Levi Strauss & Co (LEVI)
16.57
-0.19
(-1.13%)
USD |
NYSE |
Nov 15, 16:00
16.60
+0.03
(+0.18%)
Pre-Market: 20:00
Levi Strauss Max Drawdown (5Y): 59.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.86% |
September 30, 2024 | 59.86% |
August 31, 2024 | 59.86% |
July 31, 2024 | 59.86% |
June 30, 2024 | 59.86% |
May 31, 2024 | 59.86% |
April 30, 2024 | 59.86% |
March 31, 2024 | 59.86% |
February 29, 2024 | 59.86% |
January 31, 2024 | 59.86% |
December 31, 2023 | 59.86% |
November 30, 2023 | 59.86% |
October 31, 2023 | 59.86% |
September 30, 2023 | 59.86% |
August 31, 2023 | 59.86% |
July 31, 2023 | 59.86% |
June 30, 2023 | 59.86% |
May 31, 2023 | 59.86% |
April 30, 2023 | 59.86% |
March 31, 2023 | 59.86% |
February 28, 2023 | 59.86% |
January 31, 2023 | 59.86% |
December 31, 2022 | 59.86% |
November 30, 2022 | 59.86% |
October 31, 2022 | 59.86% |
Date | Value |
---|---|
September 30, 2022 | 59.86% |
August 31, 2022 | 59.86% |
July 31, 2022 | 59.86% |
June 30, 2022 | 59.86% |
May 31, 2022 | 59.86% |
April 30, 2022 | 59.86% |
March 31, 2022 | 59.86% |
February 28, 2022 | 59.86% |
January 31, 2022 | 59.86% |
December 31, 2021 | 59.86% |
November 30, 2021 | 59.86% |
October 31, 2021 | 59.86% |
September 30, 2021 | 59.86% |
August 31, 2021 | 59.86% |
July 31, 2021 | 59.86% |
June 30, 2021 | 59.86% |
May 31, 2021 | 59.86% |
April 30, 2021 | 59.86% |
March 31, 2021 | 59.86% |
February 28, 2021 | 59.86% |
January 31, 2021 | 59.86% |
December 31, 2020 | 59.86% |
November 30, 2020 | 59.86% |
October 31, 2020 | 59.86% |
September 30, 2020 | 59.86% |
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
32.75%
Minimum
Nov 2019
59.86%
Maximum
Apr 2020
57.99%
Average
59.86%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Tesla Inc | 73.63% |
Nike Inc | 58.62% |
Mattel Inc | 77.43% |
Workhorse Group Inc | 99.93% |
Lucid Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.32 |
Beta (5Y) | 1.177 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.79% |
Historical Sharpe Ratio (5Y) | -0.029 |
Historical Sortino (5Y) | -0.044 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.75% |