Citi Trends Inc (CTRN)

25.24 +0.41 (+1.65%) USD  |  NASDAQ  |  Dec 20, 16:00
25.19 -0.05 (-0.20%) After-Hours: 20:00
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Citi Trends Max Drawdown (5Y): 87.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Ross Stores Inc 51.38%
Urban Outfitters Inc 73.80%
Zumiez Inc 75.62%
Destination XL Group Inc 96.47%
Lands' End Inc 88.21%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -34.43
Beta (5Y) 2.366
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 70.41%
Historical Sharpe Ratio (5Y) -0.0401
Historical Sortino (5Y) -0.0659
Monthly Value at Risk (VaR) 5% (5Y Lookback) 31.45%