National Vision Holdings Inc (EYE)
11.55
+0.21
(+1.85%)
USD |
NASDAQ |
Nov 21, 16:00
11.54
0.00 (0.00%)
After-Hours: 20:00
National Vision Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| American Woodmark Corp | 74.37% |
| Bassett Furniture Industries Inc | 88.65% |
| Commercial Vehicle Group Inc | 90.48% |
| Hyliion Holdings Corp | -- |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.90 |
| Beta (5Y) | 1.416 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.28% |
| Historical Sharpe Ratio (5Y) | -0.3132 |
| Historical Sortino (5Y) | -0.3884 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.69% |