Macy's Inc (M)
18.37
+0.02
(+0.11%)
USD |
NYSE |
Apr 26, 15:39
Macy's Max Drawdown (5Y): 91.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
July 31, 2022 | 91.86% |
June 30, 2022 | 91.86% |
May 31, 2022 | 91.86% |
April 30, 2022 | 91.86% |
March 31, 2022 | 91.86% |
Date | Value |
---|---|
February 28, 2022 | 91.86% |
January 31, 2022 | 91.86% |
December 31, 2021 | 91.86% |
November 30, 2021 | 91.86% |
October 31, 2021 | 91.86% |
September 30, 2021 | 91.86% |
August 31, 2021 | 91.86% |
July 31, 2021 | 91.86% |
June 30, 2021 | 91.86% |
May 31, 2021 | 91.86% |
April 30, 2021 | 91.86% |
March 31, 2021 | 91.86% |
February 28, 2021 | 91.86% |
January 31, 2021 | 91.86% |
December 31, 2020 | 91.86% |
November 30, 2020 | 91.86% |
October 31, 2020 | 91.86% |
September 30, 2020 | 91.86% |
August 31, 2020 | 91.86% |
July 31, 2020 | 91.86% |
June 30, 2020 | 91.86% |
May 31, 2020 | 91.86% |
April 30, 2020 | 91.86% |
March 31, 2020 | 91.16% |
February 29, 2020 | 77.44% |
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
73.34%
Minimum
Apr 2019
91.86%
Maximum
Apr 2020
88.80%
Average
91.86%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Nordstrom Inc | 81.38% |
Abercrombie & Fitch Co | 72.39% |
Ross Stores Inc | 51.38% |
Lowe's Companies Inc | 48.63% |
American Eagle Outfitters Inc | 75.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.71 |
Beta (5Y) | 2.157 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.46% |
Historical Sharpe Ratio (5Y) | -0.0233 |
Historical Sortino (5Y) | -0.0372 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.12% |