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% |