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BIG: Big Lots Inc (STOCK)
Basic Info 3.7 0.15(3.90%) May 17
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/04/1987 |
Last Dividend Date: | 03/16/2023 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 11/05/1987 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.9 | -52.5 | -56.0 | -61.0 | -33.1 | -18.6 | -10.2 | -4.8 | 1.7 | -45.8 | -65.6 | 7.3 | 57.1 | 3.6 | -46.9 | 13.0 | 32.5 | -2.1 | 25.4 | 13.5 | -24.6 | 24.0 | 5.1 | 100.0 | -9.4 | -30.2 | 90.8 | -1.0 | -14.6 | 7.4 | 27.2 | -2.1 | -34.6 | -19.5 | -54.1 | 70.3 | 86.4 | 16.1 | -6.3 | 10.4 | 60.0 | 172.7 | 6.5 | -40.4 | 30.0 | 37.9 |
Sharpe Ratio | NA | -0.93 | -0.62 | -0.81 | -0.46 | -0.33 | NA | NA | 0.0 | -0.55 | -0.92 | 0.14 | 0.59 | 0.04 | -1.09 | 0.49 | 1.05 | -0.06 | 0.64 | 0.47 | -0.53 | 0.66 | 0.17 | 2.12 | -0.13 | -0.68 | 2.44 | -0.08 | -0.51 | 0.18 | 0.58 | -0.09 | -0.76 | -0.33 | -0.89 | 1.75 | 1.97 | 0.39 | -0.24 | 0.23 | 1.21 | 2.95 | 0.01 | -0.88 | 0.44 | 8.23 |
Draw Down(%) | NA | 59.7 | 68.9 | 95.1 | 95.1 | 95.1 | NA | NA | 95.1 | 81.0 | 71.1 | 41.6 | 64.6 | 50.1 | 57.0 | 14.3 | 23.1 | 24.9 | 24.1 | 21.2 | 42.6 | 34.1 | 32.2 | 30.3 | 60.9 | 56.0 | 10.1 | 24.9 | 27.0 | 28.5 | 38.8 | 52.6 | 49.2 | 63.2 | 65.7 | 19.5 | 24.5 | 22.9 | 41.9 | 25.2 | 37.7 | 22.9 | 51.6 | 56.1 | 27.3 | 30.3 |
Standard Deviation(%) | NA | 99.3 | 101.5 | 78.4 | 78.9 | 60.9 | NA | NA | 52.6 | 91.2 | 73.1 | 51.3 | 95.9 | 50.8 | 44.0 | 25.0 | 30.8 | 32.5 | 39.7 | 28.4 | 47.3 | 36.1 | 29.0 | 47.1 | 77.8 | 48.9 | 36.1 | 38.6 | 30.5 | 36.7 | 45.3 | 51.8 | 50.9 | 69.0 | 64.2 | 38.0 | 41.7 | 31.5 | 38.6 | 36.6 | 47.1 | 57.0 | 80.4 | 52.7 | 57.9 | 84.4 |
Treynor Ratio | NA | -0.45 | -0.23 | -0.39 | -0.25 | -0.16 | NA | NA | 0.0 | -0.21 | -0.46 | 0.16 | 0.4 | 0.02 | -0.55 | 0.11 | 0.36 | -0.03 | 0.26 | 0.2 | -0.24 | 0.27 | 0.06 | 1.12 | -0.09 | -0.21 | 0.55 | -0.02 | -0.15 | 0.06 | 0.31 | -0.06 | -0.6 | -0.25 | -0.46 | 0.99 | 0.65 | 0.11 | -0.11 | 0.09 | 0.37 | 1.18 | 0.01 | -0.45 | 0.19 | 5.17 |
Alpha | NA | -0.87 | -0.39 | -0.32 | -0.13 | -0.08 | NA | NA | 0.01 | -0.29 | -0.22 | 0.03 | 0.23 | -0.05 | -0.2 | -0.03 | 0.09 | 0.01 | 0.07 | -0.01 | -0.13 | 0.09 | -0.01 | 0.22 | 0.26 | -0.13 | 0.2 | 0.0 | -0.09 | -0.07 | 0.21 | 0.07 | -0.1 | -0.07 | -0.36 | 0.15 | 0.18 | -0.06 | 0.0 | 0.03 | 0.18 | 0.31 | 0.17 | -0.26 | 0.09 | 0.96 |
Beta | NA | 2.04 | 2.68 | 1.63 | 1.43 | 1.28 | NA | NA | 1.1 | 2.42 | 1.45 | 0.45 | 1.41 | 1.04 | 0.88 | 1.15 | 0.89 | 0.76 | 0.98 | 0.68 | 1.02 | 0.88 | 0.78 | 0.9 | 1.21 | 1.6 | 1.6 | 1.75 | 1.07 | 1.19 | 0.85 | 0.75 | 0.65 | 0.92 | 1.24 | 0.67 | 1.25 | 1.08 | 0.87 | 0.89 | 1.55 | 1.42 | 1.16 | 1.03 | 1.35 | 1.34 |
RSquared | NA | 0.06 | 0.09 | 0.13 | 0.15 | 0.14 | NA | NA | 0.14 | 0.12 | 0.23 | 0.01 | 0.26 | 0.06 | 0.13 | 0.09 | 0.14 | 0.13 | 0.08 | 0.07 | 0.09 | 0.32 | 0.24 | 0.25 | 0.41 | 0.28 | 0.19 | 0.22 | 0.15 | 0.31 | 0.24 | 0.1 | 0.08 | 0.06 | 0.16 | 0.1 | 0.12 | 0.07 | 0.05 | 0.04 | 0.1 | 0.13 | 0.05 | 0.06 | 0.16 | 0.22 |
Yield(%) | N/A | 0.0 | 0.0 | 1.2 | 3.0 | 2.4 | 2.5 | 3.6 | N/A | 2.0 | 2.5 | 2.8 | 4.3 | 4.1 | 2.1 | 2.0 | 2.2 | 1.9 | 1.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -100.0 | -33.3 | 4.1 | N/A | N/A | N/A | N/A | -75.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.0 | 19.0 | 10.5 | 49.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/05/1987
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