Target Corp (TGT)
123.22
+1.50
(+1.23%)
USD |
NYSE |
Nov 21, 09:57
Target Max Drawdown (5Y): 58.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.87% |
| September 30, 2024 | 58.87% |
| August 31, 2024 | 58.87% |
| July 31, 2024 | 58.87% |
| June 30, 2024 | 58.87% |
| May 31, 2024 | 58.87% |
| April 30, 2024 | 58.87% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
58.87%
Maximum
Oct 2023
45.27%
Average
40.41%
Median
Max Drawdown (5Y) Benchmarks
| Costco Wholesale Corp | 31.40% |
| Dollar Tree Inc | 63.63% |
| The Kroger Co | 37.27% |
| Dollar General Corp | 68.65% |
| BJ's Wholesale Club Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.023 |
| Beta (5Y) | 1.249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.29% |
| Historical Sharpe Ratio (5Y) | 0.2071 |
| Historical Sortino (5Y) | 0.3131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |