Oxford Industries Inc (OXM)
75.88
-0.54
(-0.71%)
USD |
NYSE |
Nov 18, 16:00
75.99
+0.11
(+0.14%)
After-Hours: 20:00
Oxford Industries Max Drawdown (5Y): 66.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.21% |
| September 30, 2024 | 66.21% |
| August 31, 2024 | 66.21% |
| July 31, 2024 | 66.21% |
| June 30, 2024 | 66.21% |
| May 31, 2024 | 66.21% |
| April 30, 2024 | 66.21% |
| March 31, 2024 | 66.21% |
| February 29, 2024 | 66.21% |
| January 31, 2024 | 66.21% |
| December 31, 2023 | 66.21% |
| November 30, 2023 | 66.21% |
| October 31, 2023 | 66.21% |
| September 30, 2023 | 66.21% |
| August 31, 2023 | 66.21% |
| July 31, 2023 | 66.21% |
| June 30, 2023 | 66.21% |
| May 31, 2023 | 66.21% |
| April 30, 2023 | 66.21% |
| March 31, 2023 | 66.21% |
| February 28, 2023 | 66.21% |
| January 31, 2023 | 66.21% |
| December 31, 2022 | 66.21% |
| November 30, 2022 | 66.21% |
| October 31, 2022 | 66.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.21% |
| August 31, 2022 | 66.21% |
| July 31, 2022 | 66.21% |
| June 30, 2022 | 66.21% |
| May 31, 2022 | 66.21% |
| April 30, 2022 | 66.21% |
| March 31, 2022 | 66.21% |
| February 28, 2022 | 66.21% |
| January 31, 2022 | 66.21% |
| December 31, 2021 | 66.21% |
| November 30, 2021 | 66.21% |
| October 31, 2021 | 66.21% |
| September 30, 2021 | 66.21% |
| August 31, 2021 | 66.21% |
| July 31, 2021 | 66.21% |
| June 30, 2021 | 66.21% |
| May 31, 2021 | 66.21% |
| April 30, 2021 | 66.21% |
| March 31, 2021 | 66.21% |
| February 28, 2021 | 66.21% |
| January 31, 2021 | 66.21% |
| December 31, 2020 | 66.21% |
| November 30, 2020 | 66.21% |
| October 31, 2020 | 66.21% |
| September 30, 2020 | 66.21% |
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
40.89%
Minimum
Nov 2019
66.21%
Maximum
Mar 2020
64.52%
Average
66.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hanesbrands Inc | 82.65% |
| Movado Group Inc | 82.73% |
| American Woodmark Corp | 74.37% |
| Hyliion Holdings Corp | 99.03% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.93 |
| Beta (5Y) | 1.55 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.34% |
| Historical Sharpe Ratio (5Y) | 0.0254 |
| Historical Sortino (5Y) | 0.0368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.94% |