Tilly's Inc (TLYS)
5.86
-0.21
(-3.46%)
USD |
NYSE |
May 01, 16:00
5.87
+0.01
(+0.17%)
Pre-Market: 20:00
Tilly's Max Drawdown (5Y): 82.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
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.
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% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.92 |
Beta (5Y) | 1.601 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.46% |
Historical Sharpe Ratio (5Y) | -0.1998 |
Historical Sortino (5Y) | -0.3256 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.23% |