VF Corp (VFC)
19.59
-0.57
(-2.83%)
USD |
NYSE |
Nov 18, 16:00
19.53
-0.06
(-0.31%)
Pre-Market: 05:43
VF Max Drawdown (5Y): 86.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.02% |
| September 30, 2024 | 86.02% |
| August 31, 2024 | 86.02% |
| July 31, 2024 | 86.02% |
| June 30, 2024 | 86.02% |
| May 31, 2024 | 86.02% |
| April 30, 2024 | 85.86% |
| March 31, 2024 | 84.87% |
| February 29, 2024 | 84.87% |
| January 31, 2024 | 84.87% |
| December 31, 2023 | 84.87% |
| November 30, 2023 | 84.87% |
| October 31, 2023 | 82.98% |
| September 30, 2023 | 80.94% |
| August 31, 2023 | 80.94% |
| July 31, 2023 | 80.94% |
| June 30, 2023 | 80.94% |
| May 31, 2023 | 80.72% |
| April 30, 2023 | 77.28% |
| March 31, 2023 | 77.28% |
| February 28, 2023 | 73.28% |
| January 31, 2023 | 72.18% |
| December 31, 2022 | 72.18% |
| November 30, 2022 | 70.80% |
| October 31, 2022 | 70.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.53% |
| August 31, 2022 | 55.83% |
| July 31, 2022 | 53.76% |
| June 30, 2022 | 53.76% |
| May 31, 2022 | 53.76% |
| April 30, 2022 | 53.76% |
| March 31, 2022 | 53.76% |
| February 28, 2022 | 53.76% |
| January 31, 2022 | 53.76% |
| December 31, 2021 | 53.76% |
| November 30, 2021 | 53.76% |
| October 31, 2021 | 53.76% |
| September 30, 2021 | 53.76% |
| August 31, 2021 | 53.76% |
| July 31, 2021 | 53.76% |
| June 30, 2021 | 53.76% |
| May 31, 2021 | 53.76% |
| April 30, 2021 | 53.76% |
| March 31, 2021 | 53.76% |
| February 28, 2021 | 53.76% |
| January 31, 2021 | 53.76% |
| December 31, 2020 | 53.76% |
| November 30, 2020 | 53.76% |
| October 31, 2020 | 53.76% |
| September 30, 2020 | 53.76% |
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
35.08%
Minimum
Nov 2019
86.02%
Maximum
May 2024
64.16%
Average
53.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ford Motor Co | 66.06% |
| Leggett & Platt Inc | 79.02% |
| Tesla Inc | 73.63% |
| Rivian Automotive Inc | -- |
| Mullen Automotive Inc | 100.0% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.48 |
| Beta (5Y) | 1.526 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.32% |
| Historical Sharpe Ratio (5Y) | -0.6049 |
| Historical Sortino (5Y) | -0.9423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.88% |