Target Corp (TGT)
164.56
-0.78
(-0.47%)
USD |
NYSE |
Apr 25, 12:10
Target Max Drawdown (5Y): 58.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.87% |
| February 29, 2024 | 58.87% |
| January 31, 2024 | 58.87% |
| December 31, 2023 | 58.87% |
| November 30, 2023 | 58.87% |
| October 31, 2023 | 58.87% |
| September 30, 2023 | 57.12% |
| August 31, 2023 | 52.30% |
| July 31, 2023 | 50.90% |
| June 30, 2023 | 50.90% |
| May 31, 2023 | 49.17% |
| April 30, 2023 | 47.26% |
| March 31, 2023 | 47.26% |
| February 28, 2023 | 47.26% |
| January 31, 2023 | 47.26% |
| December 31, 2022 | 47.26% |
| November 30, 2022 | 47.26% |
| October 31, 2022 | 47.26% |
| September 30, 2022 | 47.26% |
| August 31, 2022 | 47.26% |
| July 31, 2022 | 47.26% |
| June 30, 2022 | 47.26% |
| May 31, 2022 | 43.23% |
| April 30, 2022 | 37.58% |
| March 31, 2022 | 37.58% |
| Date | Value |
|---|---|
| February 28, 2022 | 37.58% |
| January 31, 2022 | 37.58% |
| December 31, 2021 | 37.58% |
| November 30, 2021 | 37.58% |
| October 31, 2021 | 37.58% |
| September 30, 2021 | 37.58% |
| August 31, 2021 | 37.58% |
| July 31, 2021 | 37.58% |
| June 30, 2021 | 37.58% |
| May 31, 2021 | 37.58% |
| April 30, 2021 | 37.58% |
| March 31, 2021 | 37.58% |
| February 28, 2021 | 37.58% |
| January 31, 2021 | 37.58% |
| December 31, 2020 | 37.58% |
| November 30, 2020 | 37.58% |
| October 31, 2020 | 37.58% |
| September 30, 2020 | 37.58% |
| August 31, 2020 | 37.58% |
| July 31, 2020 | 37.58% |
| June 30, 2020 | 37.58% |
| May 31, 2020 | 37.58% |
| April 30, 2020 | 37.58% |
| March 31, 2020 | 37.58% |
| February 29, 2020 | 37.58% |
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
37.58%
Minimum
Apr 2019
58.87%
Maximum
Oct 2023
42.79%
Average
37.58%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Costco Wholesale Corp | 31.40% |
| Dollar Tree Inc | 44.64% |
| The Kroger Co | 48.12% |
| Dollar General Corp | 60.35% |
| BJ's Wholesale Club Holdings Inc | 38.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.056 |
| Beta (5Y) | 1.138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.73% |
| Historical Sharpe Ratio (5Y) | 0.4878 |
| Historical Sortino (5Y) | 0.761 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.74% |