Ollie's Bargain Outlet Holdings Inc (OLLI)

118.68 +1.11 (+0.94%) USD  |  NASDAQ  |  Dec 24, 13:00
118.68 0.00 (0.00%) After-Hours: 13:47
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Ollie's Bargain Outlet Holdings Max Drawdown (5Y): 66.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Costco Wholesale Corp 31.40%
The Kroger Co 32.33%
Dollar Tree Inc 64.84%
Target Corp 58.87%
Dollar General Corp 70.90%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.120
Beta (5Y) 0.8494
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.49%
Historical Sharpe Ratio (5Y) 0.1284
Historical Sortino (5Y) 0.2535
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.10%