Gap Inc (GAP)

24.11 +0.23 (+0.96%) USD  |  NYSE  |  Dec 20, 16:00
24.30 +0.19 (+0.79%) Pre-Market: 20:00
More

Gap Max Drawdown (5Y): 84.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for GAP.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Ross Stores Inc 51.38%
Abercrombie & Fitch Co 72.39%
Urban Outfitters Inc 73.80%
Macy's Inc 91.86%
American Eagle Outfitters Inc 75.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.60
Beta (5Y) 2.376
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 65.69%
Historical Sharpe Ratio (5Y) 0.139
Historical Sortino (5Y) 0.2384
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.76%