Citi Trends Inc (CTRN)
19.10
+0.25
(+1.33%)
USD |
NASDAQ |
Nov 04, 13:11
Citi Trends Max Drawdown (5Y): 87.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.25% |
| September 30, 2024 | 87.25% |
| August 31, 2024 | 86.81% |
| July 31, 2024 | 86.52% |
| June 30, 2024 | 86.52% |
| May 31, 2024 | 86.52% |
| April 30, 2024 | 86.52% |
| March 31, 2024 | 86.52% |
| February 29, 2024 | 86.52% |
| January 31, 2024 | 86.52% |
| December 31, 2023 | 86.52% |
| November 30, 2023 | 86.52% |
| October 31, 2023 | 86.52% |
| September 30, 2023 | 86.52% |
| August 31, 2023 | 86.52% |
| July 31, 2023 | 86.52% |
| June 30, 2023 | 86.52% |
| May 31, 2023 | 86.52% |
| April 30, 2023 | 85.70% |
| March 31, 2023 | 85.70% |
| February 28, 2023 | 85.70% |
| January 31, 2023 | 85.70% |
| December 31, 2022 | 85.70% |
| November 30, 2022 | 85.70% |
| October 31, 2022 | 85.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.70% |
| August 31, 2022 | 81.37% |
| July 31, 2022 | 81.09% |
| June 30, 2022 | 78.63% |
| May 31, 2022 | 78.16% |
| April 30, 2022 | 78.16% |
| March 31, 2022 | 78.16% |
| February 28, 2022 | 78.16% |
| January 31, 2022 | 78.16% |
| December 31, 2021 | 78.16% |
| November 30, 2021 | 78.16% |
| October 31, 2021 | 78.16% |
| September 30, 2021 | 78.16% |
| August 31, 2021 | 78.16% |
| July 31, 2021 | 78.16% |
| June 30, 2021 | 78.16% |
| May 31, 2021 | 78.16% |
| April 30, 2021 | 78.16% |
| March 31, 2021 | 78.16% |
| February 28, 2021 | 78.16% |
| January 31, 2021 | 78.16% |
| December 31, 2020 | 78.16% |
| November 30, 2020 | 78.16% |
| October 31, 2020 | 78.16% |
| September 30, 2020 | 78.16% |
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
58.80%
Minimum
Nov 2019
87.25%
Maximum
Sep 2024
80.44%
Average
78.16%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Genesco Inc | 88.03% |
| Innovative Designs Inc | 99.83% |
| Stitch Fix Inc | 98.03% |
| Ross Stores Inc | 51.38% |
| Urban Outfitters Inc | 73.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.01 |
| Beta (5Y) | 2.398 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.32% |
| Historical Sharpe Ratio (5Y) | -0.0151 |
| Historical Sortino (5Y) | -0.0248 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.45% |