Caleres, Inc. (CAL)
12.56
+0.05
(+0.40%)
USD |
NYSE |
Sep 14, 10:17
Caleres Max Drawdown (5Y) : 79.35% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 79.35% |
| July 31, 2026 | 79.35% |
| June 30, 2026 | 79.35% |
| May 31, 2026 | 79.35% |
| April 30, 2026 | 79.35% |
| March 31, 2026 | 79.35% |
| February 28, 2026 | 77.68% |
| January 31, 2026 | 77.68% |
| December 31, 2025 | 77.68% |
| November 30, 2025 | 77.68% |
| October 31, 2025 | 79.07% |
| September 30, 2025 | 79.95% |
| August 31, 2025 | 79.95% |
| July 31, 2025 | 84.12% |
| June 30, 2025 | 84.12% |
| May 31, 2025 | 84.12% |
| April 30, 2025 | 84.91% |
| March 31, 2025 | 91.35% |
| February 28, 2025 | 91.58% |
| January 31, 2025 | 91.58% |
| December 31, 2024 | 91.58% |
| November 30, 2024 | 91.58% |
| October 31, 2024 | 91.58% |
| September 30, 2024 | 91.58% |
| August 31, 2024 | 91.58% |
| Date | Value |
|---|---|
| July 31, 2024 | 91.58% |
| June 30, 2024 | 91.58% |
| May 31, 2024 | 91.58% |
| April 30, 2024 | 91.58% |
| March 31, 2024 | 91.58% |
| February 29, 2024 | 91.58% |
| January 31, 2024 | 91.58% |
| December 31, 2023 | 91.58% |
| November 30, 2023 | 91.58% |
| October 31, 2023 | 91.58% |
| September 30, 2023 | 91.58% |
| August 31, 2023 | 91.58% |
| July 31, 2023 | 91.58% |
| June 30, 2023 | 91.58% |
| May 31, 2023 | 91.58% |
| April 30, 2023 | 91.58% |
| March 31, 2023 | 91.58% |
| February 28, 2023 | 91.58% |
| January 31, 2023 | 91.58% |
| December 31, 2022 | 91.58% |
| November 30, 2022 | 91.58% |
| October 31, 2022 | 91.58% |
| September 30, 2022 | 91.58% |
| August 31, 2022 | 91.58% |
| July 31, 2022 | 91.58% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Shoe Station Group, Inc. | 68.28% |
| Designer Brands, Inc. | 87.93% |
| Genesco, Inc. | 76.60% |
| Asbury Automotive Group, Inc. | 42.37% |
| AutoNation, Inc. | 29.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.48 |
| Beta (5Y) | 0.7554 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.58% |
| Historical Sharpe Ratio (5Y) | -0.3429 |
| Historical Sortino (5Y) | -0.6449 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.03% |