Macy's, Inc. (M)
22.73
-0.03
(-0.13%)
USD |
NYSE |
Oct 02, 16:00
22.73
0.00 (0.00%)
After-Hours: 20:00
Macy's Max Drawdown (5Y) : 69.67% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 69.67% |
| August 31, 2026 | 69.67% |
| July 31, 2026 | 69.67% |
| June 30, 2026 | 69.67% |
| May 31, 2026 | 69.67% |
| April 30, 2026 | 69.67% |
| March 31, 2026 | 69.67% |
| February 28, 2026 | 69.67% |
| January 31, 2026 | 69.67% |
| December 31, 2025 | 69.67% |
| November 30, 2025 | 71.82% |
| October 31, 2025 | 83.97% |
| September 30, 2025 | 84.95% |
| August 31, 2025 | 85.46% |
| July 31, 2025 | 87.91% |
| June 30, 2025 | 88.23% |
| May 31, 2025 | 88.94% |
| April 30, 2025 | 90.83% |
| March 31, 2025 | 91.82% |
| February 28, 2025 | 91.86% |
| January 31, 2025 | 91.86% |
| December 31, 2024 | 91.86% |
| November 30, 2024 | 91.86% |
| October 31, 2024 | 91.86% |
| September 30, 2024 | 91.86% |
| Date | Value |
|---|---|
| August 31, 2024 | 91.86% |
| July 31, 2024 | 91.86% |
| June 30, 2024 | 91.86% |
| May 31, 2024 | 91.86% |
| April 30, 2024 | 91.86% |
| March 31, 2024 | 91.86% |
| February 29, 2024 | 91.86% |
| January 31, 2024 | 91.86% |
| December 31, 2023 | 91.86% |
| November 30, 2023 | 91.86% |
| October 31, 2023 | 91.86% |
| September 30, 2023 | 91.86% |
| August 31, 2023 | 91.86% |
| July 31, 2023 | 91.86% |
| June 30, 2023 | 91.86% |
| May 31, 2023 | 91.86% |
| April 30, 2023 | 91.86% |
| March 31, 2023 | 91.86% |
| February 28, 2023 | 91.86% |
| January 31, 2023 | 91.86% |
| December 31, 2022 | 91.86% |
| November 30, 2022 | 91.86% |
| October 31, 2022 | 91.86% |
| September 30, 2022 | 91.86% |
| August 31, 2022 | 91.86% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Dillard's, Inc. | 49.58% |
| Kohl's Corp. | 87.57% |
| Amazon.com, Inc. | 56.15% |
| eBay, Inc. | 53.57% |
| Groupon, Inc. | 97.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.16 |
| Beta (5Y) | 1.446 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.53% |
| Historical Sharpe Ratio (5Y) | 0.0063 |
| Historical Sortino (5Y) | 0.013 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.62% |