Luvu Brands Inc (LUVU)
0.053
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Luvu Brands Max Drawdown (5Y): 89.75% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 89.75% |
| August 31, 2024 | 89.75% |
| July 31, 2024 | 89.75% |
| June 30, 2024 | 89.75% |
| May 31, 2024 | 89.75% |
| April 30, 2024 | 88.24% |
| March 31, 2024 | 85.80% |
| February 29, 2024 | 85.80% |
| January 31, 2024 | 85.67% |
| December 31, 2023 | 85.67% |
| November 30, 2023 | 85.67% |
| October 31, 2023 | 85.67% |
| September 30, 2023 | 85.67% |
| August 31, 2023 | 84.57% |
| July 31, 2023 | 84.12% |
| June 30, 2023 | 84.12% |
| May 31, 2023 | 84.12% |
| April 30, 2023 | 84.12% |
| March 31, 2023 | 84.12% |
| February 28, 2023 | 84.12% |
| January 31, 2023 | 84.12% |
| December 31, 2022 | 84.12% |
| November 30, 2022 | 84.12% |
| October 31, 2022 | 84.12% |
| September 30, 2022 | 83.15% |
| Date | Value |
|---|---|
| August 31, 2022 | 83.15% |
| July 31, 2022 | 83.15% |
| June 30, 2022 | 83.15% |
| May 31, 2022 | 83.15% |
| April 30, 2022 | 83.15% |
| March 31, 2022 | 83.15% |
| February 28, 2022 | 83.15% |
| January 31, 2022 | 83.15% |
| December 31, 2021 | 88.58% |
| November 30, 2021 | 93.18% |
| October 31, 2021 | 93.75% |
| September 30, 2021 | 93.75% |
| August 31, 2021 | 94.32% |
| July 31, 2021 | 94.77% |
| June 30, 2021 | 97.00% |
| May 31, 2021 | 97.00% |
| April 30, 2021 | 97.22% |
| March 31, 2021 | 97.41% |
| February 28, 2021 | 97.41% |
| January 31, 2021 | 97.41% |
| December 31, 2020 | 97.41% |
| November 30, 2020 | 97.41% |
| October 31, 2020 | 97.41% |
| September 30, 2020 | 97.41% |
| August 31, 2020 | 97.41% |
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
83.15%
Minimum
Jan 2022
97.41%
Maximum
Nov 2019
90.11%
Average
89.75%
Median
May 2024
Max Drawdown (5Y) Benchmarks
| Bassett Furniture Industries Inc | 88.65% |
| American Woodmark Corp | 74.37% |
| Flexsteel Industries Inc | 85.59% |
| Hooker Furnishings Corp | 74.84% |
| Virco Manufacturing Corp | 67.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.704 |
| Beta (5Y) | 2.084 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 139.9% |
| Historical Sharpe Ratio (5Y) | 0.1486 |
| Historical Sortino (5Y) | 0.5853 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.94% |