The Container Store Group Inc (TCS)
0.90
+0.03
(+3.54%)
USD |
NYSE |
Apr 26, 10:07
Container Store Group Max Drawdown (5Y): 94.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 94.74% |
| February 29, 2024 | 94.63% |
| January 31, 2024 | 92.03% |
| December 31, 2023 | 90.88% |
| November 30, 2023 | 90.88% |
| October 31, 2023 | 90.52% |
| September 30, 2023 | 90.26% |
| August 31, 2023 | 89.36% |
| July 31, 2023 | 89.36% |
| June 30, 2023 | 89.36% |
| May 31, 2023 | 89.36% |
| April 30, 2023 | 89.36% |
| March 31, 2023 | 89.36% |
| February 28, 2023 | 89.36% |
| January 31, 2023 | 89.36% |
| December 31, 2022 | 89.87% |
| November 30, 2022 | 90.32% |
| October 31, 2022 | 90.32% |
| September 30, 2022 | 90.32% |
| August 31, 2022 | 92.36% |
| July 31, 2022 | 92.36% |
| June 30, 2022 | 92.36% |
| May 31, 2022 | 92.36% |
| April 30, 2022 | 92.36% |
| March 31, 2022 | 92.36% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.36% |
| January 31, 2022 | 92.36% |
| December 31, 2021 | 92.36% |
| November 30, 2021 | 92.36% |
| October 31, 2021 | 92.36% |
| September 30, 2021 | 92.36% |
| August 31, 2021 | 92.36% |
| July 31, 2021 | 92.36% |
| June 30, 2021 | 92.36% |
| May 31, 2021 | 92.36% |
| April 30, 2021 | 92.36% |
| March 31, 2021 | 92.36% |
| February 28, 2021 | 92.36% |
| January 31, 2021 | 92.36% |
| December 31, 2020 | 92.36% |
| November 30, 2020 | 92.36% |
| October 31, 2020 | 92.36% |
| September 30, 2020 | 92.36% |
| August 31, 2020 | 92.36% |
| July 31, 2020 | 92.36% |
| June 30, 2020 | 92.36% |
| May 31, 2020 | 92.36% |
| April 30, 2020 | 92.36% |
| March 31, 2020 | 92.36% |
| February 29, 2020 | 92.36% |
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
89.36%
Minimum
Jan 2023
94.74%
Maximum
Mar 2024
91.78%
Average
92.36%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Conn's Inc | 92.34% |
| America's Car-Mart Inc | 70.32% |
| Citi Trends Inc | 86.52% |
| Hibbett Inc | 83.57% |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.26 |
| Beta (5Y) | 1.127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.55% |
| Historical Sharpe Ratio (5Y) | -0.4705 |
| Historical Sortino (5Y) | -1.040 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.24% |