Caleres Inc (CAL)
21.27
+0.29 (+1.38%)
USD |
NYSE |
Mar 24, 16:00
21.26
0.00 (0.00%)
Pre-Market: 20:00
Caleres Max Drawdown (5Y): 91.58% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| June 30, 2022 | 91.58% |
| May 31, 2022 | 91.58% |
| April 30, 2022 | 91.58% |
| March 31, 2022 | 91.58% |
| February 28, 2022 | 91.58% |
| January 31, 2022 | 91.58% |
| December 31, 2021 | 91.58% |
| November 30, 2021 | 91.58% |
| October 31, 2021 | 91.58% |
| September 30, 2021 | 91.58% |
| August 31, 2021 | 91.58% |
| July 31, 2021 | 91.58% |
| June 30, 2021 | 91.58% |
| May 31, 2021 | 91.58% |
| April 30, 2021 | 91.58% |
| March 31, 2021 | 91.58% |
| February 28, 2021 | 91.58% |
| Date | Value |
|---|---|
| January 31, 2021 | 91.58% |
| December 31, 2020 | 91.58% |
| November 30, 2020 | 91.58% |
| October 31, 2020 | 91.58% |
| September 30, 2020 | 91.58% |
| August 31, 2020 | 91.58% |
| July 31, 2020 | 91.58% |
| June 30, 2020 | 91.58% |
| May 31, 2020 | 91.58% |
| April 30, 2020 | 91.58% |
| March 31, 2020 | 91.58% |
| February 29, 2020 | 72.04% |
| January 31, 2020 | 63.71% |
| December 31, 2019 | 63.71% |
| November 30, 2019 | 63.71% |
| October 31, 2019 | 63.71% |
| September 30, 2019 | 63.71% |
| August 31, 2019 | 63.71% |
| July 31, 2019 | 56.09% |
| June 30, 2019 | 54.25% |
| May 31, 2019 | 53.06% |
| April 30, 2019 | 41.66% |
| March 31, 2019 | 41.66% |
| February 28, 2019 | 36.29% |
| January 31, 2019 | 36.29% |
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
36.29%
Minimum
Mar 2018
91.58%
Maximum
Mar 2020
73.89%
Average
91.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Weyco Group Inc | 57.93% |
| Delta Apparel Inc | 73.60% |
| Digital Brands Group Inc | -- |
| Lulus Fashion Lounge Holdings Inc | -- |
| Burlington Stores Inc | 68.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.80 |
| Beta (5Y) | 1.745 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.38% |
| Historical Sharpe Ratio (5Y) | 0.3482 |
| Historical Sortino (5Y) | 0.5346 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.89% |