Victoria's Secret & Co. (VSXY)
91.73
+3.22
(+3.64%)
USD |
NYSE |
Oct 02, 16:00
91.53
-0.20
(-0.22%)
After-Hours: 20:00
Victoria's Secret Max Drawdown (5Y) : 80.87% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 80.87% |
| August 31, 2026 | 80.87% |
| July 31, 2026 | 80.87% |
| June 30, 2026 | 80.87% |
| May 31, 2026 | 80.87% |
| April 30, 2026 | 80.87% |
| March 31, 2026 | 80.87% |
| Date | Value |
|---|---|
| February 28, 2026 | 80.87% |
| January 31, 2026 | 80.87% |
| December 31, 2025 | 80.87% |
| November 30, 2025 | 80.87% |
| October 31, 2025 | 80.87% |
| September 30, 2025 | 80.87% |
| August 31, 2025 | 80.87% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Abercrombie & Fitch Co. | 69.93% |
| Urban Outfitters, Inc. | 63.09% |
| Boot Barn Holdings, Inc. | 60.62% |
| FIGS, Inc. | 92.77% |
| American Eagle Outfitters, Inc. | 73.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.04 |
| Beta (5Y) | 2.011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.41% |
| Historical Sharpe Ratio (5Y) | 0.084 |
| Historical Sortino (5Y) | 0.1668 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.19% |