ANF Abercrombie ...
Fundamental Data
Get detailed Fundamental insights of Abercrombie & Fitch Co. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.19 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of ANF
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Mar 14, 2016 | Mar 9, 2021 | -75.45% | 1822 |
| Nov 19, 2021 | Aug 22, 2023 | -69.93% | 642 |
| Jan 8, 2015 | Feb 29, 2016 | -43.91% | 418 |
| Jul 1, 2021 | Nov 3, 2021 | -27.03% | 126 |
| Mar 6, 2024 | May 17, 2024 | -21.89% | 73 |
| Mar 18, 2021 | Apr 6, 2021 | -15.32% | 20 |
| May 18, 2021 | May 26, 2021 | -13.20% | 9 |
| Sep 7, 2023 | Sep 27, 2023 | -10.29% | 21 |
| May 28, 2021 | Jun 23, 2021 | -9.98% | 27 |
| Apr 19, 2021 | May 5, 2021 | -7.45% | 17 |
ANF vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between January 5, 2015 - May 17, 2024Annual Return (%)
ANF
S&P500
Metric ANF S&P500
| Cumulative Return | 388.49% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | 12.4% | 7.23% |
| Sharpe | 0.58 | 0.65 |
| Sortino | 0.86 | 0.91 |
| Max Drawdown | -75.45% | -34.1% |
| Longest Drawdown Days | 1822 | 745 |
| Volatility (ann.) | 58.66% | 17.95% |
| Correlation | 38.51% | - |
| R^2 | 0.15 | - |
| Calmar | 0.16 | 0.21 |
| Skew | 0.32 | -0.55 |
| Kurtosis | 10.71 | 12.55 |
| Expected Daily | 0.07% | 0.04% |
| Expected Monthly | 1.41% | 0.84% |
| Expected Yearly | 17.19% | 9.93% |
| Kelly Criterion | 4% | 4.35% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -5.94% | -1.81% |
| Expected Shortfall (cVaR) | -5.94% | -1.81% |
| Max Consecutive Wins | 9 | 10 |
| Max Consecutive Losses | 9 | 8 |
| Gain/Pain Ratio | 0.11 | 0.13 |
| Gain/Pain (1M) | 0.63 | 0.74 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 1.11 | 1.13 |
| Outlier Win Ratio | 2.67 | 8.97 |
| Outlier Loss Ratio | 2.47 | 8.30 |
| MTD | 14.89% | 5.47% |
| 3M | 15.48% | 5.99% |
| 6M | 102.39% | 17.60% |
| YTD | 58.25% | 11.39% |
| 1Y | 505.16% | 29.06% |
| 3Y (ann.) | 31.96% | 5.51% |
| Best Day | 31.07% | 9.06% |
| Worst Day | -28.58% | -10.94% |
| Best Month | 45.85% | 12.70% |
| Worst Month | -42.12% | -13.00% |
| Best Year | 285.07% | 28.79% |
| Worst Year | -55.56% | -19.48% |
| Avg. Drawdown | -9.74% | -1.81% |
| Avg. Drawdown Days | 86 | 22 |
| Recovery Factor | 4.24 | 3.22 |
| Ulcer Index | 0.41 | 0.08 |
| Avg. Up Month | 14.92% | 3.94% |
| Avg. Down Month | -11.00% | -4.29% |
| Win Days | 53.48% | 54.06% |
| Win Month | 53.98% | 66.37% |
| Win Quarter | 55.26% | 76.32% |
| Win Year | 60.00% | 70.00% |