Genesco Inc (GCO)
26.14
+1.22
(+4.90%)
USD |
NYSE |
Nov 04, 16:00
26.14
0.00 (0.00%)
After-Hours: 20:00
Genesco Max Drawdown (5Y): 88.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.03% |
| September 30, 2024 | 88.03% |
| August 31, 2024 | 88.03% |
| July 31, 2024 | 88.03% |
| June 30, 2024 | 88.03% |
| May 31, 2024 | 88.03% |
| April 30, 2024 | 88.03% |
| March 31, 2024 | 88.03% |
| February 29, 2024 | 88.03% |
| January 31, 2024 | 88.03% |
| December 31, 2023 | 88.03% |
| November 30, 2023 | 88.03% |
| October 31, 2023 | 88.03% |
| September 30, 2023 | 88.03% |
| August 31, 2023 | 88.03% |
| July 31, 2023 | 88.03% |
| June 30, 2023 | 88.03% |
| May 31, 2023 | 88.03% |
| April 30, 2023 | 88.03% |
| March 31, 2023 | 88.03% |
| February 28, 2023 | 88.03% |
| January 31, 2023 | 88.03% |
| December 31, 2022 | 88.03% |
| November 30, 2022 | 88.03% |
| October 31, 2022 | 88.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.03% |
| August 31, 2022 | 88.03% |
| July 31, 2022 | 88.03% |
| June 30, 2022 | 88.03% |
| May 31, 2022 | 88.03% |
| April 30, 2022 | 88.03% |
| March 31, 2022 | 88.03% |
| February 28, 2022 | 88.03% |
| January 31, 2022 | 88.03% |
| December 31, 2021 | 88.03% |
| November 30, 2021 | 88.03% |
| October 31, 2021 | 88.03% |
| September 30, 2021 | 88.03% |
| August 31, 2021 | 88.03% |
| July 31, 2021 | 88.03% |
| June 30, 2021 | 88.03% |
| May 31, 2021 | 88.03% |
| April 30, 2021 | 88.03% |
| March 31, 2021 | 88.03% |
| February 28, 2021 | 88.03% |
| January 31, 2021 | 88.03% |
| December 31, 2020 | 88.03% |
| November 30, 2020 | 88.03% |
| October 31, 2020 | 88.03% |
| September 30, 2020 | 88.03% |
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
76.30%
Minimum
Nov 2019
88.03%
Maximum
Mar 2020
87.24%
Average
88.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Abercrombie & Fitch Co | 72.39% |
| Citi Trends Inc | 87.25% |
| Innovative Designs Inc | 99.83% |
| Stitch Fix Inc | 98.03% |
| Caleres Inc | 91.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.43 |
| Beta (5Y) | 2.407 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.25% |
| Historical Sharpe Ratio (5Y) | -0.1563 |
| Historical Sortino (5Y) | -0.236 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.10% |