Burlington Stores Inc (BURL)
178.42
-0.32
(-0.18%)
USD |
NYSE |
Apr 25, 16:00
178.42
0.00 (0.00%)
After-Hours: 16:40
Burlington Stores Max Drawdown (5Y): 68.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| June 30, 2020 | 51.45% |
| May 31, 2020 | 51.45% |
| April 30, 2020 | 51.45% |
| March 31, 2020 | 51.45% |
| February 29, 2020 | 33.30% |
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
Apr 2019
68.87%
Maximum
Sep 2022
54.26%
Average
51.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Eagle Outfitters Inc | 75.65% |
| Ross Stores Inc | 51.38% |
| TJX Companies Inc | 42.55% |
| Abercrombie & Fitch Co | 72.39% |
| Delta Apparel Inc | 92.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.26 |
| Beta (5Y) | 1.490 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.00% |
| Historical Sharpe Ratio (5Y) | 0.1289 |
| Historical Sortino (5Y) | 0.2228 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.47% |