ASGN Inc (ASGN)
97.25
+1.70
(+1.78%)
USD |
NYSE |
Apr 19, 10:58
ASGN Max Drawdown (5Y): 66.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.63% |
February 29, 2024 | 66.63% |
January 31, 2024 | 66.63% |
December 31, 2023 | 66.63% |
November 30, 2023 | 66.63% |
October 31, 2023 | 66.63% |
September 30, 2023 | 66.63% |
August 31, 2023 | 66.63% |
July 31, 2023 | 66.63% |
June 30, 2023 | 66.63% |
May 31, 2023 | 66.63% |
April 30, 2023 | 66.63% |
March 31, 2023 | 66.63% |
February 28, 2023 | 66.63% |
January 31, 2023 | 66.63% |
December 31, 2022 | 66.63% |
November 30, 2022 | 66.63% |
October 31, 2022 | 66.63% |
September 30, 2022 | 66.63% |
August 31, 2022 | 66.63% |
July 31, 2022 | 66.63% |
June 30, 2022 | 66.63% |
May 31, 2022 | 66.63% |
April 30, 2022 | 66.63% |
March 31, 2022 | 66.63% |
Date | Value |
---|---|
February 28, 2022 | 66.63% |
January 31, 2022 | 66.63% |
December 31, 2021 | 66.63% |
November 30, 2021 | 66.63% |
October 31, 2021 | 66.63% |
September 30, 2021 | 66.63% |
August 31, 2021 | 66.63% |
July 31, 2021 | 66.63% |
June 30, 2021 | 66.63% |
May 31, 2021 | 66.63% |
April 30, 2021 | 66.63% |
March 31, 2021 | 66.63% |
February 28, 2021 | 66.63% |
January 31, 2021 | 66.63% |
December 31, 2020 | 66.63% |
November 30, 2020 | 66.63% |
October 31, 2020 | 66.63% |
September 30, 2020 | 66.63% |
August 31, 2020 | 66.63% |
July 31, 2020 | 66.63% |
June 30, 2020 | 66.63% |
May 31, 2020 | 66.63% |
April 30, 2020 | 66.63% |
March 31, 2020 | 65.47% |
February 29, 2020 | 45.87% |
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
44.78%
Minimum
Apr 2019
66.63%
Maximum
Apr 2020
62.79%
Average
66.63%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
CSP Inc | 70.02% |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Data Storage Corp | 95.10% |
Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.04 |
Beta (5Y) | 1.500 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.71% |
Historical Sharpe Ratio (5Y) | 0.2047 |
Historical Sortino (5Y) | 0.2801 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.06% |