Deluxe Corp (DLX)
21.19
+1.30
(+6.54%)
USD |
NYSE |
May 02, 11:27
Deluxe Max Drawdown (5Y): 76.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.70% |
March 31, 2024 | 76.70% |
February 29, 2024 | 76.70% |
January 31, 2024 | 76.70% |
December 31, 2023 | 76.70% |
November 30, 2023 | 76.70% |
October 31, 2023 | 76.70% |
September 30, 2023 | 76.70% |
August 31, 2023 | 76.70% |
July 31, 2023 | 76.70% |
June 30, 2023 | 76.70% |
May 31, 2023 | 76.70% |
April 30, 2023 | 76.70% |
March 31, 2023 | 76.70% |
February 28, 2023 | 76.70% |
January 31, 2023 | 76.70% |
December 31, 2022 | 76.70% |
November 30, 2022 | 76.70% |
October 31, 2022 | 76.70% |
September 30, 2022 | 74.96% |
August 31, 2022 | 73.62% |
July 31, 2022 | 73.62% |
June 30, 2022 | 73.62% |
May 31, 2022 | 73.62% |
April 30, 2022 | 73.62% |
Date | Value |
---|---|
March 31, 2022 | 73.62% |
February 28, 2022 | 73.62% |
January 31, 2022 | 73.62% |
December 31, 2021 | 73.62% |
November 30, 2021 | 73.62% |
October 31, 2021 | 73.62% |
September 30, 2021 | 73.62% |
August 31, 2021 | 73.62% |
July 31, 2021 | 73.62% |
June 30, 2021 | 73.62% |
May 31, 2021 | 73.62% |
April 30, 2021 | 73.62% |
March 31, 2021 | 73.62% |
February 28, 2021 | 73.62% |
January 31, 2021 | 73.62% |
December 31, 2020 | 73.62% |
November 30, 2020 | 73.62% |
October 31, 2020 | 73.62% |
September 30, 2020 | 73.62% |
August 31, 2020 | 73.62% |
July 31, 2020 | 73.62% |
June 30, 2020 | 73.12% |
May 31, 2020 | 73.12% |
April 30, 2020 | 72.44% |
March 31, 2020 | 72.44% |
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
51.48%
Minimum
May 2019
76.70%
Maximum
Oct 2022
70.93%
Average
73.62%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Lendway Inc | 84.04% |
Ziff Davis Inc | 65.83% |
Travelzoo | 85.17% |
Dolphin Entertainment Inc | 97.76% |
Magnite Inc | 90.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.64 |
Beta (5Y) | 1.477 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.60% |
Historical Sharpe Ratio (5Y) | -0.2956 |
Historical Sortino (5Y) | -0.487 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.96% |