Big Lots Inc (BIGGQ)
0.105
0.00 (0.00%)
USD |
OTCM |
Oct 04, 16:00
Big Lots Max Drawdown (5Y): 99.90% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.90% |
| August 31, 2024 | 99.17% |
| July 31, 2024 | 98.45% |
| June 30, 2024 | 97.38% |
| May 31, 2024 | 95.11% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
67.05%
Minimum
Oct 2019
99.90%
Maximum
Sep 2024
84.83%
Average
82.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Dollar Tree Inc | 63.49% |
| Ollie's Bargain Outlet Holdings Inc | 66.23% |
| Dollar General Corp | 68.29% |
| The Kroger Co | 32.33% |
| Costco Wholesale Corp | 31.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -96.57 |
| Beta (5Y) | 2.157 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.50% |
| Historical Sharpe Ratio (5Y) | -0.758 |
| Historical Sortino (5Y) | -1.194 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.11% |