Ollie's Bargain Outlet Holdings Inc (OLLI)
90.75
+3.19
(+3.64%)
USD |
NASDAQ |
Nov 21, 16:00
92.60
+1.85
(+2.04%)
After-Hours: 20:00
Ollie's Bargain Outlet Holdings Max Drawdown (5Y): 66.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.23% |
| September 30, 2024 | 66.23% |
| August 31, 2024 | 66.23% |
| July 31, 2024 | 66.23% |
| June 30, 2024 | 66.23% |
| May 31, 2024 | 66.23% |
| April 30, 2024 | 66.23% |
| March 31, 2024 | 66.23% |
| February 29, 2024 | 66.23% |
| January 31, 2024 | 66.23% |
| December 31, 2023 | 66.23% |
| November 30, 2023 | 66.23% |
| October 31, 2023 | 66.23% |
| September 30, 2023 | 66.23% |
| August 31, 2023 | 66.23% |
| July 31, 2023 | 66.23% |
| June 30, 2023 | 66.23% |
| May 31, 2023 | 66.23% |
| April 30, 2023 | 66.23% |
| March 31, 2023 | 66.23% |
| February 28, 2023 | 66.23% |
| January 31, 2023 | 66.23% |
| December 31, 2022 | 66.23% |
| November 30, 2022 | 66.23% |
| October 31, 2022 | 66.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.23% |
| August 31, 2022 | 66.23% |
| July 31, 2022 | 66.23% |
| June 30, 2022 | 66.23% |
| May 31, 2022 | 66.23% |
| April 30, 2022 | 66.23% |
| March 31, 2022 | 66.23% |
| February 28, 2022 | 66.23% |
| January 31, 2022 | 66.23% |
| December 31, 2021 | 66.23% |
| November 30, 2021 | 66.23% |
| October 31, 2021 | 66.23% |
| September 30, 2021 | 66.23% |
| August 31, 2021 | 66.23% |
| July 31, 2021 | 66.23% |
| June 30, 2021 | 66.23% |
| May 31, 2021 | 66.23% |
| April 30, 2021 | 66.23% |
| March 31, 2021 | 66.23% |
| February 28, 2021 | 66.23% |
| January 31, 2021 | 66.23% |
| December 31, 2020 | 66.23% |
| November 30, 2020 | 66.23% |
| October 31, 2020 | 66.23% |
| September 30, 2020 | 66.23% |
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
46.17%
Minimum
Nov 2019
66.23%
Maximum
Mar 2020
65.01%
Average
66.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Dollar General Corp | 68.65% |
| The Kroger Co | 37.27% |
| Big Lots Inc | 99.90% |
| Sprouts Farmers Market Inc | 62.80% |
| Costco Wholesale Corp | 31.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.691 |
| Beta (5Y) | 0.8410 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.02% |
| Historical Sharpe Ratio (5Y) | 0.1054 |
| Historical Sortino (5Y) | 0.2072 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.70% |