Macy's Inc (M)
15.21
-0.06
(-0.39%)
USD |
NYSE |
Nov 04, 16:00
15.21
0.00 (0.00%)
After-Hours: 20:00
Macy's Max Drawdown (5Y): 91.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.86% |
| September 30, 2024 | 91.86% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
76.11%
Minimum
Nov 2019
91.86%
Maximum
Apr 2020
90.82%
Average
91.86%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Nordstrom Inc | 81.38% |
| Ross Stores Inc | 51.38% |
| Abercrombie & Fitch Co | 72.39% |
| Urban Outfitters Inc | 73.80% |
| The Cato Corp | 79.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.67 |
| Beta (5Y) | 2.122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.55% |
| Historical Sharpe Ratio (5Y) | 0.0261 |
| Historical Sortino (5Y) | 0.0435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.06% |