Five Below, Inc. (FIVE)
262.75
+12.51
(+5.00%)
USD |
NASDAQ |
Aug 24, 16:00
264.05
+1.30
(+0.49%)
After-Hours: 20:00
Five Below Max Drawdown (5Y) : 76.40% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 76.40% |
| June 30, 2026 | 76.40% |
| May 31, 2026 | 76.40% |
| April 30, 2026 | 76.40% |
| March 31, 2026 | 76.40% |
| February 28, 2026 | 76.40% |
| January 31, 2026 | 76.40% |
| December 31, 2025 | 76.40% |
| November 30, 2025 | 76.40% |
| October 31, 2025 | 76.40% |
| September 30, 2025 | 76.40% |
| August 31, 2025 | 76.40% |
| July 31, 2025 | 76.40% |
| June 30, 2025 | 76.40% |
| May 31, 2025 | 76.40% |
| April 30, 2025 | 76.40% |
| March 31, 2025 | 72.49% |
| February 28, 2025 | 72.49% |
| January 31, 2025 | 72.49% |
| December 31, 2024 | 72.49% |
| November 30, 2024 | 72.49% |
| October 31, 2024 | 72.49% |
| September 30, 2024 | 72.49% |
| August 31, 2024 | 72.49% |
| July 31, 2024 | 69.69% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 64.56% |
| August 31, 2022 | 64.56% |
| July 31, 2022 | 64.56% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The TJX Cos., Inc. | 27.68% |
| Victoria's Secret & Co. | 80.87% |
| Ulta Beauty, Inc. | 44.56% |
| Bath & Body Works, Inc. | 79.17% |
| Ross Stores, Inc. | 46.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.48 |
| Beta (5Y) | 0.9844 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.88% |
| Historical Sharpe Ratio (5Y) | -0.0279 |
| Historical Sortino (5Y) | -0.0494 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.06% |