Five Below Inc (FIVE)
83.46
+0.36
(+0.43%)
USD |
NASDAQ |
Nov 21, 16:00
83.46
0.00 (0.00%)
After-Hours: 19:17
Five Below Max Drawdown (5Y): 72.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.49% |
| September 30, 2024 | 72.49% |
| August 31, 2024 | 72.49% |
| July 31, 2024 | 69.69% |
| June 30, 2024 | 64.56% |
| May 31, 2024 | 64.56% |
| April 30, 2024 | 64.56% |
| March 31, 2024 | 64.56% |
| February 29, 2024 | 64.56% |
| January 31, 2024 | 64.56% |
| December 31, 2023 | 64.56% |
| November 30, 2023 | 64.56% |
| October 31, 2023 | 64.56% |
| September 30, 2023 | 64.56% |
| August 31, 2023 | 64.56% |
| July 31, 2023 | 64.56% |
| June 30, 2023 | 64.56% |
| May 31, 2023 | 64.56% |
| April 30, 2023 | 64.56% |
| March 31, 2023 | 64.56% |
| February 28, 2023 | 64.56% |
| January 31, 2023 | 64.56% |
| December 31, 2022 | 64.56% |
| November 30, 2022 | 64.56% |
| October 31, 2022 | 64.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.56% |
| August 31, 2022 | 64.56% |
| July 31, 2022 | 64.56% |
| June 30, 2022 | 64.56% |
| May 31, 2022 | 64.56% |
| April 30, 2022 | 64.56% |
| March 31, 2022 | 64.56% |
| February 28, 2022 | 64.56% |
| January 31, 2022 | 64.56% |
| December 31, 2021 | 64.56% |
| November 30, 2021 | 64.56% |
| October 31, 2021 | 64.56% |
| September 30, 2021 | 64.56% |
| August 31, 2021 | 64.56% |
| July 31, 2021 | 64.56% |
| June 30, 2021 | 64.56% |
| May 31, 2021 | 64.56% |
| April 30, 2021 | 64.56% |
| March 31, 2021 | 64.56% |
| February 28, 2021 | 64.56% |
| January 31, 2021 | 64.56% |
| December 31, 2020 | 64.56% |
| November 30, 2020 | 64.56% |
| October 31, 2020 | 64.56% |
| September 30, 2020 | 64.56% |
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
49.38%
Minimum
Nov 2019
72.49%
Maximum
Aug 2024
64.03%
Average
64.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ross Stores Inc | 51.38% |
| TJX Companies Inc | 42.55% |
| Victoria's Secret & Co | -- |
| Abercrombie & Fitch Co | 72.39% |
| Best Buy Co Inc | 52.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.27 |
| Beta (5Y) | 1.202 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.12% |
| Historical Sharpe Ratio (5Y) | -0.1648 |
| Historical Sortino (5Y) | -0.2309 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.47% |