Chewy Inc (CHWY)
28.84
+1.72
(+6.34%)
USD |
NYSE |
Nov 04, 16:00
28.89
+0.05
(+0.17%)
Pre-Market: 05:34
Chewy Max Drawdown (5Y): 87.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.37% |
| September 30, 2024 | 87.37% |
| August 31, 2024 | 87.37% |
| July 31, 2024 | 87.37% |
| June 30, 2024 | 87.37% |
| May 31, 2024 | 87.37% |
| April 30, 2024 | 87.37% |
| March 31, 2024 | 87.14% |
| February 29, 2024 | 86.49% |
| January 31, 2024 | 85.85% |
| December 31, 2023 | 85.85% |
| November 30, 2023 | 85.85% |
| October 31, 2023 | 85.85% |
| September 30, 2023 | 85.11% |
| August 31, 2023 | 80.36% |
| July 31, 2023 | 80.36% |
| June 30, 2023 | 80.36% |
| May 31, 2023 | 80.36% |
| April 30, 2023 | 80.36% |
| March 31, 2023 | 80.36% |
| February 28, 2023 | 80.36% |
| January 31, 2023 | 80.36% |
| December 31, 2022 | 80.36% |
| November 30, 2022 | 80.36% |
| October 31, 2022 | 80.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.36% |
| August 31, 2022 | 80.36% |
| July 31, 2022 | 80.36% |
| June 30, 2022 | 80.36% |
| May 31, 2022 | 80.36% |
| April 30, 2022 | 75.52% |
| March 31, 2022 | 68.94% |
| February 28, 2022 | 67.94% |
| January 31, 2022 | 67.94% |
| December 31, 2021 | 56.39% |
| November 30, 2021 | 48.22% |
| October 31, 2021 | 48.22% |
| September 30, 2021 | 44.66% |
| August 31, 2021 | 44.66% |
| July 31, 2021 | 44.66% |
| June 30, 2021 | 44.66% |
| May 31, 2021 | 44.66% |
| April 30, 2021 | 40.77% |
| March 31, 2021 | 40.77% |
| February 28, 2021 | 40.77% |
| January 31, 2021 | 40.77% |
| December 31, 2020 | 40.77% |
| November 30, 2020 | 40.77% |
| October 31, 2020 | 40.77% |
| September 30, 2020 | 40.77% |
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
40.77%
Minimum
Nov 2019
87.37%
Maximum
Apr 2024
64.83%
Average
77.94%
Median
Max Drawdown (5Y) Benchmarks
| Abercrombie & Fitch Co | 72.39% |
| Foot Locker Inc | 74.79% |
| Burlington Stores Inc | 68.87% |
| Bath & Body Works Inc | 87.51% |
| Ulta Beauty Inc | 64.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.30 |
| Beta (5Y) | 1.064 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.79% |
| Historical Sharpe Ratio (5Y) | -0.0086 |
| Historical Sortino (5Y) | -0.0173 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.70% |