Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 82.45%
March 31, 2024 82.45%
February 29, 2024 82.45%
January 31, 2024 82.45%
December 31, 2023 82.45%
November 30, 2023 82.45%
October 31, 2023 82.45%
September 30, 2023 82.45%
August 31, 2023 82.45%
July 31, 2023 82.45%
June 30, 2023 82.45%
May 31, 2023 82.45%
April 30, 2023 82.45%
March 31, 2023 82.45%
February 28, 2023 82.45%
January 31, 2023 82.45%
December 31, 2022 82.45%
November 30, 2022 82.45%
October 31, 2022 82.45%
September 30, 2022 82.45%
August 31, 2022 82.45%
July 31, 2022 82.45%
June 30, 2022 82.45%
May 31, 2022 82.45%
April 30, 2022 82.45%
Date Value
March 31, 2022 82.45%
February 28, 2022 82.45%
January 31, 2022 82.45%
December 31, 2021 82.45%
November 30, 2021 82.45%
October 31, 2021 82.45%
September 30, 2021 82.45%
August 31, 2021 82.45%
July 31, 2021 82.45%
June 30, 2021 82.45%
May 31, 2021 82.45%
April 30, 2021 82.45%
March 31, 2021 82.45%
February 28, 2021 82.45%
January 31, 2021 82.45%
December 31, 2020 82.45%
November 30, 2020 82.45%
October 31, 2020 82.45%
September 30, 2020 82.45%
August 31, 2020 82.45%
July 31, 2020 82.45%
June 30, 2020 82.45%
May 31, 2020 82.45%
April 30, 2020 82.45%
March 31, 2020 82.02%

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.

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Max Drawdown (5Y) Range, Past 5 Years

71.08%
Minimum
May 2019
82.45%
Maximum
Apr 2020
80.55%
Average
82.45%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks

The Cato Corp 79.59%
Macy's Inc 91.86%
Express, Inc. 99.66%
Zumiez Inc 75.62%
J.Jill Inc 97.37%