51% |
| April 30, 2024 | 87.51% |
| March 31, 2024 | 87.51% |
| February 29, 2024 | 87.51% |
| January 31, 2024 | 87.51% |
| December 31, 2023 | 87.51% |
| November 30, 2023 | 87.51% |
| October 31, 2023 | 87.51% |
| September 30, 2023 | 87.51% |
| August 31, 2023 | 87.51% |
| July 31, 2023 | 87.51% |
| June 30, 2023 | 87.51% |
| May 31, 2023 | 87.51% |
| April 30, 2023 | 87.51% |
| March 31, 2023 | 87.51% |
| February 28, 2023 | 87.51% |
| January 31, 2023 | 87.51% |
| December 31, 2022 | 87.51% |
| November 30, 2022 | 87.51% |
| October 31, 2022 | 87.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.51% |
| August 31, 2022 | 87.51% |
| July 31, 2022 | 87.51% |
| June 30, 2022 | 87.51% |
| May 31, 2022 | 87.51% |
| April 30, 2022 | 87.51% |
| March 31, 2022 | 87.51% |
| February 28, 2022 | 87.51% |
| January 31, 2022 | 87.51% |
| December 31, 2021 | 87.51% |
| November 30, 2021 | 87.51% |
| October 31, 2021 | 87.51% |
| September 30, 2021 | 87.51% |
| August 31, 2021 | 87.51% |
| July 31, 2021 | 87.51% |
| June 30, 2021 | 87.51% |
| May 31, 2021 | 87.51% |
| April 30, 2021 | 87.51% |
| March 31, 2021 | 87.51% |
| February 28, 2021 | 87.51% |
| January 31, 2021 | 87.51% |
| December 31, 2020 | 87.51% |
| November 30, 2020 | 87.51% |
| October 31, 2020 | 87.51% |
| September 30, 2020 | 87.51% |
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
79.18%
Minimum
Nov 2019
87.51%
Maximum
Mar 2020
86.95%
Average
87.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Foot Locker Inc | 74.79% |
| Abercrombie & Fitch Co | 72.39% |
| Nordstrom Inc | 81.38% |
| Chewy Inc | -- |
| Ulta Beauty Inc | 64.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.626 |
| Beta (5Y) | 1.793 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.74% |
| Historical Sharpe Ratio (5Y) | 0.2474 |
| Historical Sortino (5Y) | 0.4211 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.77% |