Chewy Inc (CHWY)
35.87
+1.25
(+3.61%)
USD |
NYSE |
Nov 21, 16:00
36.06
+0.19
(+0.53%)
After-Hours: 20:00
Chewy Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Abercrombie & Fitch Co | 72.39% |
| GameStop Corp | 92.20% |
| Foot Locker Inc | 74.79% |
| Burlington Stores Inc | 68.87% |
| Bath & Body Works Inc | 87.51% |
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% |