Big 5 Sporting Goods Corp (BGFV)
3.32
+0.09
(+2.79%)
USD |
NASDAQ |
Apr 23, 16:00
3.32
0.00 (0.00%)
After-Hours: 20:00
Big 5 Sporting Goods Max Drawdown (5Y): 95.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 95.42% |
February 29, 2024 | 95.42% |
January 31, 2024 | 95.42% |
December 31, 2023 | 95.42% |
November 30, 2023 | 95.42% |
October 31, 2023 | 95.42% |
September 30, 2023 | 95.42% |
August 31, 2023 | 95.42% |
July 31, 2023 | 95.42% |
June 30, 2023 | 95.42% |
May 31, 2023 | 95.42% |
April 30, 2023 | 95.42% |
March 31, 2023 | 95.42% |
February 28, 2023 | 95.42% |
January 31, 2023 | 95.42% |
December 31, 2022 | 95.42% |
November 30, 2022 | 95.42% |
October 31, 2022 | 95.42% |
September 30, 2022 | 95.42% |
August 31, 2022 | 95.42% |
July 31, 2022 | 95.42% |
June 30, 2022 | 95.42% |
May 31, 2022 | 95.42% |
April 30, 2022 | 95.42% |
March 31, 2022 | 95.42% |
Date | Value |
---|---|
February 28, 2022 | 95.42% |
January 31, 2022 | 95.42% |
December 31, 2021 | 95.42% |
November 30, 2021 | 95.42% |
October 31, 2021 | 95.42% |
September 30, 2021 | 95.42% |
August 31, 2021 | 95.42% |
July 31, 2021 | 95.42% |
June 30, 2021 | 95.42% |
May 31, 2021 | 95.42% |
April 30, 2021 | 95.42% |
March 31, 2021 | 95.42% |
February 28, 2021 | 95.42% |
January 31, 2021 | 95.42% |
December 31, 2020 | 95.42% |
November 30, 2020 | 95.42% |
October 31, 2020 | 95.42% |
September 30, 2020 | 95.42% |
August 31, 2020 | 95.42% |
July 31, 2020 | 95.42% |
June 30, 2020 | 95.42% |
May 31, 2020 | 95.42% |
April 30, 2020 | 95.42% |
March 31, 2020 | 94.26% |
February 29, 2020 | 90.11% |
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
86.52%
Minimum
Apr 2019
95.42%
Maximum
Apr 2020
94.31%
Average
95.42%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Dick's Sporting Goods Inc | 70.81% |
Foot Locker Inc | 74.79% |
Hibbett Inc | 83.57% |
Urban Outfitters Inc | 73.80% |
Sportsman's Warehouse Holdings Inc | 84.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.80 |
Beta (5Y) | 2.362 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.8% |
Historical Sharpe Ratio (5Y) | 0.0779 |
Historical Sortino (5Y) | 0.2009 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.29% |