Burlington Stores Inc (BURL)
244.99
-3.56
(-1.43%)
USD |
NYSE |
Mar 25, 16:00
244.91
-0.08
(-0.03%)
Pre-Market: 07:21
Burlington Stores Max Drawdown (5Y): 68.87% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| FBC Holding Inc | 99.97% |
| Ross Stores Inc | 51.38% |
| Weyco Group Inc | 57.93% |
| Digital Brands Group Inc | -- |
| Lulus Fashion Lounge Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.34 |
| Beta (5Y) | 1.725 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.40% |
| Historical Sharpe Ratio (5Y) | 0.0073 |
| Historical Sortino (5Y) | 0.0149 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.97% |