VF Corp (VFC)
16.47
-0.53
(-3.12%)
USD |
NYSE |
Mar 25, 16:00
16.50
+0.03
(+0.18%)
Pre-Market: 08:10
VF Max Drawdown (5Y): 86.02% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Ralph Lauren Corp | 55.18% |
| Under Armour Inc | 85.66% |
| BorgWarner Inc | 65.38% |
| Ford Motor Co | 66.45% |
| Jakks Pacific Inc | 96.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.83 |
| Beta (5Y) | 1.469 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.82% |
| Historical Sharpe Ratio (5Y) | -0.4972 |
| Historical Sortino (5Y) | -0.8261 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.80% |