Five Below, Inc. (FIVE)
244.60
+3.32
(+1.38%)
USD |
NASDAQ |
Sep 11, 16:00
244.68
+0.08
(+0.03%)
After-Hours: 20:00
Five Below Max Drawdown (5Y) : 76.40% for Aug. 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 |
|---|---|
| August 31, 2026 | 76.40% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 64.56% |
| August 31, 2022 | 64.56% |
| July 31, 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Victoria's Secret & Co. | 80.87% |
| The TJX Cos., Inc. | 27.68% |
| Amazon.com, Inc. | 56.15% |
| Dick's Sporting Goods, Inc. | 48.80% |
| Bath & Body Works, Inc. | 79.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.676 |
| Beta (5Y) | 0.9886 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.54% |
| Historical Sharpe Ratio (5Y) | -0.0137 |
| Historical Sortino (5Y) | -0.0246 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.06% |