Dollar General Corp (DG)
139.19
-1.96
(-1.39%)
USD |
NYSE |
Apr 30, 16:00
139.21
+0.02
(+0.01%)
Pre-Market: 07:35
Dollar General Max Drawdown (5Y): 60.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.35% |
March 31, 2024 | 60.35% |
February 29, 2024 | 60.35% |
January 31, 2024 | 60.35% |
December 31, 2023 | 60.35% |
November 30, 2023 | 60.35% |
October 31, 2023 | 60.35% |
September 30, 2023 | 59.60% |
August 31, 2023 | 46.37% |
July 31, 2023 | 40.94% |
June 30, 2023 | 40.94% |
May 31, 2023 | 27.58% |
April 30, 2023 | 27.58% |
March 31, 2023 | 27.58% |
February 28, 2023 | 27.58% |
January 31, 2023 | 27.58% |
December 31, 2022 | 27.58% |
November 30, 2022 | 27.58% |
October 31, 2022 | 27.58% |
September 30, 2022 | 27.58% |
August 31, 2022 | 27.58% |
July 31, 2022 | 27.58% |
June 30, 2022 | 27.58% |
May 31, 2022 | 27.58% |
April 30, 2022 | 27.59% |
Date | Value |
---|---|
March 31, 2022 | 27.59% |
February 28, 2022 | 27.59% |
January 31, 2022 | 28.85% |
December 31, 2021 | 28.85% |
November 30, 2021 | 28.85% |
October 31, 2021 | 28.85% |
September 30, 2021 | 28.85% |
August 31, 2021 | 28.89% |
July 31, 2021 | 30.51% |
June 30, 2021 | 30.51% |
May 31, 2021 | 30.51% |
April 30, 2021 | 30.51% |
March 31, 2021 | 30.51% |
February 28, 2021 | 30.51% |
January 31, 2021 | 30.51% |
December 31, 2020 | 30.51% |
November 30, 2020 | 30.51% |
October 31, 2020 | 30.51% |
September 30, 2020 | 30.51% |
August 31, 2020 | 30.51% |
July 31, 2020 | 30.51% |
June 30, 2020 | 30.51% |
May 31, 2020 | 30.51% |
April 30, 2020 | 30.51% |
March 31, 2020 | 30.51% |
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
27.58%
Minimum
May 2022
60.35%
Maximum
Oct 2023
34.14%
Average
30.51%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Costco Wholesale Corp | 31.40% |
Dollar Tree Inc | 44.64% |
The Kroger Co | 48.12% |
Target Corp | 58.87% |
Ollie's Bargain Outlet Holdings Inc | 66.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.921 |
Beta (5Y) | 0.4405 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.42% |
Historical Sharpe Ratio (5Y) | 0.0325 |
Historical Sortino (5Y) | 0.041 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.03% |