Burlington Stores Inc (BURL)
295.32
+5.05
(+1.74%)
USD |
NYSE |
Dec 11, 11:02
Burlington Stores Max Drawdown (5Y): 68.87% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 68.87% |
October 31, 2024 | 68.87% |
September 30, 2024 | 68.87% |
August 31, 2024 | 68.87% |
July 31, 2024 | 68.87% |
June 30, 2024 | 68.87% |
May 31, 2024 | 68.87% |
April 30, 2024 | 68.87% |
March 31, 2024 | 68.87% |
February 29, 2024 | 68.87% |
January 31, 2024 | 68.87% |
December 31, 2023 | 68.87% |
November 30, 2023 | 68.87% |
October 31, 2023 | 68.87% |
September 30, 2023 | 68.87% |
August 31, 2023 | 68.87% |
July 31, 2023 | 68.87% |
June 30, 2023 | 68.87% |
May 31, 2023 | 68.87% |
April 30, 2023 | 68.87% |
March 31, 2023 | 68.87% |
February 28, 2023 | 68.87% |
January 31, 2023 | 68.87% |
December 31, 2022 | 68.87% |
November 30, 2022 | 68.87% |
Date | Value |
---|---|
October 31, 2022 | 68.87% |
September 30, 2022 | 68.87% |
August 31, 2022 | 61.37% |
July 31, 2022 | 61.37% |
June 30, 2022 | 61.37% |
May 31, 2022 | 58.75% |
April 30, 2022 | 51.45% |
March 31, 2022 | 51.45% |
February 28, 2022 | 51.45% |
January 31, 2022 | 51.45% |
December 31, 2021 | 51.45% |
November 30, 2021 | 51.45% |
October 31, 2021 | 51.45% |
September 30, 2021 | 51.45% |
August 31, 2021 | 51.45% |
July 31, 2021 | 51.45% |
June 30, 2021 | 51.45% |
May 31, 2021 | 51.45% |
April 30, 2021 | 51.45% |
March 31, 2021 | 51.45% |
February 28, 2021 | 51.45% |
January 31, 2021 | 51.45% |
December 31, 2020 | 51.45% |
November 30, 2020 | 51.45% |
October 31, 2020 | 51.45% |
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
33.30%
Minimum
Dec 2019
68.87%
Maximum
Sep 2022
59.00%
Average
60.06%
Median
Max Drawdown (5Y) Benchmarks
Abercrombie & Fitch Co | 72.39% |
Best Buy Co Inc | 52.58% |
Dick's Sporting Goods Inc | 70.81% |
Nordstrom Inc | 81.38% |
Ross Stores Inc | 51.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.72 |
Beta (5Y) | 1.641 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.17% |
Historical Sharpe Ratio (5Y) | 0.0448 |
Historical Sortino (5Y) | 0.0798 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.26% |