Urban Outfitters Inc (URBN)
38.98
+1.62
(+4.34%)
USD |
NASDAQ |
Nov 22, 16:00
38.05
-0.93
(-2.39%)
After-Hours: 20:00
Urban Outfitters Max Drawdown (5Y): 73.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 73.80% |
September 30, 2024 | 73.80% |
August 31, 2024 | 73.80% |
July 31, 2024 | 73.80% |
June 30, 2024 | 73.80% |
May 31, 2024 | 73.80% |
April 30, 2024 | 73.80% |
March 31, 2024 | 73.80% |
February 29, 2024 | 73.80% |
January 31, 2024 | 73.80% |
December 31, 2023 | 73.80% |
November 30, 2023 | 73.80% |
October 31, 2023 | 73.80% |
September 30, 2023 | 73.80% |
August 31, 2023 | 73.80% |
July 31, 2023 | 73.80% |
June 30, 2023 | 73.80% |
May 31, 2023 | 73.80% |
April 30, 2023 | 73.80% |
March 31, 2023 | 73.80% |
February 28, 2023 | 73.80% |
January 31, 2023 | 73.80% |
December 31, 2022 | 73.80% |
November 30, 2022 | 73.80% |
October 31, 2022 | 73.80% |
Date | Value |
---|---|
September 30, 2022 | 73.80% |
August 31, 2022 | 73.80% |
July 31, 2022 | 73.80% |
June 30, 2022 | 73.80% |
May 31, 2022 | 73.80% |
April 30, 2022 | 73.80% |
March 31, 2022 | 73.80% |
February 28, 2022 | 73.80% |
January 31, 2022 | 73.80% |
December 31, 2021 | 73.80% |
November 30, 2021 | 73.80% |
October 31, 2021 | 73.80% |
September 30, 2021 | 73.80% |
August 31, 2021 | 73.80% |
July 31, 2021 | 73.80% |
June 30, 2021 | 73.80% |
May 31, 2021 | 73.80% |
April 30, 2021 | 73.80% |
March 31, 2021 | 73.80% |
February 28, 2021 | 73.80% |
January 31, 2021 | 73.80% |
December 31, 2020 | 73.80% |
November 30, 2020 | 73.80% |
October 31, 2020 | 73.80% |
September 30, 2020 | 73.80% |
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
65.22%
Minimum
Nov 2019
73.80%
Maximum
Apr 2020
73.21%
Average
73.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Abercrombie & Fitch Co | 72.39% |
American Eagle Outfitters Inc | 75.65% |
Nordstrom Inc | 81.38% |
Gap Inc | 84.63% |
Ross Stores Inc | 51.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.08 |
Beta (5Y) | 1.497 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.48% |
Historical Sharpe Ratio (5Y) | 0.0516 |
Historical Sortino (5Y) | 0.0767 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.03% |