Live Ventures Inc (LIVE)
9.77
-0.23
(-2.30%)
USD |
NASDAQ |
Nov 21, 16:00
9.90
+0.13
(+1.33%)
After-Hours: 20:00
Live Ventures Max Drawdown (5Y): 86.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.10% |
| September 30, 2024 | 84.83% |
| August 31, 2024 | 84.83% |
| July 31, 2024 | 84.83% |
| June 30, 2024 | 84.83% |
| May 31, 2024 | 84.83% |
| April 30, 2024 | 84.83% |
| March 31, 2024 | 84.83% |
| February 29, 2024 | 84.83% |
| January 31, 2024 | 84.83% |
| December 31, 2023 | 84.83% |
| November 30, 2023 | 84.83% |
| October 31, 2023 | 85.69% |
| September 30, 2023 | 87.43% |
| August 31, 2023 | 87.99% |
| July 31, 2023 | 88.65% |
| June 30, 2023 | 88.65% |
| May 31, 2023 | 88.65% |
| April 30, 2023 | 88.65% |
| March 31, 2023 | 88.65% |
| February 28, 2023 | 88.65% |
| January 31, 2023 | 88.65% |
| December 31, 2022 | 88.65% |
| November 30, 2022 | 88.65% |
| October 31, 2022 | 88.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.65% |
| August 31, 2022 | 88.65% |
| July 31, 2022 | 88.65% |
| June 30, 2022 | 88.65% |
| May 31, 2022 | 88.65% |
| April 30, 2022 | 88.65% |
| March 31, 2022 | 88.65% |
| February 28, 2022 | 88.65% |
| January 31, 2022 | 88.65% |
| December 31, 2021 | 88.65% |
| November 30, 2021 | 88.65% |
| October 31, 2021 | 88.65% |
| September 30, 2021 | 88.65% |
| August 31, 2021 | 88.65% |
| July 31, 2021 | 88.65% |
| June 30, 2021 | 88.65% |
| May 31, 2021 | 88.65% |
| April 30, 2021 | 88.65% |
| March 31, 2021 | 88.65% |
| February 28, 2021 | 88.65% |
| January 31, 2021 | 88.65% |
| December 31, 2020 | 88.65% |
| November 30, 2020 | 88.65% |
| October 31, 2020 | 89.30% |
| September 30, 2020 | 89.30% |
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
84.83%
Minimum
Nov 2023
89.30%
Maximum
Nov 2019
87.96%
Average
88.65%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Williams-Sonoma Inc | 60.60% |
| Tile Shop Holdings Inc | 97.72% |
| RH | 71.26% |
| Arhaus Inc | -- |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.709 |
| Beta (5Y) | 0.8895 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.50% |
| Historical Sharpe Ratio (5Y) | 0.0436 |
| Historical Sortino (5Y) | 0.1036 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.13% |