Advance Auto Parts Inc (AAP)
75.80
+0.88
(+1.17%)
USD |
NYSE |
May 03, 09:38
Advance Auto Parts Max Drawdown (5Y): 78.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.88% |
March 31, 2024 | 78.88% |
February 29, 2024 | 78.88% |
January 31, 2024 | 78.88% |
December 31, 2023 | 78.88% |
November 30, 2023 | 78.88% |
October 31, 2023 | 78.88% |
September 30, 2023 | 76.12% |
August 31, 2023 | 72.41% |
July 31, 2023 | 72.41% |
June 30, 2023 | 72.41% |
May 31, 2023 | 68.37% |
April 30, 2023 | 62.17% |
March 31, 2023 | 62.17% |
February 28, 2023 | 62.17% |
January 31, 2023 | 62.17% |
December 31, 2022 | 62.17% |
November 30, 2022 | 62.17% |
October 31, 2022 | 62.17% |
September 30, 2022 | 62.17% |
August 31, 2022 | 62.17% |
July 31, 2022 | 62.17% |
June 30, 2022 | 62.17% |
May 31, 2022 | 62.17% |
April 30, 2022 | 62.17% |
Date | Value |
---|---|
March 31, 2022 | 62.17% |
February 28, 2022 | 62.17% |
January 31, 2022 | 62.17% |
December 31, 2021 | 62.17% |
November 30, 2021 | 62.17% |
October 31, 2021 | 62.17% |
September 30, 2021 | 62.17% |
August 31, 2021 | 62.17% |
July 31, 2021 | 62.17% |
June 30, 2021 | 62.17% |
May 31, 2021 | 62.17% |
April 30, 2021 | 62.17% |
March 31, 2021 | 62.17% |
February 28, 2021 | 62.17% |
January 31, 2021 | 62.17% |
December 31, 2020 | 62.17% |
November 30, 2020 | 62.17% |
October 31, 2020 | 62.17% |
September 30, 2020 | 62.17% |
August 31, 2020 | 62.17% |
July 31, 2020 | 62.17% |
June 30, 2020 | 62.17% |
May 31, 2020 | 62.17% |
April 30, 2020 | 62.17% |
March 31, 2020 | 62.17% |
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
60.25%
Minimum
May 2019
78.88%
Maximum
Oct 2023
64.65%
Average
62.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AutoZone Inc | 42.14% |
O'Reilly Automotive Inc | 42.00% |
CarParts.com Inc | 94.47% |
QuantumScape Corp | -- |
Nuvve Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.10 |
Beta (5Y) | 1.199 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.24% |
Historical Sharpe Ratio (5Y) | -0.3638 |
Historical Sortino (5Y) | -0.4601 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.18% |