Burlington Stores Inc (BURL)
259.92
-7.40
(-2.77%)
USD |
NYSE |
Sep 06, 16:00
259.96
+0.04
(+0.02%)
After-Hours: 20:00
Burlington Stores Max Drawdown (5Y): 68.87% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
October 31, 2022 | 68.87% |
September 30, 2022 | 68.87% |
August 31, 2022 | 61.37% |
Date | Value |
---|---|
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% |
September 30, 2020 | 51.45% |
August 31, 2020 | 51.45% |
July 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
Sep 2019
68.87%
Maximum
Sep 2022
57.22%
Average
51.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Abercrombie & Fitch Co | 72.39% |
Ross Stores Inc | 51.38% |
Chewy Inc | 87.37% |
TJX Companies Inc | 42.55% |
Weyco Group Inc | 57.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.83 |
Beta (5Y) | 1.637 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.20% |
Historical Sharpe Ratio (5Y) | 0.0716 |
Historical Sortino (5Y) | 0.1258 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.26% |