Culp Inc (CULP)
4.92
-0.16
(-3.15%)
USD |
NYSE |
Nov 13, 16:00
4.985
+0.06
(+1.32%)
After-Hours: 20:00
Culp Max Drawdown (5Y): 86.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.49% |
| September 30, 2024 | 86.49% |
| August 31, 2024 | 86.49% |
| July 31, 2024 | 86.49% |
| June 30, 2024 | 86.49% |
| May 31, 2024 | 86.49% |
| April 30, 2024 | 86.49% |
| March 31, 2024 | 86.49% |
| February 29, 2024 | 86.49% |
| January 31, 2024 | 86.49% |
| December 31, 2023 | 86.49% |
| November 30, 2023 | 86.49% |
| October 31, 2023 | 86.49% |
| September 30, 2023 | 86.49% |
| August 31, 2023 | 86.49% |
| July 31, 2023 | 86.49% |
| June 30, 2023 | 86.49% |
| May 31, 2023 | 86.49% |
| April 30, 2023 | 86.49% |
| March 31, 2023 | 86.49% |
| February 28, 2023 | 86.49% |
| January 31, 2023 | 86.49% |
| December 31, 2022 | 86.49% |
| November 30, 2022 | 86.49% |
| October 31, 2022 | 86.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.98% |
| August 31, 2022 | 85.98% |
| July 31, 2022 | 85.98% |
| June 30, 2022 | 85.37% |
| May 31, 2022 | 84.80% |
| April 30, 2022 | 84.80% |
| March 31, 2022 | 84.80% |
| February 28, 2022 | 84.80% |
| January 31, 2022 | 84.80% |
| December 31, 2021 | 84.80% |
| November 30, 2021 | 84.80% |
| October 31, 2021 | 84.80% |
| September 30, 2021 | 84.80% |
| August 31, 2021 | 84.80% |
| July 31, 2021 | 84.80% |
| June 30, 2021 | 84.80% |
| May 31, 2021 | 84.80% |
| April 30, 2021 | 84.80% |
| March 31, 2021 | 84.80% |
| February 28, 2021 | 84.80% |
| January 31, 2021 | 84.80% |
| December 31, 2020 | 84.80% |
| November 30, 2020 | 84.80% |
| October 31, 2020 | 84.80% |
| September 30, 2020 | 84.80% |
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
63.51%
Minimum
Nov 2019
86.49%
Maximum
Oct 2022
84.24%
Average
84.80%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| American Woodmark Corp | 74.37% |
| Bassett Furniture Industries Inc | 88.65% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.74 |
| Beta (5Y) | 1.219 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.09% |
| Historical Sharpe Ratio (5Y) | -0.4539 |
| Historical Sortino (5Y) | -0.7665 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.81% |