Capri Holdings Ltd (CPRI)
20.10
-0.04
(-0.20%)
USD |
NYSE |
Nov 05, 09:32
Capri Holdings Max Drawdown (5Y): 90.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.03% |
| September 30, 2024 | 90.03% |
| August 31, 2024 | 90.03% |
| July 31, 2024 | 90.03% |
| June 30, 2024 | 90.03% |
| May 31, 2024 | 90.03% |
| April 30, 2024 | 90.03% |
| March 31, 2024 | 90.03% |
| February 29, 2024 | 90.03% |
| January 31, 2024 | 90.03% |
| December 31, 2023 | 90.03% |
| November 30, 2023 | 90.03% |
| October 31, 2023 | 90.03% |
| September 30, 2023 | 90.03% |
| August 31, 2023 | 90.03% |
| July 31, 2023 | 90.03% |
| June 30, 2023 | 90.03% |
| May 31, 2023 | 90.03% |
| April 30, 2023 | 90.03% |
| March 31, 2023 | 90.03% |
| February 28, 2023 | 90.03% |
| January 31, 2023 | 90.03% |
| December 31, 2022 | 90.03% |
| November 30, 2022 | 90.03% |
| October 31, 2022 | 90.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.03% |
| August 31, 2022 | 90.03% |
| July 31, 2022 | 90.03% |
| June 30, 2022 | 90.03% |
| May 31, 2022 | 90.03% |
| April 30, 2022 | 90.03% |
| March 31, 2022 | 90.03% |
| February 28, 2022 | 90.03% |
| January 31, 2022 | 90.03% |
| December 31, 2021 | 90.03% |
| November 30, 2021 | 90.03% |
| October 31, 2021 | 90.03% |
| September 30, 2021 | 90.03% |
| August 31, 2021 | 90.03% |
| July 31, 2021 | 90.03% |
| June 30, 2021 | 90.03% |
| May 31, 2021 | 90.03% |
| April 30, 2021 | 90.03% |
| March 31, 2021 | 90.03% |
| February 28, 2021 | 90.03% |
| January 31, 2021 | 90.03% |
| December 31, 2020 | 90.03% |
| November 30, 2020 | 90.03% |
| October 31, 2020 | 90.03% |
| September 30, 2020 | 90.03% |
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
67.09%
Minimum
Nov 2019
90.03%
Maximum
Mar 2020
88.50%
Average
90.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Tapestry Inc | 78.88% |
| Charles & Colvard Ltd | 96.67% |
| Maiden Lane Jewelry Ltd | -- |
| Sunstock Inc | 100.00% |
| Brilliant Earth Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.47 |
| Beta (5Y) | 2.048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.97% |
| Historical Sharpe Ratio (5Y) | -0.1725 |
| Historical Sortino (5Y) | -0.2666 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.56% |