Ross Stores Inc (ROST)
143.10
+3.78
(+2.71%)
USD |
NASDAQ |
Nov 21, 16:00
153.14
+10.04
(+7.02%)
After-Hours: 19:54
Ross Stores Max Drawdown (5Y): 51.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.38% |
| September 30, 2024 | 51.38% |
| August 31, 2024 | 51.38% |
| July 31, 2024 | 51.38% |
| June 30, 2024 | 51.38% |
| May 31, 2024 | 51.38% |
| April 30, 2024 | 51.38% |
| March 31, 2024 | 51.38% |
| February 29, 2024 | 51.38% |
| January 31, 2024 | 51.38% |
| December 31, 2023 | 51.38% |
| November 30, 2023 | 51.38% |
| October 31, 2023 | 51.38% |
| September 30, 2023 | 51.38% |
| August 31, 2023 | 51.38% |
| July 31, 2023 | 51.38% |
| June 30, 2023 | 51.38% |
| May 31, 2023 | 51.38% |
| April 30, 2023 | 51.38% |
| March 31, 2023 | 51.38% |
| February 28, 2023 | 51.38% |
| January 31, 2023 | 51.38% |
| December 31, 2022 | 51.38% |
| November 30, 2022 | 51.38% |
| October 31, 2022 | 51.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.38% |
| August 31, 2022 | 51.38% |
| July 31, 2022 | 51.38% |
| June 30, 2022 | 51.38% |
| May 31, 2022 | 51.38% |
| April 30, 2022 | 51.38% |
| March 31, 2022 | 51.38% |
| February 28, 2022 | 51.38% |
| January 31, 2022 | 51.38% |
| December 31, 2021 | 51.38% |
| November 30, 2021 | 51.38% |
| October 31, 2021 | 51.38% |
| September 30, 2021 | 51.38% |
| August 31, 2021 | 51.38% |
| July 31, 2021 | 51.38% |
| June 30, 2021 | 51.38% |
| May 31, 2021 | 51.38% |
| April 30, 2021 | 51.38% |
| March 31, 2021 | 51.38% |
| February 28, 2021 | 51.38% |
| January 31, 2021 | 51.38% |
| December 31, 2020 | 51.38% |
| November 30, 2020 | 51.38% |
| October 31, 2020 | 51.38% |
| September 30, 2020 | 51.38% |
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
25.96%
Minimum
Nov 2019
51.38%
Maximum
Mar 2020
49.68%
Average
51.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boot Barn Holdings Inc | 77.88% |
| Abercrombie & Fitch Co | 72.39% |
| Nordstrom Inc | 81.38% |
| Gap Inc | 84.63% |
| Urban Outfitters Inc | 73.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.51 |
| Beta (5Y) | 1.095 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.79% |
| Historical Sharpe Ratio (5Y) | 0.1105 |
| Historical Sortino (5Y) | 0.1524 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.27% |