National Vision Holdings Inc (EYE)
17.87
+0.14
(+0.79%)
USD |
NASDAQ |
Apr 25, 16:00
17.87
0.00 (0.00%)
After-Hours: 20:00
National Vision Holdings Max Drawdown (5Y): 78.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 78.58% |
| February 29, 2024 | 78.58% |
| January 31, 2024 | 78.58% |
| December 31, 2023 | 78.58% |
| November 30, 2023 | 78.58% |
| October 31, 2023 | 78.58% |
| September 30, 2023 | 76.01% |
| August 31, 2023 | 73.39% |
| July 31, 2023 | 73.39% |
| June 30, 2023 | 73.39% |
| May 31, 2023 | 73.39% |
| April 30, 2023 | 73.39% |
| March 31, 2023 | 73.39% |
| February 28, 2023 | 70.04% |
| January 31, 2023 | 70.04% |
| December 31, 2022 | 70.04% |
| November 30, 2022 | 70.04% |
| October 31, 2022 | 70.04% |
| September 30, 2022 | 70.04% |
| August 31, 2022 | 70.04% |
| July 31, 2022 | 70.04% |
| June 30, 2022 | 70.04% |
| May 31, 2022 | 70.04% |
| April 30, 2022 | 70.04% |
| March 31, 2022 | 70.04% |
| Date | Value |
|---|---|
| February 28, 2022 | 70.04% |
| January 31, 2022 | 70.04% |
| December 31, 2021 | 70.04% |
| November 30, 2021 | 70.04% |
| October 31, 2021 | 70.04% |
| September 30, 2021 | 70.04% |
| August 31, 2021 | 70.04% |
| July 31, 2021 | 70.04% |
| June 30, 2021 | 70.04% |
| May 31, 2021 | 70.04% |
| April 30, 2021 | 70.04% |
| March 31, 2021 | 70.04% |
| February 28, 2021 | 70.04% |
| January 31, 2021 | 70.04% |
| December 31, 2020 | 70.04% |
| November 30, 2020 | 70.04% |
| October 31, 2020 | 70.04% |
| September 30, 2020 | 70.04% |
| August 31, 2020 | 70.04% |
| July 31, 2020 | 70.04% |
| June 30, 2020 | 70.04% |
| May 31, 2020 | 70.04% |
| April 30, 2020 | 70.04% |
| March 31, 2020 | 70.04% |
| February 29, 2020 | 50.24% |
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
42.24%
Minimum
Apr 2019
78.58%
Maximum
Oct 2023
67.06%
Average
70.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Tractor Supply Co | 39.73% |
| Lear Corp | 64.51% |
| YETI Holdings Inc | 73.53% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.86 |
| Beta (5Y) | 1.388 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.53% |
| Historical Sharpe Ratio (5Y) | -0.1575 |
| Historical Sortino (5Y) | -0.1842 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.73% |