Lands' End Inc (LE)
14.95
+0.18
(+1.22%)
USD |
NASDAQ |
Nov 21, 16:00
15.00
+0.05
(+0.33%)
Pre-Market: 08:47
Lands' End Max Drawdown (5Y): 88.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 88.21% |
September 30, 2024 | 88.21% |
August 31, 2024 | 88.21% |
July 31, 2024 | 88.21% |
June 30, 2024 | 88.21% |
May 31, 2024 | 88.21% |
April 30, 2024 | 88.21% |
March 31, 2024 | 88.21% |
February 29, 2024 | 88.21% |
January 31, 2024 | 88.21% |
December 31, 2023 | 88.21% |
November 30, 2023 | 88.21% |
October 31, 2023 | 88.21% |
September 30, 2023 | 88.21% |
August 31, 2023 | 88.21% |
July 31, 2023 | 88.21% |
June 30, 2023 | 88.21% |
May 31, 2023 | 88.21% |
April 30, 2023 | 88.21% |
March 31, 2023 | 88.21% |
February 28, 2023 | 88.21% |
January 31, 2023 | 88.21% |
December 31, 2022 | 88.21% |
November 30, 2022 | 88.21% |
October 31, 2022 | 88.21% |
Date | Value |
---|---|
September 30, 2022 | 88.21% |
August 31, 2022 | 88.21% |
July 31, 2022 | 88.21% |
June 30, 2022 | 88.21% |
May 31, 2022 | 88.21% |
April 30, 2022 | 88.21% |
March 31, 2022 | 88.21% |
February 28, 2022 | 88.21% |
January 31, 2022 | 88.21% |
December 31, 2021 | 88.21% |
November 30, 2021 | 88.21% |
October 31, 2021 | 88.21% |
September 30, 2021 | 88.21% |
August 31, 2021 | 88.21% |
July 31, 2021 | 88.21% |
June 30, 2021 | 88.21% |
May 31, 2021 | 88.21% |
April 30, 2021 | 88.21% |
March 31, 2021 | 88.21% |
February 28, 2021 | 88.21% |
January 31, 2021 | 88.21% |
December 31, 2020 | 88.21% |
November 30, 2020 | 88.21% |
October 31, 2020 | 88.21% |
September 30, 2020 | 88.21% |
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
86.92%
Minimum
Nov 2019
88.21%
Maximum
Apr 2020
88.11%
Average
88.21%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Nordstrom Inc | 81.38% |
American Eagle Outfitters Inc | 75.65% |
Ross Stores Inc | 51.38% |
Urban Outfitters Inc | 73.80% |
Destination XL Group Inc | 96.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.83 |
Beta (5Y) | 2.783 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.66% |
Historical Sharpe Ratio (5Y) | 0.0383 |
Historical Sortino (5Y) | 0.0708 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.95% |