Tilly's Inc (TLYS)

3.56 +0.05 (+1.42%) USD  |  NYSE  |  Dec 24, 16:00
More

Tilly's Max Drawdown (5Y): 82.45% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for TLYS.
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
The Cato Corp 79.59%
Macy's Inc 91.86%
a.k.a. Brands Holding Corp --
Urban Outfitters Inc 73.80%
Destination XL Group Inc 96.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -34.33
Beta (5Y) 1.612
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.22%
Historical Sharpe Ratio (5Y) -0.2654
Historical Sortino (5Y) -0.4412
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.49%