Capri Holdings Ltd (CPRI)

21.35 +0.25 (+1.18%) USD  |  NYSE  |  Dec 23, 16:00
21.40 +0.05 (+0.23%) After-Hours: 20:00
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Capri Holdings Max Drawdown (5Y): 90.03% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Tapestry Inc 78.88%
Charles & Colvard Ltd 96.72%
Sunstock Inc 100.00%
Tancheng Group Co Ltd --
Brilliant Earth Group Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -38.62
Beta (5Y) 2.051
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 67.17%
Historical Sharpe Ratio (5Y) -0.1671
Historical Sortino (5Y) -0.2394
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.52%