MSC Industrial Direct Co Inc (MSM)
91.13
+0.17
(+0.19%)
USD |
NYSE |
May 02, 16:00
91.13
0.00 (0.00%)
After-Hours: 20:00
MSC Industrial Direct Max Drawdown (5Y): 48.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.19% |
March 31, 2024 | 48.19% |
February 29, 2024 | 48.19% |
January 31, 2024 | 48.19% |
December 31, 2023 | 48.19% |
November 30, 2023 | 48.19% |
October 31, 2023 | 48.19% |
September 30, 2023 | 48.19% |
August 31, 2023 | 48.19% |
July 31, 2023 | 48.19% |
June 30, 2023 | 48.19% |
May 31, 2023 | 48.19% |
April 30, 2023 | 48.19% |
March 31, 2023 | 48.19% |
February 28, 2023 | 48.19% |
January 31, 2023 | 48.19% |
December 31, 2022 | 48.19% |
November 30, 2022 | 48.19% |
October 31, 2022 | 48.19% |
September 30, 2022 | 48.19% |
August 31, 2022 | 48.19% |
July 31, 2022 | 48.19% |
June 30, 2022 | 48.19% |
May 31, 2022 | 48.19% |
April 30, 2022 | 48.19% |
Date | Value |
---|---|
March 31, 2022 | 48.19% |
February 28, 2022 | 48.19% |
January 31, 2022 | 48.19% |
December 31, 2021 | 48.19% |
November 30, 2021 | 48.19% |
October 31, 2021 | 48.19% |
September 30, 2021 | 48.19% |
August 31, 2021 | 48.19% |
July 31, 2021 | 48.19% |
June 30, 2021 | 48.19% |
May 31, 2021 | 48.19% |
April 30, 2021 | 48.19% |
March 31, 2021 | 48.19% |
February 28, 2021 | 48.19% |
January 31, 2021 | 48.19% |
December 31, 2020 | 48.19% |
November 30, 2020 | 48.19% |
October 31, 2020 | 48.19% |
September 30, 2020 | 48.19% |
August 31, 2020 | 48.19% |
July 31, 2020 | 48.19% |
June 30, 2020 | 48.19% |
May 31, 2020 | 48.19% |
April 30, 2020 | 48.19% |
March 31, 2020 | 48.19% |
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
38.74%
Minimum
May 2019
48.19%
Maximum
Mar 2020
46.62%
Average
48.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Applied Industrial Technologies Inc | 59.29% |
BlueLinx Holdings Inc | 91.71% |
DXP Enterprises Inc | 77.28% |
Distribution Solutions Group Inc | 58.03% |
Beacon Roofing Supply Inc | 81.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.715 |
Beta (5Y) | 0.9578 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.62% |
Historical Sharpe Ratio (5Y) | 0.2238 |
Historical Sortino (5Y) | 0.3734 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.77% |