Casey's General Stores Inc (CASY)
312.42
-0.36
(-0.12%)
USD |
NASDAQ |
Apr 16, 16:00
312.42
0.00 (0.00%)
After-Hours: 19:05
Casey's General Stores Max Drawdown (5Y): 33.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 33.41% |
| February 29, 2024 | 33.41% |
| January 31, 2024 | 33.41% |
| December 31, 2023 | 33.41% |
| November 30, 2023 | 33.41% |
| October 31, 2023 | 33.41% |
| September 30, 2023 | 33.41% |
| August 31, 2023 | 33.41% |
| July 31, 2023 | 33.41% |
| June 30, 2023 | 33.41% |
| May 31, 2023 | 33.41% |
| April 30, 2023 | 33.41% |
| March 31, 2023 | 33.41% |
| February 28, 2023 | 33.41% |
| January 31, 2023 | 33.41% |
| December 31, 2022 | 33.41% |
| November 30, 2022 | 33.41% |
| October 31, 2022 | 33.41% |
| September 30, 2022 | 33.41% |
| August 31, 2022 | 33.41% |
| July 31, 2022 | 33.41% |
| June 30, 2022 | 33.41% |
| May 31, 2022 | 33.41% |
| April 30, 2022 | 33.41% |
| March 31, 2022 | 33.41% |
| Date | Value |
|---|---|
| February 28, 2022 | 33.41% |
| January 31, 2022 | 33.41% |
| December 31, 2021 | 33.41% |
| November 30, 2021 | 33.41% |
| October 31, 2021 | 33.41% |
| September 30, 2021 | 33.41% |
| August 31, 2021 | 33.41% |
| July 31, 2021 | 33.41% |
| June 30, 2021 | 33.41% |
| May 31, 2021 | 33.41% |
| April 30, 2021 | 33.41% |
| March 31, 2021 | 33.41% |
| February 28, 2021 | 33.41% |
| January 31, 2021 | 33.41% |
| December 31, 2020 | 33.41% |
| November 30, 2020 | 33.41% |
| October 31, 2020 | 33.41% |
| September 30, 2020 | 33.41% |
| August 31, 2020 | 33.41% |
| July 31, 2020 | 33.41% |
| June 30, 2020 | 33.41% |
| May 31, 2020 | 33.41% |
| April 30, 2020 | 33.41% |
| March 31, 2020 | 32.06% |
| February 29, 2020 | 27.98% |
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
27.98%
Minimum
Apr 2019
33.41%
Maximum
Apr 2020
32.39%
Average
33.41%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| American Eagle Outfitters Inc | 75.65% |
| Abercrombie & Fitch Co | 72.39% |
| Ulta Beauty Inc | 64.92% |
| Williams-Sonoma Inc | 60.60% |
| Amazon.com Inc | 56.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.857 |
| Beta (5Y) | 0.8326 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.80% |
| Historical Sharpe Ratio (5Y) | 0.7551 |
| Historical Sortino (5Y) | 1.238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.18% |