Dillard's Inc (DDS)
434.02
+14.90
(+3.56%)
USD |
NYSE |
Nov 21, 16:00
436.80
+2.78
(+0.64%)
Pre-Market: 05:09
Dillard's Max Drawdown (5Y): 82.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 82.72% |
September 30, 2024 | 82.72% |
August 31, 2024 | 82.72% |
July 31, 2024 | 82.72% |
June 30, 2024 | 82.72% |
May 31, 2024 | 82.72% |
April 30, 2024 | 82.72% |
March 31, 2024 | 82.72% |
February 29, 2024 | 82.72% |
January 31, 2024 | 82.72% |
December 31, 2023 | 82.72% |
November 30, 2023 | 82.72% |
October 31, 2023 | 82.72% |
September 30, 2023 | 82.72% |
August 31, 2023 | 82.72% |
July 31, 2023 | 82.72% |
June 30, 2023 | 82.72% |
May 31, 2023 | 82.72% |
April 30, 2023 | 82.72% |
March 31, 2023 | 82.72% |
February 28, 2023 | 82.72% |
January 31, 2023 | 82.72% |
December 31, 2022 | 82.72% |
November 30, 2022 | 82.72% |
October 31, 2022 | 82.72% |
Date | Value |
---|---|
September 30, 2022 | 82.72% |
August 31, 2022 | 82.72% |
July 31, 2022 | 82.72% |
June 30, 2022 | 82.72% |
May 31, 2022 | 82.72% |
April 30, 2022 | 82.72% |
March 31, 2022 | 82.72% |
February 28, 2022 | 82.72% |
January 31, 2022 | 82.72% |
December 31, 2021 | 82.72% |
November 30, 2021 | 82.72% |
October 31, 2021 | 82.72% |
September 30, 2021 | 82.72% |
August 31, 2021 | 82.72% |
July 31, 2021 | 82.72% |
June 30, 2021 | 82.72% |
May 31, 2021 | 82.72% |
April 30, 2021 | 82.72% |
March 31, 2021 | 82.72% |
February 28, 2021 | 82.72% |
January 31, 2021 | 82.72% |
December 31, 2020 | 82.72% |
November 30, 2020 | 82.72% |
October 31, 2020 | 82.72% |
September 30, 2020 | 82.72% |
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
66.77%
Minimum
Nov 2019
82.72%
Maximum
Apr 2020
81.53%
Average
82.72%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Macy's Inc | 91.86% |
Nordstrom Inc | 81.38% |
Kohl's Corp | 84.47% |
Deckers Outdoor Corp | 54.69% |
Lulus Fashion Lounge Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 31.39 |
Beta (5Y) | 0.8613 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.90% |
Historical Sharpe Ratio (5Y) | 0.6551 |
Historical Sortino (5Y) | 1.170 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.83% |