Revolve Group Inc (RVLV)
35.02
+0.20
(+0.57%)
USD |
NYSE |
Nov 22, 16:00
35.00
-0.02
(-0.06%)
After-Hours: 20:00
Revolve Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Carvana Co | 98.99% |
| Abercrombie & Fitch Co | 72.39% |
| Nordstrom Inc | 81.38% |
| Chewy Inc | -- |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.19 |
| Beta (5Y) | 2.050 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.12% |
| Historical Sharpe Ratio (5Y) | 0.0184 |
| Historical Sortino (5Y) | 0.031 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.94% |