Douglas Dynamics Inc (PLOW)
23.54
+0.21
(+0.90%)
USD |
NYSE |
May 03, 16:00
23.56
+0.02
(+0.08%)
Pre-Market: 20:00
Douglas Dynamics Max Drawdown (5Y): 55.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.50% |
March 31, 2024 | 53.91% |
February 29, 2024 | 53.91% |
January 31, 2024 | 53.91% |
December 31, 2023 | 53.91% |
November 30, 2023 | 53.91% |
October 31, 2023 | 53.91% |
September 30, 2023 | 53.91% |
August 31, 2023 | 53.91% |
July 31, 2023 | 53.91% |
June 30, 2023 | 53.91% |
May 31, 2023 | 53.91% |
April 30, 2023 | 53.91% |
March 31, 2023 | 53.91% |
February 28, 2023 | 53.91% |
January 31, 2023 | 53.91% |
December 31, 2022 | 53.91% |
November 30, 2022 | 53.91% |
October 31, 2022 | 53.91% |
September 30, 2022 | 53.91% |
August 31, 2022 | 53.91% |
July 31, 2022 | 53.91% |
June 30, 2022 | 53.91% |
May 31, 2022 | 53.91% |
April 30, 2022 | 53.91% |
Date | Value |
---|---|
March 31, 2022 | 53.91% |
February 28, 2022 | 53.91% |
January 31, 2022 | 53.91% |
December 31, 2021 | 53.91% |
November 30, 2021 | 53.91% |
October 31, 2021 | 53.91% |
September 30, 2021 | 53.91% |
August 31, 2021 | 53.91% |
July 31, 2021 | 53.91% |
June 30, 2021 | 53.91% |
May 31, 2021 | 53.91% |
April 30, 2021 | 53.91% |
March 31, 2021 | 53.91% |
February 28, 2021 | 53.91% |
January 31, 2021 | 53.91% |
December 31, 2020 | 53.91% |
November 30, 2020 | 53.91% |
October 31, 2020 | 53.91% |
September 30, 2020 | 53.91% |
August 31, 2020 | 53.91% |
July 31, 2020 | 53.91% |
June 30, 2020 | 53.91% |
May 31, 2020 | 53.91% |
April 30, 2020 | 53.91% |
March 31, 2020 | 53.91% |
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
30.80%
Minimum
May 2019
55.50%
Maximum
Apr 2024
50.08%
Average
53.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Dorman Products Inc | 50.78% |
Commercial Vehicle Group Inc | 90.48% |
Monro Inc | 70.05% |
Motorcar Parts of America Inc | 83.50% |
Sypris Solutions Inc | 80.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.44 |
Beta (5Y) | 1.142 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.69% |
Historical Sharpe Ratio (5Y) | -0.2441 |
Historical Sortino (5Y) | -0.3763 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |