Caleres Inc (CAL)

23.53 +1.08 (+4.81%) USD  |  NYSE  |  Dec 20, 16:00
23.56 +0.04 (+0.15%) Pre-Market: 20:00
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Caleres Max Drawdown (5Y): 91.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Foot Locker Inc 74.79%
Shoe Carnival Inc 68.53%
Boot Barn Holdings Inc 77.88%
Allbirds Inc --
Genesco Inc 88.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -18.85
Beta (5Y) 1.917
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 64.14%
Historical Sharpe Ratio (5Y) 0.1053
Historical Sortino (5Y) 0.1521
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.50%