Revolve Group Inc (RVLV)

33.34 +0.28 (+0.85%) USD  |  NYSE  |  Dec 27, 10:59
More

Revolve Group Max Drawdown (5Y): 85.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for RVLV.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Abercrombie & Fitch Co 72.39%
Carvana Co 98.99%
America's Car-Mart Inc 78.11%
Citi Trends Inc 87.25%
Envela Corp 61.53%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.11
Beta (5Y) 2.185
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 70.40%
Historical Sharpe Ratio (5Y) 0.2141
Historical Sortino (5Y) 0.3662
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.94%