The Lovesac Co (LOVE)
34.71
-0.69
(-1.95%)
USD |
NASDAQ |
Nov 22, 16:00
34.60
-0.11
(-0.32%)
Pre-Market: 20:00
Lovesac Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Leggett & Platt Inc | 79.02% |
| La-Z-Boy Inc | 55.00% |
| Tempur Sealy International Inc | 74.91% |
| Phoenix Motor Inc | -- |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.64 |
| Beta (5Y) | 2.910 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.66% |
| Historical Sharpe Ratio (5Y) | 0.1007 |
| Historical Sortino (5Y) | 0.2781 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.12% |