Stitch Fix Inc (SFIX)
3.37
+0.12
(+3.69%)
USD |
NASDAQ |
Nov 04, 16:00
3.37
0.00 (0.00%)
After-Hours: 20:00
Stitch Fix Max Drawdown (5Y): 98.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.03% |
| September 30, 2024 | 98.03% |
| August 31, 2024 | 98.03% |
| July 31, 2024 | 98.03% |
| June 30, 2024 | 98.03% |
| May 31, 2024 | 98.03% |
| April 30, 2024 | 98.01% |
| March 31, 2024 | 97.90% |
| February 29, 2024 | 97.40% |
| January 31, 2024 | 97.40% |
| December 31, 2023 | 97.40% |
| November 30, 2023 | 97.40% |
| October 31, 2023 | 97.40% |
| September 30, 2023 | 97.40% |
| August 31, 2023 | 97.40% |
| July 31, 2023 | 97.40% |
| June 30, 2023 | 97.40% |
| May 31, 2023 | 97.40% |
| April 30, 2023 | 97.40% |
| March 31, 2023 | 97.40% |
| February 28, 2023 | 97.40% |
| January 31, 2023 | 97.40% |
| December 31, 2022 | 97.40% |
| November 30, 2022 | 96.95% |
| October 31, 2022 | 96.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.35% |
| August 31, 2022 | 95.40% |
| July 31, 2022 | 95.40% |
| June 30, 2022 | 95.36% |
| May 31, 2022 | 93.35% |
| April 30, 2022 | 91.55% |
| March 31, 2022 | 91.37% |
| February 28, 2022 | 89.26% |
| January 31, 2022 | 86.31% |
| December 31, 2021 | 83.14% |
| November 30, 2021 | 77.61% |
| October 31, 2021 | 77.61% |
| September 30, 2021 | 77.61% |
| August 31, 2021 | 77.61% |
| July 31, 2021 | 77.61% |
| June 30, 2021 | 77.61% |
| May 31, 2021 | 77.61% |
| April 30, 2021 | 77.61% |
| March 31, 2021 | 77.61% |
| February 28, 2021 | 77.61% |
| January 31, 2021 | 77.61% |
| December 31, 2020 | 77.61% |
| November 30, 2020 | 77.61% |
| October 31, 2020 | 77.61% |
| September 30, 2020 | 77.61% |
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
67.34%
Minimum
Nov 2019
98.03%
Maximum
May 2024
87.57%
Average
92.45%
Median
Max Drawdown (5Y) Benchmarks
| Abercrombie & Fitch Co | 72.39% |
| Gap Inc | 83.18% |
| Nordstrom Inc | 81.38% |
| Urban Outfitters Inc | 73.80% |
| Citi Trends Inc | 87.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.25 |
| Beta (5Y) | 1.873 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.78% |
| Historical Sharpe Ratio (5Y) | -0.395 |
| Historical Sortino (5Y) | -0.8577 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.42% |