Shoe Carnival Inc (SCVL)
34.60
+0.46
(+1.33%)
USD |
NASDAQ |
Nov 04, 16:00
34.59
-0.02
(-0.04%)
After-Hours: 20:00
Shoe Carnival Max Drawdown (5Y): 68.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.53% |
| September 30, 2024 | 68.53% |
| August 31, 2024 | 68.53% |
| July 31, 2024 | 68.53% |
| June 30, 2024 | 68.53% |
| May 31, 2024 | 68.53% |
| April 30, 2024 | 68.53% |
| March 31, 2024 | 68.53% |
| February 29, 2024 | 68.53% |
| January 31, 2024 | 68.53% |
| December 31, 2023 | 68.53% |
| November 30, 2023 | 68.53% |
| October 31, 2023 | 68.53% |
| September 30, 2023 | 68.53% |
| August 31, 2023 | 68.53% |
| July 31, 2023 | 68.53% |
| June 30, 2023 | 68.53% |
| May 31, 2023 | 68.53% |
| April 30, 2023 | 68.53% |
| March 31, 2023 | 68.53% |
| February 28, 2023 | 68.53% |
| January 31, 2023 | 68.53% |
| December 31, 2022 | 68.53% |
| November 30, 2022 | 68.53% |
| October 31, 2022 | 68.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.53% |
| August 31, 2022 | 68.53% |
| July 31, 2022 | 68.53% |
| June 30, 2022 | 68.53% |
| May 31, 2022 | 68.53% |
| April 30, 2022 | 68.53% |
| March 31, 2022 | 68.53% |
| February 28, 2022 | 68.53% |
| January 31, 2022 | 68.53% |
| December 31, 2021 | 68.53% |
| November 30, 2021 | 68.53% |
| October 31, 2021 | 68.53% |
| September 30, 2021 | 68.53% |
| August 31, 2021 | 68.53% |
| July 31, 2021 | 68.53% |
| June 30, 2021 | 68.53% |
| May 31, 2021 | 68.53% |
| April 30, 2021 | 68.53% |
| March 31, 2021 | 68.53% |
| February 28, 2021 | 68.53% |
| January 31, 2021 | 68.53% |
| December 31, 2020 | 68.53% |
| November 30, 2020 | 68.53% |
| October 31, 2020 | 68.53% |
| September 30, 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
50.60%
Minimum
Nov 2019
68.53%
Maximum
Mar 2020
67.33%
Average
68.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Foot Locker Inc | 74.79% |
| Boot Barn Holdings Inc | 77.88% |
| Caleres Inc | 91.58% |
| Allbirds Inc | -- |
| Zumiez Inc | 75.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.341 |
| Beta (5Y) | 1.562 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.73% |
| Historical Sharpe Ratio (5Y) | 0.3105 |
| Historical Sortino (5Y) | 0.4823 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.26% |