Nordstrom Inc (JWN)
24.22
+0.02
(+0.06%)
USD |
NYSE |
Mar 13, 15:44
Nordstrom Max Drawdown (5Y): 81.38% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Abercrombie & Fitch Co | 72.39% |
| Macy's Inc | 91.86% |
| Urban Outfitters Inc | 73.80% |
| Deckers Outdoor Corp | 54.69% |
| Starbucks Corp | 43.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.28 |
| Beta (5Y) | 2.609 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.89% |
| Historical Sharpe Ratio (5Y) | -0.1025 |
| Historical Sortino (5Y) | -0.2072 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.01% |