The Cato Corp (CATO)
4.89
-0.01
(-0.20%)
USD |
NYSE |
Apr 30, 13:45
Cato Max Drawdown (5Y): 79.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.59% |
| February 29, 2024 | 79.59% |
| January 31, 2024 | 79.59% |
| December 31, 2023 | 79.59% |
| November 30, 2023 | 79.59% |
| October 31, 2023 | 79.59% |
| September 30, 2023 | 79.59% |
| August 31, 2023 | 79.59% |
| July 31, 2023 | 79.59% |
| June 30, 2023 | 79.59% |
| May 31, 2023 | 79.59% |
| April 30, 2023 | 79.59% |
| March 31, 2023 | 79.59% |
| February 28, 2023 | 79.59% |
| January 31, 2023 | 79.59% |
| December 31, 2022 | 79.59% |
| November 30, 2022 | 79.59% |
| October 31, 2022 | 79.59% |
| September 30, 2022 | 79.59% |
| August 31, 2022 | 79.59% |
| July 31, 2022 | 79.59% |
| June 30, 2022 | 79.59% |
| May 31, 2022 | 79.59% |
| April 30, 2022 | 79.59% |
| March 31, 2022 | 79.59% |
| Date | Value |
|---|---|
| February 28, 2022 | 79.59% |
| January 31, 2022 | 79.59% |
| December 31, 2021 | 79.59% |
| November 30, 2021 | 79.59% |
| October 31, 2021 | 79.59% |
| September 30, 2021 | 79.59% |
| August 31, 2021 | 79.59% |
| July 31, 2021 | 79.59% |
| June 30, 2021 | 79.59% |
| May 31, 2021 | 79.59% |
| April 30, 2021 | 79.59% |
| March 31, 2021 | 79.59% |
| February 28, 2021 | 79.59% |
| January 31, 2021 | 79.59% |
| December 31, 2020 | 79.59% |
| November 30, 2020 | 79.59% |
| October 31, 2020 | 79.59% |
| September 30, 2020 | 78.21% |
| August 31, 2020 | 78.21% |
| July 31, 2020 | 76.84% |
| June 30, 2020 | 73.14% |
| May 31, 2020 | 71.76% |
| April 30, 2020 | 71.76% |
| March 31, 2020 | 71.76% |
| February 29, 2020 | 71.76% |
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
71.76%
Minimum
Apr 2019
79.59%
Maximum
Oct 2020
77.56%
Average
79.59%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Macy's Inc | 91.86% |
| Express, Inc. | 99.34% |
| Tilly's Inc | 82.45% |
| Citi Trends Inc | 86.52% |
| Hibbett Inc | 83.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.08 |
| Beta (5Y) | 1.051 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.06% |
| Historical Sharpe Ratio (5Y) | -0.3497 |
| Historical Sortino (5Y) | -0.594 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.44% |