Macy's Inc (M)
11.18
+0.16
(+1.45%)
USD |
NYSE |
Apr 25, 16:00
11.18
0.00 (0.00%)
After-Hours: 20:00
Macy's Max Drawdown (5Y): 91.82% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Abercrombie & Fitch Co | 72.39% |
| Nordstrom Inc | 81.38% |
| Best Buy Co Inc | 52.58% |
| Kohl's Corp | 84.47% |
| Gap Inc | 84.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.187 |
| Beta (5Y) | 1.729 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.75% |
| Historical Sharpe Ratio (5Y) | 0.3652 |
| Historical Sortino (5Y) | 0.8894 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.10% |