Purple Innovation Inc (PRPL)
0.7377
-0.01
(-1.80%)
USD |
NASDAQ |
Mar 31, 15:07
Purple Innovation Max Drawdown (5Y): 98.59% for Feb. 28, 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
| Leggett & Platt Inc | 81.18% |
| Sleep Number Corp | 94.13% |
| Somnigroup International Inc | 74.91% |
| Suncliff Inc | 100.00% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -78.99 |
| Beta (5Y) | 2.369 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.25% |
| Historical Sharpe Ratio (5Y) | -0.489 |
| Historical Sortino (5Y) | -0.9852 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.45% |