Express, Inc. (EXPRQ)
0.715
-0.12
(-13.86%)
USD |
OTCM |
May 03, 16:00
Express Max Drawdown (5Y): 99.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.66% |
| March 31, 2024 | 99.34% |
| February 29, 2024 | 98.93% |
| January 31, 2024 | 97.28% |
| December 31, 2023 | 97.28% |
| November 30, 2023 | 97.28% |
| October 31, 2023 | 97.28% |
| September 30, 2023 | 97.28% |
| August 31, 2023 | 97.28% |
| July 31, 2023 | 97.28% |
| June 30, 2023 | 97.28% |
| May 31, 2023 | 97.28% |
| April 30, 2023 | 97.28% |
| March 31, 2023 | 97.28% |
| February 28, 2023 | 97.28% |
| January 31, 2023 | 97.28% |
| December 31, 2022 | 97.28% |
| November 30, 2022 | 97.28% |
| October 31, 2022 | 97.28% |
| September 30, 2022 | 97.28% |
| August 31, 2022 | 97.28% |
| July 31, 2022 | 97.28% |
| June 30, 2022 | 97.28% |
| May 31, 2022 | 97.28% |
| April 30, 2022 | 97.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.28% |
| February 28, 2022 | 97.28% |
| January 31, 2022 | 97.28% |
| December 31, 2021 | 97.28% |
| November 30, 2021 | 97.28% |
| October 31, 2021 | 97.28% |
| September 30, 2021 | 97.28% |
| August 31, 2021 | 97.28% |
| July 31, 2021 | 97.28% |
| June 30, 2021 | 97.28% |
| May 31, 2021 | 97.28% |
| April 30, 2021 | 97.28% |
| March 31, 2021 | 97.28% |
| February 28, 2021 | 97.28% |
| January 31, 2021 | 97.28% |
| December 31, 2020 | 97.28% |
| November 30, 2020 | 97.28% |
| October 31, 2020 | 97.15% |
| September 30, 2020 | 97.15% |
| August 31, 2020 | 95.28% |
| July 31, 2020 | 95.28% |
| June 30, 2020 | 93.83% |
| May 31, 2020 | 93.83% |
| April 30, 2020 | 93.83% |
| March 31, 2020 | 93.04% |
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
85.94%
Minimum
May 2019
99.66%
Maximum
Apr 2024
95.89%
Average
97.28%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Children's Place Inc | 93.85% |
| The Cato Corp | 79.59% |
| Macy's Inc | 91.86% |
| Tilly's Inc | 82.45% |
| Victoria's Secret & Co | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -80.06 |
| Beta (5Y) | 1.574 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 172.6% |
| Historical Sharpe Ratio (5Y) | -0.3623 |
| Historical Sortino (5Y) | -1.148 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.60% |