Ollie's Bargain Outlet Holdings Inc (OLLI)
107.31
+1.87
(+1.77%)
USD |
NASDAQ |
Apr 25, 16:00
107.00
-0.31
(-0.29%)
After-Hours: 20:00
Ollie's Bargain Outlet Holdings Max Drawdown (5Y): 65.59% 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
| Dollar Tree Inc | 64.84% |
| Costco Wholesale Corp | 31.40% |
| Pricesmart Inc | 48.50% |
| Target Corp | 58.87% |
| Dollar General Corp | 72.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.592 |
| Beta (5Y) | 0.7520 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.18% |
| Historical Sharpe Ratio (5Y) | 0.4176 |
| Historical Sortino (5Y) | 0.7682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.74% |