Purple Innovation Inc (PRPL)
1.555
0.00 (0.00%)
USD |
NASDAQ |
May 02, 10:05
Purple Innovation Max Drawdown (5Y): 98.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.59% |
March 31, 2024 | 98.59% |
February 29, 2024 | 98.59% |
January 31, 2024 | 98.59% |
December 31, 2023 | 98.59% |
November 30, 2023 | 98.59% |
October 31, 2023 | 97.60% |
September 30, 2023 | 96.23% |
August 31, 2023 | 94.91% |
July 31, 2023 | 94.46% |
June 30, 2023 | 94.46% |
May 31, 2023 | 94.46% |
April 30, 2023 | 94.46% |
March 31, 2023 | 93.73% |
February 28, 2023 | 93.36% |
January 31, 2023 | 93.36% |
December 31, 2022 | 93.36% |
November 30, 2022 | 93.36% |
October 31, 2022 | 93.36% |
September 30, 2022 | 93.36% |
August 31, 2022 | 92.86% |
July 31, 2022 | 92.47% |
June 30, 2022 | 92.36% |
May 31, 2022 | 92.21% |
April 30, 2022 | 89.71% |
Date | Value |
---|---|
March 31, 2022 | 86.02% |
February 28, 2022 | 86.02% |
January 31, 2022 | 81.62% |
December 31, 2021 | 77.15% |
November 30, 2021 | 74.23% |
October 31, 2021 | 71.32% |
September 30, 2021 | 71.32% |
August 31, 2021 | 71.32% |
July 31, 2021 | 71.32% |
June 30, 2021 | 71.32% |
May 31, 2021 | 71.32% |
April 30, 2021 | 71.32% |
March 31, 2021 | 71.32% |
February 28, 2021 | 71.32% |
January 31, 2021 | 71.32% |
December 31, 2020 | 71.32% |
November 30, 2020 | 71.32% |
October 31, 2020 | 71.32% |
September 30, 2020 | 71.32% |
August 31, 2020 | 71.32% |
July 31, 2020 | 71.32% |
June 30, 2020 | 71.32% |
May 31, 2020 | 71.32% |
April 30, 2020 | 71.32% |
March 31, 2020 | 68.53% |
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
64.53%
Minimum
May 2019
98.59%
Maximum
Nov 2023
80.76%
Average
72.78%
Median
Max Drawdown (5Y) Benchmarks
Leggett & Platt Inc | 64.83% |
Tempur Sealy International Inc | 74.91% |
Sleep Number Corp | 93.64% |
Suncliff Inc | 100.00% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -47.31 |
Beta (5Y) | 1.962 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.40% |
Historical Sharpe Ratio (5Y) | -0.2612 |
Historical Sortino (5Y) | -0.4845 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.13% |