Stitch Fix Inc (SFIX)
4.195
+0.32
(+8.12%)
USD |
NASDAQ |
Nov 21, 16:00
4.24
+0.04
(+1.07%)
After-Hours: 20:00
Stitch Fix 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
| Nordstrom Inc | 81.38% |
| Citi Trends Inc | 87.25% |
| Genesco Inc | 88.03% |
| Innovative Designs Inc | 99.83% |
| ThredUp Inc | -- |
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% |