The Descartes Systems Group Inc (DSG.TO)
125.86
+1.13
(+0.91%)
CAD |
TSX |
May 31, 16:00
Descartes Systems Group Max Drawdown (5Y): 35.23% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 35.23% |
April 30, 2024 | 35.23% |
March 31, 2024 | 35.23% |
February 29, 2024 | 35.23% |
January 31, 2024 | 35.23% |
December 31, 2023 | 35.23% |
November 30, 2023 | 35.23% |
October 31, 2023 | 35.23% |
September 30, 2023 | 35.23% |
August 31, 2023 | 35.23% |
July 31, 2023 | 35.23% |
June 30, 2023 | 35.23% |
May 31, 2023 | 35.23% |
April 30, 2023 | 35.23% |
March 31, 2023 | 35.23% |
February 28, 2023 | 35.23% |
January 31, 2023 | 35.23% |
December 31, 2022 | 35.23% |
November 30, 2022 | 35.23% |
October 31, 2022 | 35.23% |
September 30, 2022 | 35.23% |
August 31, 2022 | 35.23% |
July 31, 2022 | 35.23% |
June 30, 2022 | 35.23% |
May 31, 2022 | 35.23% |
Date | Value |
---|---|
April 30, 2022 | 33.30% |
March 31, 2022 | 32.51% |
February 28, 2022 | 32.51% |
January 31, 2022 | 32.51% |
December 31, 2021 | 32.51% |
November 30, 2021 | 32.51% |
October 31, 2021 | 32.51% |
September 30, 2021 | 32.51% |
August 31, 2021 | 32.51% |
July 31, 2021 | 32.51% |
June 30, 2021 | 32.51% |
May 31, 2021 | 32.51% |
April 30, 2021 | 32.51% |
March 31, 2021 | 32.51% |
February 28, 2021 | 32.51% |
January 31, 2021 | 32.51% |
December 31, 2020 | 32.51% |
November 30, 2020 | 32.51% |
October 31, 2020 | 32.51% |
September 30, 2020 | 32.51% |
August 31, 2020 | 32.51% |
July 31, 2020 | 32.51% |
June 30, 2020 | 32.51% |
May 31, 2020 | 32.51% |
April 30, 2020 | 32.51% |
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
25.93%
Minimum
Jun 2019
35.23%
Maximum
May 2022
32.67%
Average
32.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BlackBerry Ltd | 89.30% |
Payfare Inc | -- |
Nerds On Site Inc | 89.29% |
XTM Inc | -- |
Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.09 |
Beta (5Y) | 0.7535 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.51% |
Historical Sharpe Ratio (5Y) | 0.5906 |
Historical Sortino (5Y) | 0.8473 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.17% |