Gap Inc (GAP)
20.63
+0.47
(+2.33%)
USD |
NYSE |
Sep 19, 11:59
Gap Max Drawdown (5Y): 83.18% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 83.18% |
July 31, 2024 | 83.18% |
June 30, 2024 | 83.18% |
May 31, 2024 | 83.18% |
April 30, 2024 | 83.18% |
March 31, 2024 | 83.18% |
February 29, 2024 | 83.18% |
January 31, 2024 | 83.18% |
December 31, 2023 | 83.18% |
November 30, 2023 | 83.18% |
October 31, 2023 | 83.18% |
September 30, 2023 | 83.18% |
August 31, 2023 | 83.18% |
July 31, 2023 | 83.18% |
June 30, 2023 | 83.18% |
May 31, 2023 | 83.18% |
April 30, 2023 | 83.18% |
March 31, 2023 | 83.18% |
February 28, 2023 | 83.18% |
January 31, 2023 | 83.18% |
December 31, 2022 | 83.18% |
November 30, 2022 | 83.18% |
October 31, 2022 | 83.18% |
September 30, 2022 | 83.18% |
August 31, 2022 | 83.18% |
Date | Value |
---|---|
July 31, 2022 | 83.18% |
June 30, 2022 | 83.18% |
May 31, 2022 | 83.18% |
April 30, 2022 | 83.18% |
March 31, 2022 | 83.18% |
February 28, 2022 | 83.18% |
January 31, 2022 | 83.18% |
December 31, 2021 | 83.18% |
November 30, 2021 | 83.18% |
October 31, 2021 | 83.18% |
September 30, 2021 | 83.18% |
August 31, 2021 | 83.18% |
July 31, 2021 | 83.18% |
June 30, 2021 | 83.18% |
May 31, 2021 | 83.18% |
April 30, 2021 | 83.18% |
March 31, 2021 | 83.18% |
February 28, 2021 | 83.18% |
January 31, 2021 | 83.18% |
December 31, 2020 | 83.18% |
November 30, 2020 | 83.18% |
October 31, 2020 | 83.18% |
September 30, 2020 | 83.18% |
August 31, 2020 | 83.18% |
July 31, 2020 | 83.18% |
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
61.57%
Minimum
Sep 2019
83.18%
Maximum
Apr 2020
80.98%
Average
83.18%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
American Eagle Outfitters Inc | 75.65% |
Abercrombie & Fitch Co | 72.39% |
Dick's Sporting Goods Inc | 70.81% |
Urban Outfitters Inc | 73.80% |
Nordstrom Inc | 81.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.31 |
Beta (5Y) | 2.355 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.41% |
Historical Sharpe Ratio (5Y) | 0.1351 |
Historical Sortino (5Y) | 0.2283 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.76% |