Dillard's Inc (DDS)
448.80
+4.70
(+1.06%)
USD |
NYSE |
Apr 24, 16:00
448.80
0.00 (0.00%)
After-Hours: 20:00
Dillard's Max Drawdown (5Y): 78.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 78.60% |
February 29, 2024 | 78.60% |
January 31, 2024 | 78.60% |
December 31, 2023 | 78.60% |
November 30, 2023 | 78.60% |
October 31, 2023 | 78.60% |
September 30, 2023 | 78.60% |
August 31, 2023 | 78.60% |
July 31, 2023 | 78.60% |
June 30, 2023 | 78.60% |
May 31, 2023 | 78.60% |
April 30, 2023 | 78.60% |
March 31, 2023 | 78.60% |
February 28, 2023 | 78.60% |
January 31, 2023 | 78.60% |
December 31, 2022 | 78.60% |
November 30, 2022 | 78.60% |
October 31, 2022 | 78.60% |
September 30, 2022 | 78.60% |
August 31, 2022 | 78.60% |
July 31, 2022 | 78.60% |
June 30, 2022 | 78.60% |
May 31, 2022 | 78.60% |
April 30, 2022 | 78.60% |
March 31, 2022 | 78.60% |
Date | Value |
---|---|
February 28, 2022 | 78.60% |
January 31, 2022 | 78.60% |
December 31, 2021 | 78.60% |
November 30, 2021 | 78.60% |
October 31, 2021 | 78.60% |
September 30, 2021 | 78.60% |
August 31, 2021 | 78.60% |
July 31, 2021 | 78.60% |
June 30, 2021 | 78.60% |
May 31, 2021 | 78.60% |
April 30, 2021 | 78.60% |
March 31, 2021 | 78.60% |
February 28, 2021 | 78.60% |
January 31, 2021 | 78.60% |
December 31, 2020 | 78.60% |
November 30, 2020 | 78.60% |
October 31, 2020 | 78.60% |
September 30, 2020 | 78.60% |
August 31, 2020 | 78.60% |
July 31, 2020 | 78.60% |
June 30, 2020 | 78.60% |
May 31, 2020 | 78.60% |
April 30, 2020 | 78.60% |
March 31, 2020 | 69.67% |
February 29, 2020 | 66.77% |
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
Apr 2019
78.60%
Maximum
Apr 2020
76.29%
Average
78.60%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Macy's Inc | 91.86% |
Abercrombie & Fitch Co | 72.39% |
Nordstrom Inc | 81.38% |
Kohl's Corp | 84.47% |
American Eagle Outfitters Inc | 75.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 36.26 |
Beta (5Y) | 0.9563 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.69% |
Historical Sharpe Ratio (5Y) | 0.742 |
Historical Sortino (5Y) | 1.292 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.21% |