Destination XL Group Inc (DXLG)
2.58
+0.08
(+3.20%)
USD |
NASDAQ |
Nov 21, 16:00
2.595
+0.02
(+0.58%)
After-Hours: 20:00
Destination XL Group Max Drawdown (5Y): 96.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 96.47% |
September 30, 2024 | 96.47% |
August 31, 2024 | 96.47% |
July 31, 2024 | 96.47% |
June 30, 2024 | 96.47% |
May 31, 2024 | 96.47% |
April 30, 2024 | 96.47% |
March 31, 2024 | 96.47% |
February 29, 2024 | 96.47% |
January 31, 2024 | 96.47% |
December 31, 2023 | 96.47% |
November 30, 2023 | 96.47% |
October 31, 2023 | 96.47% |
September 30, 2023 | 96.47% |
August 31, 2023 | 96.47% |
July 31, 2023 | 96.47% |
June 30, 2023 | 96.47% |
May 31, 2023 | 96.47% |
April 30, 2023 | 96.47% |
March 31, 2023 | 96.47% |
February 28, 2023 | 96.47% |
January 31, 2023 | 96.47% |
December 31, 2022 | 96.47% |
November 30, 2022 | 96.47% |
October 31, 2022 | 96.47% |
Date | Value |
---|---|
September 30, 2022 | 96.47% |
August 31, 2022 | 96.47% |
July 31, 2022 | 96.47% |
June 30, 2022 | 96.47% |
May 31, 2022 | 96.47% |
April 30, 2022 | 96.47% |
March 31, 2022 | 96.47% |
February 28, 2022 | 96.47% |
January 31, 2022 | 96.47% |
December 31, 2021 | 96.47% |
November 30, 2021 | 96.47% |
October 31, 2021 | 96.47% |
September 30, 2021 | 96.47% |
August 31, 2021 | 96.47% |
July 31, 2021 | 96.47% |
June 30, 2021 | 96.47% |
May 31, 2021 | 96.47% |
April 30, 2021 | 96.47% |
March 31, 2021 | 96.47% |
February 28, 2021 | 96.47% |
January 31, 2021 | 96.47% |
December 31, 2020 | 96.47% |
November 30, 2020 | 96.47% |
October 31, 2020 | 96.47% |
September 30, 2020 | 96.47% |
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
81.16%
Minimum
Nov 2019
96.47%
Maximum
Mar 2020
95.61%
Average
96.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Eagle Outfitters Inc | 75.65% |
Abercrombie & Fitch Co | 72.39% |
Ross Stores Inc | 51.38% |
Urban Outfitters Inc | 73.80% |
Lands' End Inc | 88.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.443 |
Beta (5Y) | 1.325 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.3% |
Historical Sharpe Ratio (5Y) | 0.0917 |
Historical Sortino (5Y) | 0.2448 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |