Target Corp (TGT)

131.48 +1.05 (+0.80%) USD  |  NYSE  |  Dec 20, 16:00
131.84 +0.36 (+0.27%) After-Hours: 20:00
More

Target Max Drawdown (5Y): 58.87% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for TGT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Costco Wholesale Corp 31.40%
Dollar Tree Inc 64.84%
The Kroger Co 32.33%
Dollar General Corp 70.90%
BJ's Wholesale Club Holdings Inc 38.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.65
Beta (5Y) 1.180
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.36%
Historical Sharpe Ratio (5Y) 0.0325
Historical Sortino (5Y) 0.0487
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.15%