Dollar Tree Inc (DLTR)
65.22
+2.04
(+3.23%)
USD |
NASDAQ |
Nov 21, 13:04
Dollar Tree Max Drawdown (5Y): 63.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.63% |
| September 30, 2024 | 63.49% |
| August 31, 2024 | 51.46% |
| July 31, 2024 | 44.64% |
| June 30, 2024 | 44.64% |
| May 31, 2024 | 44.64% |
| April 30, 2024 | 44.64% |
| March 31, 2024 | 44.64% |
| February 29, 2024 | 44.64% |
| January 31, 2024 | 44.64% |
| December 31, 2023 | 44.64% |
| November 30, 2023 | 44.64% |
| October 31, 2023 | 44.64% |
| September 30, 2023 | 44.64% |
| August 31, 2023 | 44.64% |
| July 31, 2023 | 44.64% |
| June 30, 2023 | 44.64% |
| May 31, 2023 | 44.64% |
| April 30, 2023 | 44.64% |
| March 31, 2023 | 44.64% |
| February 28, 2023 | 44.64% |
| January 31, 2023 | 44.64% |
| December 31, 2022 | 44.64% |
| November 30, 2022 | 44.64% |
| October 31, 2022 | 44.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.64% |
| August 31, 2022 | 44.64% |
| July 31, 2022 | 44.64% |
| June 30, 2022 | 44.64% |
| May 31, 2022 | 44.64% |
| April 30, 2022 | 44.64% |
| March 31, 2022 | 44.64% |
| February 28, 2022 | 44.64% |
| January 31, 2022 | 44.64% |
| December 31, 2021 | 44.64% |
| November 30, 2021 | 44.64% |
| October 31, 2021 | 44.64% |
| September 30, 2021 | 44.64% |
| August 31, 2021 | 44.64% |
| July 31, 2021 | 44.64% |
| June 30, 2021 | 44.64% |
| May 31, 2021 | 44.64% |
| April 30, 2021 | 44.64% |
| March 31, 2021 | 44.64% |
| February 28, 2021 | 44.64% |
| January 31, 2021 | 44.64% |
| December 31, 2020 | 44.64% |
| November 30, 2020 | 44.64% |
| October 31, 2020 | 44.64% |
| September 30, 2020 | 44.64% |
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
32.34%
Minimum
Nov 2019
63.63%
Maximum
Oct 2024
44.56%
Average
44.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Target Corp | 58.87% |
| Dollar General Corp | 68.65% |
| Costco Wholesale Corp | 31.40% |
| Hormel Foods Corp | 45.00% |
| Walmart Inc | 25.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.77 |
| Beta (5Y) | 0.8716 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.00% |
| Historical Sharpe Ratio (5Y) | -0.3382 |
| Historical Sortino (5Y) | -0.5483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.10% |