Five Below, Inc. (FIVE)
221.19
+0.02
(+0.01%)
USD |
NASDAQ |
Oct 02, 16:00
221.23
+0.04
(+0.02%)
After-Hours: 20:00
Five Below Max Drawdown (5Y) : 76.40% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 76.40% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 64.56% |
| August 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
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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% |
| Amazon.com, Inc. | 56.15% |
| Sally Beauty Holdings, Inc. | 71.29% |
| Ulta Beauty, Inc. | 44.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.786 |
| Beta (5Y) | 0.9423 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.21% |
| Historical Sharpe Ratio (5Y) | 0.0125 |
| Historical Sortino (5Y) | 0.0222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.06% |