Oxford Industries Inc (OXM)
109.00
+1.39
(+1.29%)
USD |
NYSE |
May 02, 12:11
Oxford Industries Max Drawdown (5Y): 66.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 66.21% |
July 31, 2020 | 66.21% |
June 30, 2020 | 66.21% |
May 31, 2020 | 66.21% |
April 30, 2020 | 66.21% |
March 31, 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
May 2019
66.21%
Maximum
Mar 2020
61.99%
Average
66.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ralph Lauren Corp | 55.18% |
Under Armour Inc | 85.19% |
BorgWarner Inc | 65.56% |
Hanesbrands Inc | 82.65% |
Rivian Automotive Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.94 |
Beta (5Y) | 1.580 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.75% |
Historical Sharpe Ratio (5Y) | 0.1358 |
Historical Sortino (5Y) | 0.1902 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.34% |