Big Lots Inc (BIG)
3.59
-0.02
(-0.55%)
USD |
NYSE |
May 03, 16:00
3.59
0.00 (0.00%)
After-Hours: 20:00
Big Lots Max Drawdown (5Y): 95.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.11% |
March 31, 2024 | 94.55% |
February 29, 2024 | 94.55% |
January 31, 2024 | 94.55% |
December 31, 2023 | 94.55% |
November 30, 2023 | 94.55% |
October 31, 2023 | 93.96% |
September 30, 2023 | 93.14% |
August 31, 2023 | 92.61% |
July 31, 2023 | 92.61% |
June 30, 2023 | 92.61% |
May 31, 2023 | 92.38% |
April 30, 2023 | 87.21% |
March 31, 2023 | 84.77% |
February 28, 2023 | 82.16% |
January 31, 2023 | 82.16% |
December 31, 2022 | 82.16% |
November 30, 2022 | 82.16% |
October 31, 2022 | 82.16% |
September 30, 2022 | 82.16% |
August 31, 2022 | 82.16% |
July 31, 2022 | 82.16% |
June 30, 2022 | 82.16% |
May 31, 2022 | 82.16% |
April 30, 2022 | 82.16% |
Date | Value |
---|---|
March 31, 2022 | 82.16% |
February 28, 2022 | 82.16% |
January 31, 2022 | 82.16% |
December 31, 2021 | 82.16% |
November 30, 2021 | 82.16% |
October 31, 2021 | 82.16% |
September 30, 2021 | 82.16% |
August 31, 2021 | 82.16% |
July 31, 2021 | 82.16% |
June 30, 2021 | 82.16% |
May 31, 2021 | 82.16% |
April 30, 2021 | 82.16% |
March 31, 2021 | 82.16% |
February 28, 2021 | 82.16% |
January 31, 2021 | 82.16% |
December 31, 2020 | 82.16% |
November 30, 2020 | 82.16% |
October 31, 2020 | 82.16% |
September 30, 2020 | 82.16% |
August 31, 2020 | 82.16% |
July 31, 2020 | 82.16% |
June 30, 2020 | 82.16% |
May 31, 2020 | 82.16% |
April 30, 2020 | 82.16% |
March 31, 2020 | 82.16% |
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
57.86%
Minimum
May 2019
95.11%
Maximum
Apr 2024
81.85%
Average
82.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Dollar General Corp | 60.35% |
Costco Wholesale Corp | 31.40% |
Dollar Tree Inc | 44.64% |
The Kroger Co | 48.12% |
Target Corp | 58.87% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -63.41 |
Beta (5Y) | 2.334 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.71% |
Historical Sharpe Ratio (5Y) | -0.4875 |
Historical Sortino (5Y) | -1.045 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.23% |