Designer Brands Inc (DBI)
5.79
-0.03
(-0.52%)
USD |
NYSE |
Dec 09, 16:00
4.62
-1.17
(-20.21%)
Pre-Market: 07:08
Designer Brands Max Drawdown (5Y): 90.21% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 90.21% |
| October 31, 2024 | 90.21% |
| September 30, 2024 | 90.21% |
| August 31, 2024 | 90.21% |
| July 31, 2024 | 90.21% |
| June 30, 2024 | 90.21% |
| May 31, 2024 | 90.21% |
| April 30, 2024 | 90.21% |
| March 31, 2024 | 90.21% |
| February 29, 2024 | 90.21% |
| January 31, 2024 | 90.21% |
| December 31, 2023 | 90.21% |
| November 30, 2023 | 90.21% |
| October 31, 2023 | 90.21% |
| September 30, 2023 | 90.21% |
| August 31, 2023 | 90.21% |
| July 31, 2023 | 90.21% |
| June 30, 2023 | 90.21% |
| May 31, 2023 | 90.21% |
| April 30, 2023 | 90.21% |
| March 31, 2023 | 90.21% |
| February 28, 2023 | 90.21% |
| January 31, 2023 | 90.21% |
| December 31, 2022 | 90.21% |
| November 30, 2022 | 90.21% |
| Date | Value |
|---|---|
| October 31, 2022 | 90.21% |
| September 30, 2022 | 90.21% |
| August 31, 2022 | 90.21% |
| July 31, 2022 | 90.21% |
| June 30, 2022 | 90.21% |
| May 31, 2022 | 90.21% |
| April 30, 2022 | 90.21% |
| March 31, 2022 | 90.21% |
| February 28, 2022 | 90.21% |
| January 31, 2022 | 90.21% |
| December 31, 2021 | 90.21% |
| November 30, 2021 | 90.21% |
| October 31, 2021 | 90.21% |
| September 30, 2021 | 90.21% |
| August 31, 2021 | 90.21% |
| July 31, 2021 | 90.21% |
| June 30, 2021 | 90.21% |
| May 31, 2021 | 90.21% |
| April 30, 2021 | 90.21% |
| March 31, 2021 | 90.21% |
| February 28, 2021 | 90.21% |
| January 31, 2021 | 90.21% |
| December 31, 2020 | 90.21% |
| November 30, 2020 | 90.21% |
| October 31, 2020 | 90.21% |
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
63.02%
Minimum
Dec 2019
90.21%
Maximum
Mar 2020
88.85%
Average
90.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Luminar Technologies Inc | 98.61% |
| Phoenix Motor Inc | -- |
| American Woodmark Corp | 74.37% |
| Hyliion Holdings Corp | 99.03% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.40 |
| Beta (5Y) | 2.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.62% |
| Historical Sharpe Ratio (5Y) | -0.3224 |
| Historical Sortino (5Y) | -0.5302 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.05% |