Big 5 Sporting Goods Corp (BGFV)
1.71
+0.07
(+4.27%)
USD |
NASDAQ |
Nov 22, 16:00
1.715
0.00 (0.00%)
After-Hours: 20:00
Big 5 Sporting Goods Max Drawdown (5Y): 95.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.68% |
| September 30, 2024 | 95.68% |
| August 31, 2024 | 95.68% |
| July 31, 2024 | 95.43% |
| June 30, 2024 | 95.43% |
| May 31, 2024 | 95.43% |
| April 30, 2024 | 95.43% |
| March 31, 2024 | 95.43% |
| February 29, 2024 | 95.43% |
| January 31, 2024 | 95.43% |
| December 31, 2023 | 95.43% |
| November 30, 2023 | 95.43% |
| October 31, 2023 | 95.43% |
| September 30, 2023 | 95.43% |
| August 31, 2023 | 95.43% |
| July 31, 2023 | 95.43% |
| June 30, 2023 | 95.43% |
| May 31, 2023 | 95.43% |
| April 30, 2023 | 95.43% |
| March 31, 2023 | 95.43% |
| February 28, 2023 | 95.43% |
| January 31, 2023 | 95.43% |
| December 31, 2022 | 95.43% |
| November 30, 2022 | 95.43% |
| October 31, 2022 | 95.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.43% |
| August 31, 2022 | 95.43% |
| July 31, 2022 | 95.43% |
| June 30, 2022 | 95.43% |
| May 31, 2022 | 95.43% |
| April 30, 2022 | 95.43% |
| March 31, 2022 | 95.43% |
| February 28, 2022 | 95.43% |
| January 31, 2022 | 95.43% |
| December 31, 2021 | 95.43% |
| November 30, 2021 | 95.43% |
| October 31, 2021 | 95.43% |
| September 30, 2021 | 95.43% |
| August 31, 2021 | 95.43% |
| July 31, 2021 | 95.43% |
| June 30, 2021 | 95.43% |
| May 31, 2021 | 95.43% |
| April 30, 2021 | 95.43% |
| March 31, 2021 | 95.43% |
| February 28, 2021 | 95.43% |
| January 31, 2021 | 95.43% |
| December 31, 2020 | 95.43% |
| November 30, 2020 | 95.43% |
| October 31, 2020 | 95.43% |
| September 30, 2020 | 95.43% |
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
90.12%
Minimum
Nov 2019
95.68%
Maximum
Aug 2024
95.07%
Average
95.43%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| America's Car-Mart Inc | 77.63% |
| Citi Trends Inc | 87.25% |
| Kirkland's Inc | 97.81% |
| O'Reilly Automotive Inc | 42.00% |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.95 |
| Beta (5Y) | 2.322 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.6% |
| Historical Sharpe Ratio (5Y) | -0.0685 |
| Historical Sortino (5Y) | -0.1746 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.39% |